| Residual‐based block bootstrap for unit root testing E Paparoditis, DN Politis Econometrica 71 (3), 813-855, 2003 | 179 | 2003 |
| Tapered block bootstrap E Paparoditis, DN Politis Biometrika 88 (4), 1105-1119, 2001 | 172 | 2001 |
| A functional wavelet–kernel approach for time series prediction A Antoniadis, E Paparoditis, T Sapatinas Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2006 | 160 | 2006 |
| On the range of validity of the autoregressive sieve bootstrap JP Kreiss, E Paparoditis, DN Politis The Annals of Statistics, 2103-2130, 2011 | 158 | 2011 |
| Bootstrap methods for dependent data: A review JP Kreiss, E Paparoditis Journal of the Korean Statistical Society 40 (4), 357-378, 2011 | 139 | 2011 |
| Short-term load forecasting: The similar shape functional time-series predictor E Paparoditis, T Sapatinas IEEE Transactions on power systems 28 (4), 3818-3825, 2013 | 123 | 2013 |
| The asymptotic size and power of the augmented Dickey–Fuller test for a unit root E Paparoditis, DN Politis Econometric Reviews 37 (9), 955-973, 2018 | 122 | 2018 |
| The local bootstrap for Markov processes E Paparoditis, DN Politis Journal of Statistical Planning and Inference 108 (1-2), 301-328, 2002 | 105 | 2002 |
| Bootstrapping autoregressive and moving average parameter estimates of infinite order vector autoregressive processes E Paparoditis Journal of Multivariate Analysis 57 (2), 277-296, 1996 | 105 | 1996 |
| Spectral density based goodness‐of‐fit tests for time series models E Paparoditis Scandinavian Journal of Statistics 27 (1), 143-176, 2000 | 99 | 2000 |
| The local bootstrap for kernel estimators under general dependence conditions E Paparoditis, DN Politis Annals of the Institute of Statistical Mathematics 52, 139-159, 2000 | 82 | 2000 |
| Autoregressive-aided periodogram bootstrap for timeseries JP Kreiss, E Paparoditis The Annals of Statistics 31 (6), 1923-1955, 2003 | 78 | 2003 |
| The local bootstrap for periodogram statistics E Paparoditis, DN Politis Journal of Time Series Analysis 20 (2), 193-222, 1999 | 77 | 1999 |
| Unit root testing via the stationary bootstrap C Parker, E Paparoditis, DN Politis Journal of Econometrics 133 (2), 601-638, 2006 | 76 | 2006 |
| Testing temporal constancy of the spectral structure of a time series E Paparoditis | 64 | 2009 |
| Bootstrapping frequency domain tests in multivariate time series with an application to comparing spectral densities H Dette, E Paparoditis Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2009 | 62 | 2009 |
| Local block bootstrap E Paparoditis, DN Politis Comptes Rendus Mathematique 335 (11), 959-962, 2002 | 62 | 2002 |
| Validating stationarity assumptions in time series analysis by rolling local periodograms E Paparoditis Journal of the American Statistical Association 105 (490), 839-851, 2010 | 61 | 2010 |
| A generalized block bootstrap for seasonal time series AE Dudek, J Leśkow, E Paparoditis, DN Politis Journal of Time Series Analysis 35 (2), 89-114, 2014 | 60 | 2014 |
| Bootstrapping unit root tests for autoregressive time series E Paparoditis, DN Politis Journal of the American Statistical Association 100 (470), 545-553, 2005 | 59 | 2005 |
