J. von Asmuth

2005

A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Whom J. von Asmuth trusts overall

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

  1. Peter J. Brockwell
  2. Ole E. Barndorff-Nielsen
  3. Keith W. Hipel
  4. N. Shephard
  5. Robert Fildes
  6. Demetris Koutsoyiannis
  7. Eugenia Kalnay
  8. Andrew S. Harvey

Papers from J. von Asmuth's perspective

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

  1. Continuous-time ARMA processes
  2. Time series analysis, forecasting and control
  3. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
  4. Forecasting structural time series models and the kalman filter: Andrew Harvey, 1989, (Cambridge University Press), 554 pp., ISBN 0-521-32196-4
  5. Coupling stochastic models of different timescales
  6. Atmospheric Modeling, Data Assimilation and Predictability
  7. Estimating Missing Observations in Economic Time Series
  8. An Algorithm for Least-Squares Estimation of Nonlinear Parameters
  9. Time series modelling of water resources and environmental systems
  10. Transfer function-noise modelling of irregularly observed groundwater heads using precipitation data

Their papers