Dominik Wied
Statistics and Probability · 2011–2014
A researcher in the Science corpus: 4 papers; trusts 20 researchers and is trusted by 5 researchers here, as inferred from the citation graph.
Subfields
- Statistics and Probability — 28 citations into it
- Economics and Econometrics — 18 citations into it; #10,478 of 23,481 by trust here, #17,969 by citations
- Finance — 14 citations into it; #4,841 of 10,518 by trust here, #7,575 by citations
- Artificial Intelligence — 5 citations into it
Whom Dominik Wied trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Paul Deheuvels
- R. Jong
- W. Ploberger
- Donald W. K. Andrews
- Edward Carlstein
- George V. Moustakides
- Alexander Aue
- David Mason
- Jushan Bai
- Haeran Cho
Who trusts Dominik Wied overall
Papers from Dominik Wied's perspective
Ordered by how strongly the researchers Dominik Wied trusts endorse each paper. Same corpus, a different order for every researcher.
- Tests for Parameter Instability and Structural Change with Unknown Change Point
- MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS
- On Estimation of a Probability Density Function and Mode
- Review: P. Billingsley, Convergence of probability measures
- Mixing: Properties and Examples
- Computation and Analysis of Multiple Structural-Change Models
- Asymptotic results for the empirical process of stationary sequences
- Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices
- Smooth regression analysis
- Testing for changes in the covariance structure of linear processes
Their papers
- Consistency of the kernel density estimator: a survey (2012) — 104 citations
- TESTING FOR A CHANGE IN CORRELATION AT AN UNKNOWN POINT IN TIME USING AN EXTENDED FUNCTIONAL DELTA METHOD (2011) — 119 citations
- Detecting relevant changes in time series models (2014) — 69 citations
- Misspecification Testing in a Class of Conditional Distributional Models (2013) — 76 citations