Jan Beran

Statistics and Probability · 1994–2014

A researcher in the Science corpus: 6 papers; trusts 8 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Subfields

Whom Jan Beran trusts overall

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

  1. William S. Cleveland
  2. Robert F. Engle
  3. Peter J. Brockwell
  4. Sidney I. Resnick
  5. Theo Gasser
  6. Sergio F. Juárez
  7. Richard A. Davis
  8. H. Muller
  9. Yuanhua Feng
  10. Jan Beirlant

Who trusts Jan Beran overall

  1. L. Gil‐Alana
  2. Pierre Perron
  3. Jean‐François Coeurjolly
  4. J. D. Farmer
  5. Morten Ørregaard Nielsen
  6. Demetris Koutsoyiannis
  7. N. H. Bingham
  8. Wen Wang
  9. Yuanhua Feng
  10. Carlos Velasco

Papers from Jan Beran's perspective

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

  1. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  2. Generalized autoregressive conditional heteroskedasticity
  3. Extreme value theory : an introduction
  4. Martingale Limit Theory and Its Application
  5. Robust Locally Weighted Regression and Smoothing Scatterplots
  6. Time Series: Theory and Methods (2nd ed.).
  7. NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR THE GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS (Econometric Theory)
  8. Convergence of Probability Measures
  9. Estimating regression functions and their derivatives by the kernel method
  10. A NOTE ON THE STATIONARITY AND THE EXISTENCE OF MOMENTS OF THE GARCH MODEL

Their papers