Jürgen Franke
Statistics and Probability · 2001–2012
A researcher in the Science corpus: 4 papers; trusts 7 researchers and is trusted by 13 researchers here, as inferred from the citation graph.
Subfields
- Statistics and Probability — 16 citations into it; #3,127 of 12,932 by trust here, #4,809 by citations
- Finance — 9 citations into it; #6,146 of 10,518 by trust here, #9,027 by citations
Whom Jürgen Franke trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Konstantinos Fokianos
- Paul Doukhan
- Marie Husková
- Robert F. Engle
- Christian H. Weiβ
- Zuzana Prásková
- Michael H. Neumann
- C. Stone
- Josef G. Steinebach
- Claudia Kirch
Who trusts Jürgen Franke overall
- Juan-Carlos Escanciano
- Dimitris Nicolas Politis
- L. Godfrey
- Sangyeol Lee
- Efstathios Paparoditis
- Jianqing Fan
- Jiti Gao
- Lingxue Pan
- Jiwon Kang
- Piotr Fryzlewicz
Papers from Jürgen Franke's perspective
Ordered by how strongly the researchers Jürgen Franke trusts endorse each paper. Same corpus, a different order for every researcher.
- Integer‐Valued GARCH Process
- Mixing: Properties and Examples
- On the detection of changes in autoregressive time series I. Asymptotics
- Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
- Interventions in INGARCH processes
- Modelling Count Data Time Series with Markov Processes Based on Binomial Thinning
- CUSUM Monitoring of First-Order Integer-Valued Autoregressive Processes of Poisson Counts
- Absolute regularity and ergodicity of Poisson count processes
- On the detection of changes in autoregressive time series, II. Resampling procedures
- Count Time Series Models
Their papers
- Bootstrap of kernel smoothing in nonlinear time series (2002) — 114 citations
- Changepoints in times series of counts (2012) — 75 citations
- Statistics of Financial Markets: An Introduction (2004) — 124 citations
- Nonparametric stochastic regression with design-adapted wavelets (2001) — 54 citations