Petra Posedel

Advances in Methodology and Statistics · 2005

A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Whom Petra Posedel trusts overall

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

  1. Bojan Basrak
  2. D. Straumann
  3. Thomas Mikosch
  4. Richard A. Davis

Papers from Petra Posedel's perspective

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

  1. A characterization of multivariate regular variation
  2. Regular variation of GARCH processes
  3. Generalized autoregressive conditional heteroskedasticity
  4. Mixing: Properties and Examples
  5. The sample autocorrelation function of non-linear time series
  6. Limit theory for the sample autocorrelations and extremes of a GARCH (1,1) process
  7. Probabilistic Properties of Stochastic Volatility Models
  8. Regularly varying multivariate time series
  9. The extremogram: a correlogram for extreme events
  10. Time Series: Theory and Methods

Their papers