Herold G. Dehling

Finance · 2001–2015

A researcher in the Science corpus: 6 papers; trusts 8 researchers and is trusted by 18 researchers here, as inferred from the citation graph.

Subfields

• Finance — 18 citations into it; #2,643 of 10,518 by trust here, #3,361 by citations
• Statistics and Probability — 15 citations into it; #10,921 of 12,932 by trust here, #10,275 by citations
• Economics and Econometrics — 9 citations into it; #9,155 of 23,481 by trust here, #12,444 by citations

Whom Herold G. Dehling trusts overall

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

1. Helyette Geman
2. W. Hoeffding
3. Jon A. Wellner
4. Alexander Aue
5. S. Ling
6. Floris Takens
7. R. Jong
8. W. Ploberger
9. Walter Krämer

Who trusts Herold G. Dehling overall

1. Juan-Carlos Escanciano
2. Howell Tong
3. L. Davezies
4. Lajos Horv'ath
5. Jérôme Dedecker
6. Wei Biao Wu
7. Richard C. Bradley
8. X. d'Haultfoeuille
9. Nina Lange
10. Holger Dette

Papers from Herold G. Dehling's perspective

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

1. MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS
2. On discriminating between long-range dependence and changes in mean
3. Review: P. Billingsley, Convergence of probability measures
4. Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices
5. Independent and stationary sequences of random variables
6. TESTING FOR A CHANGE IN CORRELATION AT AN UNKNOWN POINT IN TIME USING AN EXTENDED FUNCTIONAL DELTA METHOD (Econometric Theory)
7. Change-Point Analysis for Dependence Structures in Finance and Insurance
8. Empirical Processes with Applications to Statistics
9. Break detection in the covariance structure of multivariate time series models
10. The CUSUM test for OLS residuals

Their papers

• Limit theorems for functionals of mixing processes with applications to U-statistics and dimension estimation (2001) — 152 citations
• TESTING FOR A CHANGE IN CORRELATION AT AN UNKNOWN POINT IN TIME USING AN EXTENDED FUNCTIONAL DELTA METHOD (2011) — 119 citations
• Non‐Parametric Change‐Point Tests for Long‐Range Dependent Data (2013) — 99 citations
• Estimating drift parameters in a fractional Ornstein Uhlenbeck process with periodic mean (2015) — 46 citations
• Drift estimation for a periodic mean reversion process (2010) — 52 citations
• Empirical Process Techniques for Dependent Data (2002) — 261 citations