Boris Buchmann

Finance · 2003–2007

A researcher in the Science corpus: 2 papers; trusts 3 researchers and is trusted by 6 researchers here, as inferred from the citation graph.

Subfields

Whom Boris Buchmann trusts overall

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

  1. Peter M. Robinson
  2. Carlos Velasco
  3. Gennady Samorodnitsky
  4. Murad S. Taqqu
  5. Peter J. Brockwell
  6. James Davidson
  7. Richard A. Davis
  8. A. van der Vaart
  9. Paul Doukhan

Who trusts Boris Buchmann overall

  1. Richard Nickl
  2. S. Gugushvili
  3. Bert Van Es
  4. Markus Reiß
  5. Christian-Yann Robert
  6. Qiying Wang
  7. Dimitris Karlis
  8. Peter Spreij

Papers from Boris Buchmann's perspective

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

  1. Whittle Pseudo-Maximum Likelihood Estimation for Nonstationary Time Series
  2. Time Series: Theory and Methods (2nd ed.).
  3. Efficiency improvements in inference on stationary and nonstationary fractional time series
  4. Time Series with Long Memory
  5. Establishing conditions for the functional central limit theorem in nonlinear and semiparametric time series processes
  6. Stable Non-Gaussian Random Processes : Stochastic Models with Infinite Variance
  7. Generalized autoregressive conditional heteroskedasticity
  8. Theory and applications of long-range dependence
  9. The distance between rival nonstationary fractional processes
  10. Statistics for long-memory processes

Their papers