R. Puchstein

Statistics and Probability · 2013

A researcher in the Science corpus: 1 paper; trusts 10 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom R. Puchstein trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Piotr Fryzlewicz
  2. Sangyeol Lee
  3. Marc Lavielle
  4. Sílvia Gonçalves
  5. Efstathios Paparoditis
  6. Richard A. Davis
  7. Alexander Aue

Papers from R. Puchstein's perspective

Ordered by how strongly the researchers R. Puchstein trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Structural Break Estimation for Nonstationary Time Series Models
  2. A Haar-Fisz technique for locally stationary volatility estimation
  3. The Cusum of Squares Test for Scale Changes in Infinite Order Moving Average Processes
  4. Bootstrap confidence regions computed from autoregressions of arbitrary order
  5. Break detection in the covariance structure of multivariate time series models
  6. Unbalanced Haar Technique for Nonparametric Function Estimation
  7. The Multiple Change-Points Problem for the Spectral Distribution
  8. The Cusum Test for Parameter Change in Time Series Models
  9. Testing nonparametric and semiparametric hypotheses in vector stationary processes
  10. Wild binary segmentation for multiple change-point detection

Their papers