Manuel G. Scotto

Finance · 2000–2012

A researcher in the Science corpus: 5 papers; trusts 8 researchers and is trusted by 6 researchers here, as inferred from the citation graph.

Subfields

• Finance — 18 citations into it; #4,820 of 10,518 by trust here, #6,960 by citations
• Economics and Econometrics — 9 citations into it
• Global and Planetary Change — 9 citations into it; #5,673 of 10,225 by trust here, #8,219 by citations
• Statistics and Probability — 9 citations into it; #8,253 of 12,932 by trust here, #11,487 by citations
• Oceanography — 5 citations into it

Whom Manuel G. Scotto trusts overall

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

1. Stuart Coles
2. Jan Beirlant
3. Christian H. Weiβ
4. Narayanaswamy Balakrishnan
5. P. Bortot
6. Robert C. Jung
7. Jonathan A. Tawn
8. Carlos Soares

Who trusts Manuel G. Scotto overall

1. Konstantinos Fokianos
2. Christian H. Weiβ
3. O. Aarnes

Papers from Manuel G. Scotto's perspective

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

1. An Introduction to Statistical Modeling of Extreme Values
2. Integer-valued moving average modelling of the number of transactions in stocks
3. Thinning operations for modeling time series of counts—a survey
4. The multivariate Gaussian tail model: an application to oceanographic data
5. Bayesian Data Analysis (Technometrics)
6. Statistics of Extremes
7. Extreme Value and Related Models with Applications in Engineering and Science
8. Binomial thinning models for integer time series
9. A simple integer-valued bilinear time series model (Advances in Applied Probability)
10. THE PERFORMANCE OF SETAR MODELS: A REGIME CONDITIONAL EVALUATION OF POINT, INTERVAL AND DENSITY FORECASTS

Their papers

• Integer-Valued Self-Exciting Threshold Autoregressive Processes (2012) — 78 citations
• Integer-valued autoregressive processes with periodic structure (2010) — 61 citations
• Bayesian inference for long-term prediction of significant wave height (2007) — 54 citations
• Application of the r largest-order statistics for long-term predictions of significant wave height (2004) — 147 citations
• Modelling the long-term time series of significant wave height with non-linear threshold models (2000) — 47 citations