Josef G. Steinebach
Statistics and Probability · 2004–2011
A researcher in the Science corpus: 7 papers; trusts 11 researchers and is trusted by 15 researchers here, as inferred from the citation graph.
Subfields
- Statistics and Probability — 27 citations into it; #2,622 of 12,932 by trust here, #2,800 by citations
- Finance — 23 citations into it; #2,467 of 10,518 by trust here, #3,667 by citations
- Economics and Econometrics — 17 citations into it
Whom Josef G. Steinebach trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Robert F. Engle
- Ole E. Barndorff-Nielsen
- Marie Husková
- Lajos Horv'ath
- Alexander Aue
- Claudia Kirch
- Wei Biao Wu
- Robertas Gabrys
- M. Benko
- Hans R. Künsch
Who trusts Josef G. Steinebach overall
- Alexander Aue
- Lajos Horv'ath
- Claudia Kirch
- Marie Husková
- Rebecca Killick
- Jürgen Franke
- Efstathios Paparoditis
- Gina‐Maria Pomann
- Moritz Jirak
- Dario Amodei
Papers from Josef G. Steinebach's perspective
Ordered by how strongly the researchers Josef G. Steinebach trusts endorse each paper. Same corpus, a different order for every researcher.
- Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
- Linear Processes in Function Spaces: Theory And Applications
- Dynamic Conditional Correlation
- The Jackknife and the Bootstrap for General Stationary Observations
- Analysis of Financial Time Series
- Designing Realised Kernels to Measure the Ex-Post Variation of Equity Prices in the Presence of Noise
- CONSISTENT COVARIANCE MATRIX ESTIMATION FOR LINEAR PROCESSES (Econometric Theory)
- Linear Processes in Function Spaces
- Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics
- CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
Their papers
- Monitoring changes in linear models (2004) — 213 citations
- On the detection of changes in autoregressive time series I. Asymptotics (2007) — 94 citations
- On the detection of changes in autoregressive time series, II. Resampling procedures (2008) — 83 citations
- Estimation in Random Coefficient Autoregressive Models (2006) — 91 citations
- Testing the Equality of Covariance Operators in Functional Samples (2011) — 101 citations
- SEQUENTIAL TESTING FOR THE STABILITY OF HIGH-FREQUENCY PORTFOLIO BETAS (2011) — 53 citations
- E. L. Lehmann, J. P. Romano: Testing statistical hypotheses (2006) — 6 citations