Dimitris Kugiumtzis
2002
A researcher in the Science corpus: 1 paper; trusts 4 researchers and is trusted by 5 researchers here, as inferred from the citation graph.
Whom Dimitris Kugiumtzis trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Dimitris Kugiumtzis overall
Papers from Dimitris Kugiumtzis's perspective
Ordered by how strongly the researchers Dimitris Kugiumtzis trusts endorse each paper. Same corpus, a different order for every researcher.
- Nonlinear Time Series Analysis
- Time Series: Theory and Methods
- Deterministic nonperiodic flow
- The Distribution of Realized Exchange Rate Volatility
- Continuous-time ARMA processes
- Spatial Interaction and the Statistical Analysis of Lattice Systems
- Multivariate CARMA processes
- Econometric analysis of jump-driven stochastic volatility models
- Simulation Methods for Lévy-Driven Continuous-Time Autoregressive Moving Average (CARMA) Stochastic Volatility Models
- Nonparametric inference for Lévy-driven Ornstein-Uhlenbeck processes
Their papers
- Surrogate Data Test on Time Series (2002) — 56 citations