Vladas Pipiras
Finance · 2000–2021
A researcher in the Science corpus: 7 papers; trusts 8 researchers and is trusted by 26 researchers here, as inferred from the citation graph.
Subfields
- Finance — 30 citations into it; #1,171 of 10,518 by trust here, #2,099 by citations
- Statistics and Probability — 29 citations into it
- Artificial Intelligence — 20 citations into it
- Mathematical Physics — 6 citations into it; #946 of 8,562 by trust here, #1,071 by citations
Whom Vladas Pipiras trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Patrice Abry
- Murad S. Taqqu
- Ingrid Daubechies
- Stéphane Mallat
- Thomas Mikosch
- Patrick Flandrin
- Roger A. Horn
- Antoine Ayache
- Richard A. Davis
- S. Samko
Who trusts Vladas Pipiras overall
- Ciprian A. Tudor
- David Nualart
- Yaozhong Hu
- Samuel C. Kou
- T. Marquardt
- Jean Picard
- Marco Ferrante
- P. Lei
- M. Jolis
- Céline Jost
Papers from Vladas Pipiras's perspective
Ordered by how strongly the researchers Vladas Pipiras trusts endorse each paper. Same corpus, a different order for every researcher.
- Generalized autoregressive conditional heteroskedasticity
- Ten Lectures on Wavelets
- Is network traffic approximated by stable Levy motion or fractional Brownian motion
- Wavelets for the Analysis, Estimation, and Synthesis of Scaling Data
- Rate Optimality of Wavelet Series Approximations of Fractional Brownian Motion
- On weak dependence conditions for Poisson autoregressions
- A wavelet tour of signal processing
- Fractional Integrals and Derivatives: Theory and Applications
- Topics in Matrix Analysis
- Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
Their papers
- Regularization and integral representations of Hermite processes (2010) — 75 citations
- Count Time Series: A Methodological Review (2021) — 129 citations
- Integral representations and properties of operator fractional Brownian motions (2011) — 87 citations
- Slow, fast and arbitrary growth conditions for renewal-reward processes when both the renewals and the rewards are heavy-tailed (2004) — 51 citations
- Wavelet-Type Expansion of the Rosenblatt Process (2004) — 50 citations
- Are classes of deterministic integrands for fractional Brownian motion on an interval complete (2001) — 161 citations
- Integration questions related to fractional Brownian motion (2000) — 424 citations