John C. Nankervis
Statistics and Probability · 2001–2006
A researcher in the Science corpus: 3 papers; trusts 6 researchers and is trusted by 20 researchers here, as inferred from the citation graph.
Subfields
- Statistics and Probability — 8 citations into it; #5,791 of 12,932 by trust here, #6,310 by citations
- Finance — 7 citations into it; #1,666 of 10,518 by trust here, #2,951 by citations
- Economics and Econometrics — 5 citations into it; #3,492 of 23,481 by trust here, #7,434 by citations
Whom John C. Nankervis trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Hirotogu Akaike
- Joel L. Horowitz
- Hans R. Künsch
- Donald W. K. Andrews
- Edward Carlstein
- Ignacio N. Lobato
- Dimitris Nicolas Politis
Who trusts John C. Nankervis overall
- Xiaofeng Shao
- Ignacio N. Lobato
- Xianyang Zhang
- M. Domínguez
- Joel L. Horowitz
- K. Lim
- C. Kuan
- Thomas S. Gruca
- Ramazan Gencay
- Juan-Carlos Escanciano
Papers from John C. Nankervis's perspective
Ordered by how strongly the researchers John C. Nankervis trusts endorse each paper. Same corpus, a different order for every researcher.
- The Use of Subseries Values for Estimating the Variance of a General Statistic from a Stationary Sequence
- Bootstrap Methods for Markov Processes
- The stationary bootstrap
- Bootstrap Methods and Their Application
- Higher‐Order Improvements of a Computationally Attractive k‐Step Bootstrap for Extremum Estimators
- Contemporaneous asymmetry in GARCH processes
- Nonlinear Time Series
- Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
- Information Theory and an Extension of the Maximum Likelihood Principle
- The Jackknife and the Bootstrap for General Stationary Observations
Their papers
- Testing for Autocorrelation Using a Modified Box-Pierce Q Test (2001) — 114 citations
- TESTING FOR ZERO AUTOCORRELATION IN THE PRESENCE OF STATISTICAL DEPENDENCE (2002) — 103 citations
- Bootstrapping the Box–Pierce Q test: A robust test of uncorrelatedness (2006) — 95 citations