Ignacio N. Lobato
Statistics and Probability · 2000–2009
A researcher in the Science corpus: 10 papers; trusts 29 researchers and is trusted by 53 researchers here, as inferred from the citation graph.
Subfields
- Statistics and Probability — 28 citations into it; #1,339 of 12,932 by trust here, #2,693 by citations
- Finance — 23 citations into it; #440 of 10,518 by trust here, #1,086 by citations
- Economics and Econometrics — 19 citations into it; #891 of 23,481 by trust here, #2,646 by citations
Whom Ignacio N. Lobato trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Hans R. Künsch
- John C. Nankervis
- R. Jong
- Charles R. Nelson
- Joel L. Horowitz
- Nathan Eugene Savin
- N. Kiefer
- Hirotugu Akaike
- James Davidson
- J. Breitung
Who trusts Ignacio N. Lobato overall
- Xiaofeng Shao
- Xianyang Zhang
- Morten Ørregaard Nielsen
- S. Rao
- Katsumi Shimotsu
- Christian Francq
- Carlos Velasco
- Amélie Charles
- Ramazan Gencay
- Arthur Lewbel
Papers from Ignacio N. Lobato's perspective
Ordered by how strongly the researchers Ignacio N. Lobato trusts endorse each paper. Same corpus, a different order for every researcher.
- The Use of Subseries Values for Estimating the Variance of a General Statistic from a Stationary Sequence
- LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
- Bootstrap Methods and Their Application
- The stationary bootstrap
- Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
- Higher‐Order Improvements of a Computationally Attractive k‐Step Bootstrap for Extremum Estimators
- The Jackknife and the Bootstrap for General Stationary Observations
- Information Theory and an Extension of the Maximum Likelihood Principle
- Contemporaneous asymmetry in GARCH processes
- Nonlinear Time Series
Their papers
- Consistent Estimation of Models Defined by Conditional Moment Restrictions (2004) — 177 citations
- Testing for Autocorrelation Using a Modified Box-Pierce Q Test (2001) — 114 citations
- Long Memory in Stock-Market Trading Volume (2000) — 198 citations
- Efficient Wald Tests for Fractional Unit Roots (2007) — 121 citations
- Testing That a Dependent Process Is Uncorrelated (2001) — 181 citations
- TESTING FOR ZERO AUTOCORRELATION IN THE PRESENCE OF STATISTICAL DEPENDENCE (2002) — 103 citations
- Bootstrapping the Box–Pierce Q test: A robust test of uncorrelatedness (2006) — 95 citations
- An Automatic Portmanteau Test for Serial Correlation (2009) — 256 citations
- Testing the Martingale Difference Hypothesis (2003) — 115 citations
- A SIMPLE TEST OF NORMALITY FOR TIME SERIES (2004) — 60 citations