Carsten Jentsch

Finance · 2015–2019

A researcher in the Science corpus: 4 papers; trusts 29 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

• Finance — 36 citations into it; #9,424 of 10,518 by trust here, #7,251 by citations
• Economics and Econometrics — 33 citations into it; #13,232 of 23,481 by trust here, #17,346 by citations
• Statistics and Probability — 32 citations into it; #12,094 of 12,932 by trust here, #9,233 by citations
• Artificial Intelligence — 11 citations into it
• Control and Systems Engineering — 8 citations into it
• Management Science and Operations Research — 6 citations into it

Whom Carsten Jentsch trusts overall

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

1. Dimitris Nicolas Politis
2. V. Carey
3. Rainer Dahlhaus
4. Hans R. Künsch
5. Efstathios Paparoditis
6. Jens-Peter Kreiss
7. S. Rao
8. Helmut Ltkepohl
9. Sílvia Gonçalves
10. Wei Biao Wu

Who trusts Carsten Jentsch overall

1. M. Lenza
2. Haeran Cho
3. Jiří Slačálek

Papers from Carsten Jentsch's perspective

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

1. Mixing: Properties and Examples
2. Generalized autoregressive conditional heteroskedasticity
3. Resampling Methods for Dependent Data
4. The Jackknife and the Bootstrap for General Stationary Observations
5. The stationary bootstrap
6. Automatic Block-Length Selection for the Dependent Bootstrap
7. A Wavelet‐Based Test for Stationarity
8. Residual‐Based Block Bootstrap for Unit Root Testing
9. On some nonstationary, nonlinear random processes and their stationary approximations
10. Locally Stationary Processes

Their papers

• The Dynamic Effects of Personal and Corporate Income Tax Changes in the United States: Comment (2019) — 182 citations
• A test for second order stationarity of a multivariate time series (2015) — 57 citations
• Covariance matrix estimation and linear process bootstrap for multivariate time series of possibly increasing dimension (2015) — 46 citations
• Inference in VARs with Conditional Heteroskedasticity of Unknown Form (2016) — 127 citations