B. Andrews

Economics and Econometrics · with Davis · 2006–2009

A researcher in the Science corpus: 2 papers; trusts 4 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 6 citations into it; #17,670 of 23,481 by trust here, #19,308 by citations
• Finance — 5 citations into it; #8,117 of 10,518 by trust here, #8,309 by citations

Whom B. Andrews trusts overall

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

1. Richard A. Davis
2. John P. Nolan
3. Peter J. Brockwell
4. Richard A. Davis
5. Jem N. Corcoran
6. S. Ling
7. Colin M. Gallagher

Who trusts B. Andrews overall

1. Christian Gouriéroux
2. Markku Lanne
3. Joann Jasiak
4. Pentti Saikkonen
5. Sébastien Fries

Papers from B. Andrews's perspective

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

1. Time Series: Theory and Methods
2. Maximum likelihood estimation and diagnostics for stable distributions
3. Modelling Extremal Events for Insurance and Finance
4. Time Series: Theory and Methods (2nd ed.).
5. Self‐weighted least absolute deviation estimation for infinite variance autoregressive models
6. Least absolute deviation estimation for all-pass time series models
7. A method for fitting stable autoregressive models using the autocovariation function
8. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
9. The Empirical Characteristic Function and Its Applications
10. Is network traffic approximated by stable Levy motion or fractional Brownian motion

Their papers

• Maximum likelihood estimation for α-stable autoregressive processes (2009) — 86 citations
• Maximum likelihood estimation for all-pass time series models (2006) — 80 citations