Walter Krämer

Statistics and Probability · 1992–2011

A researcher in the Science corpus: 6 papers; trusts 2 researchers and is trusted by 40 researchers here, as inferred from the citation graph.

Subfields

Whom Walter Krämer trusts overall

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

  1. W. Ploberger
  2. R. Jong
  3. Alexander Aue
  4. Jushan Bai

Who trusts Walter Krämer overall

  1. Achim Zeileis
  2. Jae H. Kim
  3. Rex Bryan Kline
  4. Sander Greenland
  5. Tom Tyler
  6. Zhijie Xiao
  7. Pierre Perron
  8. Julien Chevallier
  9. Mikko Ketokivi
  10. Marc Orlitzky

Papers from Walter Krämer's perspective

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

  1. MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS
  2. Computation and Analysis of Multiple Structural-Change Models
  3. Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices
  4. Change-Point Analysis for Dependence Structures in Finance and Insurance
  5. No Contagion, Only Interdependence: Measuring Stock Market Comovements
  6. Review: P. Billingsley, Convergence of probability measures
  7. Break detection in the covariance structure of multivariate time series models
  8. The CUSUM test for OLS residuals
  9. Statistical Models in S
  10. Biometrika

Their papers