Moritz Jirak

Statistics and Probability · 2015

A researcher in the Science corpus: 1 paper; trusts 25 researchers and is trusted by 8 researchers here, as inferred from the citation graph.

Subfields

• Statistics and Probability — 11 citations into it; #2,979 of 12,932 by trust here, #9,233 by citations
• Economics and Econometrics — 8 citations into it; #4,807 of 23,481 by trust here, #19,308 by citations
• Finance — 8 citations into it; #2,255 of 10,518 by trust here, #8,309 by citations
• Management Science and Operations Research — 5 citations into it

Whom Moritz Jirak trusts overall

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

1. Tim Bollerslev
2. Xiaofeng Shao
3. Haeran Cho
4. István Berkes
5. Hernando C. Ombao
6. Wei Biao Wu
7. Siegfried Hormann
8. Lajos Horv'ath
9. Piotr Fryzlewicz
10. Xianyang Zhang

Who trusts Moritz Jirak overall

1. Haeran Cho
2. Valeriy Avanesov
3. Lynna Chu
4. Daren Wang
5. Nazar Buzun
6. Hao Chen
7. Yi Yu
8. Alessandro Rinaldo
9. Charles Truong

Papers from Moritz Jirak's perspective

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

1. Generalized autoregressive conditional heteroskedasticity
2. Detecting changes in the mean of functional observations
3. Modelling structural breaks, long memory and stock market volatility: an overview
4. Asymptotic spectral theory for nonlinear time series
5. Break detection in the covariance structure of multivariate time series models
6. Nonlinear system theory: another look at dependence.
7. Weakly dependent functional data
8. Dealing with Structural Breaks
9. Asymptotic results for the empirical process of stationary sequences
10. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH

Their papers

• Uniform change point tests in high dimension (2015) — 143 citations