Marie Husková

Statistics and Probability · 1993–2014

A researcher in the Science corpus: 13 papers; trusts 17 researchers and is trusted by 23 researchers here, as inferred from the citation graph.

Subfields

• Statistics and Probability — 44 citations into it; #1,567 of 12,932 by trust here, #2,261 by citations
• Finance — 25 citations into it; #2,626 of 10,518 by trust here, #3,946 by citations
• Economics and Econometrics — 23 citations into it; #5,928 of 23,481 by trust here, #16,151 by citations
• Management Science and Operations Research — 9 citations into it; #3,164 of 11,946 by trust here, #7,638 by citations
• Artificial Intelligence — 8 citations into it
• Statistical Learning Theory — 5 citations into it
• Statistical and Nonlinear Physics — 5 citations into it

Whom Marie Husková trusts overall

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

1. Claudia Kirch
2. Hans R. Künsch
3. Edward Carlstein
4. Alexander Aue
5. Annaliisa Kankainen
6. Lajos Horv'ath
7. Jushan Bai
8. Anirban Dasgupta
9. Robert F. Engle
10. Norbert Henze

Who trusts Marie Husková overall

1. Lajos Horv'ath
2. Alexander Aue
3. Claudia Kirch
4. Xiaohui Chen
5. Haeran Cho
6. Gregory Rice
7. Rebecca Killick
8. Jürgen Franke
9. Qiang Liu
10. Ludwig Baringhaus

Papers from Marie Husková's perspective

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

1. The Use of Subseries Values for Estimating the Variance of a General Statistic from a Stationary Sequence
2. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
3. Time Series: Theory and Methods (2nd ed.).
4. Mixing: Properties and Examples
5. On the detection of changes in autoregressive time series I. Asymptotics
6. The Jackknife and the Bootstrap for General Stationary Observations
7. Monitoring changes in linear models
8. Bootstrapping Sequential Change-Point Tests
9. CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
10. Dynamic Conditional Correlation

Their papers

• Monitoring changes in linear models (2004) — 213 citations
• On the detection of changes in autoregressive time series I. Asymptotics (2007) — 94 citations
• On the detection of changes in autoregressive time series, II. Resampling procedures (2008) — 83 citations
• Change‐point detection in panel data (2012) — 194 citations
• Permutation tests in change point analysis (2001) — 81 citations
• Tests for the multivariate k-sample problem based on the empirical characteristic function (2008) — 46 citations
• Bootstrapping sequential change-point tests for linear regression (2012) — 64 citations
• Change Point Analysis based on Empirical Characteristic Functions (2006) — 50 citations
• DEPENDENT FUNCTIONAL LINEAR MODELS WITH APPLICATIONS TO MONITORING STRUCTURAL CHANGE (2014) — 49 citations
• SEQUENTIAL TESTING FOR THE STABILITY OF HIGH-FREQUENCY PORTFOLIO BETAS (2011) — 53 citations
• Nonparametrics and Robustness in Modern Statistical Inference and Time Series Analysis: A Festschrift in honor of Professor Jana Jurečková (2010) — 32 citations
• Bootstrapping confidence intervals for the change‐point of time series (2007) — 61 citations
• Consistency of the Generalized Bootstrap for Degenerate $U$-Statistics (1993)