J. Van Kerckhoven
Statistics and Probability · 2007
A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Statistics and Probability — 5 citations into it
Whom J. Van Kerckhoven trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Robert F. Engle
- Tim Bollerslev
- Hirotugu Akaike
- Francis X. Diebold
- B. Hansen
- Gerda Claeskens
- Nils Lid Hjort
Papers from J. Van Kerckhoven's perspective
Ordered by how strongly the researchers J. Van Kerckhoven trusts endorse each paper. Same corpus, a different order for every researcher.
- Generalized autoregressive conditional heteroskedasticity
- Order selection for same-realization predictions in autoregressive processes
- A new look at the statistical model identification
- Frequentist Model Average Estimators
- The Focused Information Criterion
- Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
- Elements of Forecasting
- CHALLENGES FOR ECONOMETRIC MODEL SELECTION (Econometric Theory)
- Asymptotics in Statistics–Some Basic Concepts
- A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
Their papers
- PREDICTION‐FOCUSED MODEL SELECTION FOR AUTOREGRESSIVE MODELS (2007) — 51 citations