Philip Preuss

Statistics and Probability · 2011–2013

A researcher in the Science corpus: 2 papers; trusts 13 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Subfields

• Statistics and Probability — 17 citations into it; #7,827 of 12,932 by trust here, #10,275 by citations
• Economics and Econometrics — 10 citations into it
• Finance — 9 citations into it
• Control and Systems Engineering — 8 citations into it; #4,697 of 8,257 by trust here, #7,501 by citations

Whom Philip Preuss trusts overall

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

1. Piotr Fryzlewicz
2. Efstathios Paparoditis
3. Sangyeol Lee
4. Marc Lavielle
5. Sílvia Gonçalves
6. Richard A. Davis
7. Alexander Aue
8. Rainer Dahlhaus
9. R. von Sachs
10. Lutz Kilian

Who trusts Philip Preuss overall

1. Holger Dette
2. Alexander Aue
3. Michael Vogt

Papers from Philip Preuss's perspective

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

1. Structural Break Estimation for Nonstationary Time Series Models
2. Bootstrap confidence regions computed from autoregressions of arbitrary order
3. Nonparametric quasi-maximum likelihood estimation for Gaussian locally stationary processes
4. The Cusum of Squares Test for Scale Changes in Infinite Order Moving Average Processes
5. A Haar-Fisz technique for locally stationary volatility estimation
6. The Cusum Test for Parameter Change in Time Series Models
7. A Wavelet‐Based Test for Stationarity
8. Break detection in the covariance structure of multivariate time series models
9. Unbalanced Haar Technique for Nonparametric Function Estimation
10. The Multiple Change-Points Problem for the Spectral Distribution

Their papers

• A Measure of Stationarity in Locally Stationary Processes With Applications to Testing (2011) — 84 citations
• Detection of Multiple Structural Breaks in Multivariate Time Series (2013) — 120 citations