Philippe Soulier

Finance · 2004–2020

A researcher in the Science corpus: 4 papers; trusts 11 researchers and is trusted by 7 researchers here, as inferred from the citation graph.

Subfields

Whom Philippe Soulier trusts overall

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

  1. Sidney I. Resnick
  2. Sean P. Meyn
  3. Janet E. Heffernan
  4. Bikramjit Das
  5. Daniel B. Nelson
  6. Richard L. Tweedie
  7. Rohit S. Deo
  8. S. Jarner

Who trusts Philippe Soulier overall

  1. Gersende Fort
  2. Gareth O. Roberts
  3. Oleg Butkovsky
  4. Liudas Giraitis
  5. Violetta Dalla
  6. J. Hidalgo
  7. Galin L. Jones

Papers from Philippe Soulier's perspective

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

  1. Markov Chains and Stochastic Stability
  2. Polynomial ergodicity of Markov transition kernels
  3. Geometric ergodicity of Metropolis algorithms
  4. Rates of convergence of the Hastings and Metropolis algorithms
  5. ON THE LOG PERIODOGRAM REGRESSION ESTIMATOR OF THE MEMORY PARAMETER IN LONG MEMORY STOCHASTIC VOLATILITY MODELS (Econometric Theory)
  6. Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms
  7. Hidden Regular Variation, Second Order Regular Variation and Asymptotic Independence
  8. Polynomial convergence rates of Markov chains.
  9. Theory & Methods: Non‐Gaussian Conditional Linear AR(1) Models
  10. Long-range Dependence in Daily Stock Volatilities

Their papers