Carlos Velasco

Statistics and Probability · with Lobato · 2000–2015

A researcher in the Science corpus: 12 papers; trusts 26 researchers and is trusted by 40 researchers here, as inferred from the citation graph.

Subfields

Whom Carlos Velasco trusts overall

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

  1. Jan Beran
  2. Ignacio N. Lobato
  3. Jushan Bai
  4. Peter M. Robinson
  5. Efstathios Paparoditis
  6. M. Hashem
  7. Rohit S. Deo
  8. Clifford M. Hurvich
  9. J. Breitung
  10. R. Jong

Who trusts Carlos Velasco overall

  1. Morten Ørregaard Nielsen
  2. Peter M. Robinson
  3. Katsumi Shimotsu
  4. J. Hualde
  5. Donald W. K. Andrews
  6. Willa W. Chen
  7. James Davidson
  8. Victor Troster
  9. Eric Moulines
  10. Peter C. B. Phillips

Papers from Carlos Velasco's perspective

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

  1. On a measure of lack of fit in time series models
  2. Generalized autoregressive conditional heteroskedasticity
  3. Convergence of Probability Measures
  4. Bootstrap Methods and Their Application
  5. Residual-Based Tests for Normality in Autoregressions: Asymptotic Theory and Simulation Evidence
  6. Spectral tests of the martingale hypothesis under conditional heteroscedasticity
  7. Inference on Predictability of Foreign Exchange Rates via Generalized Spectrum and Nonlinear Time Series Models (Review of Economics and Statistics)
  8. Statistics for long-memory processes
  9. A PANIC Attack on Unit Roots and Cointegration
  10. Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (Social Science Research Network)

Their papers