Maxwell L. King

Finance · 1997–2009

A researcher in the Science corpus: 6 papers; trusts 16 researchers and is trusted by 7 researchers here, as inferred from the citation graph.

Subfields

• Finance — 24 citations into it; #6,416 of 10,518 by trust here, #7,920 by citations
• Economics and Econometrics — 22 citations into it; #9,420 of 23,481 by trust here, #15,581 by citations
• Statistics and Probability — 18 citations into it; #9,057 of 12,932 by trust here, #6,080 by citations
• Artificial Intelligence — 9 citations into it
• Time-Series & Forecasting — 6 citations into it

Whom Maxwell L. King trusts overall

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

1. Jiti Gao
2. H. A. Karlsen
3. Robert Fildes
4. Hirotugu Akaike
5. Yongmiao Hong
6. Everette S. Gardner Jr.
7. Jay Breidt
8. Dag Tjøstheim
9. Joel L. Horowitz
10. Spyros Makridakis

Who trusts Maxwell L. King overall

1. Haiyan Song
2. Paresh Kumar Narayan
3. N. Kulendran
4. Stephen F. Witt
5. Jiti Gao
6. Chaohua Dong
7. Carl Bonham
8. K.K.W. Wong
9. Kevin K. F. Wong
10. Wenceslao González-Manteiga

Papers from Maxwell L. King's perspective

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

1. Estimating the Dimension of a Model
2. Density Estimation for Statistics and Data Analysis
3. UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA (Econometric Theory)
4. A state space framework for automatic forecasting using exponential smoothing methods
5. Information Theory and an Extension of the Maximum Likelihood Principle
6. Nonlinear Regressions with Integrated Time Series
7. Statistical predictor identification
8. Empirical comparisons in short-term interest rate models using nonparametric methods
9. Exponential smoothing: The state of the art
10. Estimation in semiparametric spatial regression

Their papers

• Exponential Smoothing Model Selection for Forecasting (2006) — 287 citations
• NONPARAMETRIC SPECIFICATION TESTING FOR NONLINEAR TIME SERIES WITH NONSTATIONARITY (2009) — 67 citations
• Specification testing in nonlinear and nonstationary time series autoregression (2009) — 78 citations
• ADAPTIVE TESTING IN CONTINUOUS-TIME DIFFUSION MODELS (2004) — 64 citations
• A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation (2009) — 74 citations
• Forecasting international quarterly tourist flows using error-correction and time-series models (1997)