Concepedia

Stationary Bootstrap

Stationary Bootstrap is a resampling method in time series analysis that belongs to the class of bootstrap techniques and specifically differs by preserving the dependency structure of weakly stationary processes through randomly varying block lengths drawn from a geometric distribution.

37

Publications

5.7K

Citations

73

Authors

60

Institutions

Publications per year

2017–2026

5

Parents

Publications

37

The Stationary Bootstrap

Dimitris N. Politis, Joseph P. Romano · Journal of the American Statistical Association · 1994 · 2.4K citations

, , +13

treeclim: an R package for the numerical calibration of proxy‐climate relationships

Christian Zang, Franco Biondi · Ecography · 2014 · 861 citations · Full text

, , +17

The Stationary Bootstrap

Dimitris N. Politis, Joseph P. Romano · Journal of the American Statistical Association · 1994 · 468 citations

, , +13

Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White

Andrew J. Patton, Dimitris N. Politis, Halbert White · Econometric Reviews · 2009 · 371 citations

, , +12

On Bootstrapping Two-Stage Least-Squares Estimates in Stationary Linear Models

Darcy A. Freedman · The Annals of Statistics · 1984 · 285 citations · Full text

, , +13

1–5 of 37

Authors

73

  1. DN
    Dimitris N. Politis

    University of California San Diego, United States

    4 publications · 3.3K citations

    4

    h-index

  2. DW
    Dong Wan Shin

    Ewha Womans University, South Korea

    3 publications · 46 citations

    3

    h-index

  3. EH
    Eunju Hwang

    Gachon University, South Korea

    3 publications · 46 citations

    3

    h-index

  4. JP
    Joseph P. Romano

    Stanford University, United States

    2 publications · 2.9K citations

    2

    h-index

  5. PD
    Pierangelo De Pace

    Pomona College, United States

    2 publications · 21 citations

    2

    h-index

1–5 of 73

Institutions

60

  1. Iowa State University

    Ames, United States

    2 h-index

    2 publications

    115 citations

  2. The Ohio State University

    Columbus, United States

    2 h-index

    3 publications

    614 citations

  3. Stanford University

    Stanford, United States

    2 h-index

    2 publications

    2.9K citations

  4. Pomona College

    Claremont, United States

    2 h-index

    2 publications

    21 citations

  5. Purdue University West Lafayette

    West Lafayette, United States

    2 h-index

    2 publications

    2.9K citations

  6. University of California San Diego

    San Diego, United States

    2 h-index

    3 publications

    812 citations

  7. Dutch Research Council

    The Hague, The Netherlands

    1 h-index

    1 publications

    44 citations

  8. Aarhus University

    Aarhus, Denmark

    1 h-index

    2 publications

    42 citations

1–8 of 60

Venues

  1. Statistics & Probability Letters

    3 publications · 103 citations

    3

    h-index

  2. Journal of the American Statistical Association

    3 publications · 2.9K citations

    3

    h-index

  3. Journal of Time Series Analysis

    3 publications · 154 citations

    3

    h-index

  4. SSRN Electronic Journal

    Repository · 2 publications · 27 citations

    2

    h-index

  5. Journal of Econometrics

    2 publications · 91 citations

    2

    h-index

1–5