A. Rooch
2013
A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 1 researcher here, as inferred from the citation graph.
Whom A. Rooch trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts A. Rooch overall
Papers from A. Rooch's perspective
Ordered by how strongly the researchers A. Rooch trusts endorse each paper. Same corpus, a different order for every researcher.
- On discriminating between long-range dependence and changes in mean
- TESTING FOR A CHANGE IN CORRELATION AT AN UNKNOWN POINT IN TIME USING AN EXTENDED FUNCTIONAL DELTA METHOD (Econometric Theory)
- Empirical Processes with Applications to Statistics
- Break detection in the covariance structure of multivariate time series models
- Testing for change points in time series models and limiting theorems for NED sequences
- MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS
- Estimation in Random Coefficient Autoregressive Models
- Generalized autoregressive conditional heteroskedasticity
- Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
- Martingale Limit Theory and Its Application
Their papers
- Non‐Parametric Change‐Point Tests for Long‐Range Dependent Data (2013) — 99 citations