Hira L. Koul

Statistics and Probability · 2001–2012

A researcher in the Science corpus: 9 papers; trusts 2 researchers and is trusted by 28 researchers here, as inferred from the citation graph.

Subfields

• Statistics and Probability — 12 citations into it; #1,445 of 12,932 by trust here, #2,858 by citations
• Finance — 6 citations into it; #2,761 of 10,518 by trust here, #5,165 by citations
• Economics and Econometrics — 5 citations into it; #8,854 of 23,481 by trust here, #17,346 by citations

Whom Hira L. Koul trusts overall

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

1. Philippe Huber
2. S. Ling
3. R. Kulperger
4. Lucien Le Cam
5. Thomas Mikosch

Who trusts Hira L. Koul overall

1. S. Ling
2. Juan-Carlos Escanciano
3. Wenceslao González-Manteiga
4. Shakeeb Khan
5. M. Domínguez
6. Jean‐François Coeurjolly
7. Nicolas J.-B. Brunel
8. Miguel A. Delgado
9. Dong Li
10. Xu Guo

Papers from Hira L. Koul's perspective

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

1. Local asymptotic minimax and admissibility in estimation
2. Self-weighted and local quasi-maximum likelihood estimators for ARMA-GARCH/IGARCH models
3. High moment partial sum processes of residuals in GARCH models and their applications
4. Asymptotic Methods In Statistical Decision Theory
5. Convergence of Probability Measures
6. Minimum distance regression model checking
7. Generalized autoregressive conditional heteroskedasticity
8. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
9. Limit theory for the sample autocorrelations and extremes of a GARCH (1,1) process
10. Stationarity and the existence of moments of a family of GARCH processes

Their papers

• Weighted Empirical Processes in Dynamic Nonlinear Models (2002) — 229 citations
• Fitting an Error Distribution in Some Heteroscedastic Time Series Models (2006) — 74 citations
• Minimum distance regression model checking (2004) — 85 citations
• Asymptotic Expansion of the Empirical Process of Long Memory Moving Averages (2002) — 100 citations
• Martingale transforms goodness-of-fit tests in regression models (2004) — 149 citations
• Asymptotics of M-estimators in two-phase linear regression models (2003) — 65 citations
• Large Sample Inference for Long Memory Processes (2012) — 297 citations
• Asymptotics of maximum likelihood estimator in a two-phase linear regression model (2002) — 66 citations
• Asymptotics of empirical processes of long memory moving averages with infinite variance (2001) — 50 citations