Matthias Kirchner

Applied Mathematics · 2015

A researcher in the Science corpus: 2 papers; trusts 31 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

• Applied Mathematics — 19 citations into it; #3,586 of 7,620 by trust here, #6,241 by citations
• Finance — 9 citations into it
• Molecular Biology — 7 citations into it; #5,981 of 17,773 by trust here, #16,854 by citations
• Statistics and Probability — 7 citations into it
• Geometry and Topology — 5 citations into it

Whom Matthias Kirchner trusts overall

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

1. B. Ray
2. Riley Crane
3. V. Chavez‐Demoulin
4. George O. Mohler
5. M. Gould
6. Didier Sornette
7. Christian H. Weiβ
8. Daryl J. Daley
9. Pierre Brémaud
10. Emmanuel Bacry

Who trusts Matthias Kirchner overall

1. Alan G. Hawkes
2. Emmanuel Bacry

Papers from Matthias Kirchner's perspective

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

1. Estimating value-at-risk: a point process approach
2. Self-Exciting Point Process Modeling of Crime
3. Thinning operations for modeling time series of counts—a survey
4. Hawkes branching point processes without ancestors (Journal of Applied Probability)
5. Limit order books
6. Convergence of Probability Measures
7. Time Series Analysis: Forecasting and Control
8. Robust dynamic classes revealed by measuring the response function of a social system
9. Inference for INAR(p) processes with signed generalized power series thinning operator
10. Hypothesis Testing in Time Series Analysis.

Their papers

• An estimation procedure for the Hawkes process (2015) — 100 citations
• Hawkes and INAR($\infty$) processes (2015) — 53 citations