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- D. N. Politis
- 2001

The situation where the available data arise from a general linear process with a unit root is discussed. We propose a modiication of the Block Bootstrap which generates replicates of the original data and which correctly imitates the unit root behavior and the weak dependence structure of the observed series. Validity of the proposed method for estimating… (More)

A new multivariate time series model with time varying conditional variances and covariances is presented and analysed. A complete analysis of the proposed model is presented consisting of parameter estimation, model selection and volatility prediction. Classical and Bayesian techniques are used for the estimation of the model parameters. It turns out that… (More)

The spectral estimation method based on the average of short, tapered periodograms is re-examined. The bias of such estimators is typically O(1/b/sup 2/), where b is the length of the short blocks. Much of the current research on multitapering has been focusing on reducing the proportionality constant implicit in the term O(1/b/sup 2/). In this letter, we… (More)

We show that there exists a causal 2-D linear process in the nonsymmetric half-plane having the same autocorrelations as a noncausal 2-D linear process in the whole-plane; this property is called the autocorrelation equivalence relation, and can be used for practical fitting and modeling of 2-D processes. Some causal 2-D autoregressive (AR) models with… (More)

- Ziad El-Awad, Martin Kleimeier, Diamanto Politis, Sten K. Johnson
- 2014

The purpose of this study is to advance the theoretical knowledge of internationalisation of small and medium-sized firms from an individual perspective. In particular, the research takes a cognitive approach in understanding how experiential knowledge shapes entrepreneurs' uncertainty perception and thus their willingness to recognise and act upon export… (More)

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