Michael H. Neumann

Statistics and Probability · 2000–2013

A researcher in the Science corpus: 11 papers; trusts 34 researchers and is trusted by 48 researchers here, as inferred from the citation graph.

Subfields

• Statistics and Probability — 37 citations into it; #1,388 of 12,932 by trust here, #3,411 by citations
• Finance — 21 citations into it; #1,619 of 10,518 by trust here, #4,482 by citations
• Artificial Intelligence — 14 citations into it; #6,049 of 35,345 by trust here, #19,873 by citations
• Management Science and Operations Research — 12 citations into it; #2,734 of 11,946 by trust here, #7,638 by citations
• Mathematical Physics — 10 citations into it; #5,350 of 8,562 by trust here, #7,868 by citations
• Economics and Econometrics — 7 citations into it; #6,034 of 23,481 by trust here, #17,346 by citations
• Probabilistic & Bayesian Methods — 5 citations into it

Whom Michael H. Neumann trusts overall

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

1. Jérôme Dedecker
2. Paul Doukhan
3. Richard C. Bradley
4. B. Ray
5. René L. Schilling
6. Andrew R. Barron
7. Anne Leucht
8. Miguel A. Arcones
9. David Freedman
10. José E. Figueroa-López

Who trusts Michael H. Neumann overall

1. Anne Leucht
2. Konstantinos Fokianos
3. E. Rio
4. Richard A. Davis
5. Denis Belomestny
6. Efstathios Paparoditis
7. Paul Doukhan
8. Randal Douc
9. Heng Liu
10. Fabienne Comte

Papers from Michael H. Neumann's perspective

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

1. Mixing: Properties and Examples
2. A new covariance inequality and applications
3. Coupling for τ-Dependent Sequences and Applications
4. Convergence of Probability Measures
5. Introduction to strong mixing conditions
6. Limit theorems for functionals of mixing processes with applications to U-statistics and dimension estimation
7. Integer‐Valued GARCH Process
8. Real Analysis and Probability: Measurability: Borel Isomorphism and Analytic Sets
9. Financial Modelling with Jump Processes
10. ON CONVERGENCE OF STOCHASTIC PROCESSES

Their papers

• Consistency of general bootstrap methods for degenerate U-type and V-type statistics (2009) — 36 citations
• Dependent wild bootstrap for degenerate U- and V-statistics (2013) — 87 citations
• Absolute regularity and ergodicity of Poisson count processes (2011) — 172 citations
• Bootstrap tests for simple structures in nonparametric time series regression (2008) — 46 citations
• Nonparametric estimation for L\'evy processes from low-frequency observations (2007) — 156 citations
• An exponential inequality under weak dependence (2006) — 56 citations
• A Wavelet‐Based Test for Stationarity (2000) — 105 citations
• A central limit theorem for triangular arrays of weakly dependent random variables, with applications in statistics (2013) — 46 citations
• Degenerate $$U$$- and $$V$$-statistics under ergodicity: asymptotics, bootstrap and applications in statistics (2013) — 59 citations
• Probability and moment inequalities for sums of weakly dependent random variables, with applications (2007) — 112 citations
• Problems related to confidence intervals for impulse responses of autoregressive processes (2000) — 67 citations