R. von Sachs

Economics and Econometrics · 2000–2011

A researcher in the Science corpus: 10 papers; trusts 29 researchers and is trusted by 30 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 21 citations into it; #3,226 of 23,481 by trust here, #6,370 by citations
• Finance — 16 citations into it; #2,385 of 10,518 by trust here, #4,482 by citations
• Statistics and Probability — 15 citations into it; #8,059 of 12,932 by trust here, #7,165 by citations
• Computer Vision and Pattern Recognition — 9 citations into it; #6,720 of 21,575 by trust here, #9,563 by citations
• Artificial Intelligence — 7 citations into it
• Signal Processing — 6 citations into it; #1,237 of 7,572 by trust here, #2,052 by citations
• Numerical Methods & Scientific Computing — 5 citations into it

Whom R. von Sachs trusts overall

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

1. Rainer Dahlhaus
2. Ingrid Daubechies
3. M. Forni
4. David L. Donoho
5. James H. Stock
6. Wim Sweldens
7. Jushan Bai
8. Bernard Walter Silverman
9. Eric Moulines
10. Mark W. Watson

Who trusts R. von Sachs overall

1. Efstathios Paparoditis
2. Guy P. Nason
3. Rainer Dahlhaus
4. Holger Dette
5. Piotr Fryzlewicz
6. Haeran Cho
7. Michael Vogt
8. David S. Stoffer
9. Hernando C. Ombao
10. Moritz Jirak

Papers from R. von Sachs's perspective

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

1. Ten Lectures on Wavelets
2. Spline Models for Observational Data
3. Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
4. Nonstationarities in Financial Time Series, the Long-Range Dependence, and the IGARCH Effects (Review of Economics and Statistics)
5. Determining the number of factors in approximate factor models with global and group-specific factors
6. A Theory for Multiresolution Signal Decomposition: The Wavelet Representation
7. Minimax estimation via wavelet shrinkage
8. Inferential Theory for Factor Models of Large Dimensions
9. The lifting scheme: a construction of second generation wavelets
10. A Likelihood Approximation for Locally Stationary Processes

Their papers

• Wavelet processes and adaptive estimation of the evolutionary wavelet spectrum (2000) — 399 citations
• Smooth Design-Adapted Wavelets for Nonparametric Stochastic Regression (2004) — 52 citations
• A Wavelet‐Based Test for Stationarity (2000) — 105 citations
• Locally stationary long memory estimation (2009) — 145 citations
• SLEX Analysis of Multivariate Nonstationary Time Series (2005) — 219 citations
• The SLEX Model of a Non-Stationary Random Process (2002) — 103 citations
• LOCALLY STATIONARY FACTOR MODELS: IDENTIFICATION AND NONPARAMETRIC ESTIMATION (2011) — 54 citations
• Smoothing Spline ANOVA for Time-Dependent Spectral Analysis (2003) — 50 citations
• A simple generalised crossvalidation method of span selection for periodogram smoothing (2001) — 83 citations
• Nonparametric stochastic regression with design-adapted wavelets (2001) — 54 citations