Franccois Roueff

Economics and Econometrics · 2005–2013

A researcher in the Science corpus: 6 papers; trusts 35 researchers and is trusted by 12 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 28 citations into it; #13,664 of 23,481 by trust here, #14,996 by citations
• Finance — 27 citations into it; #3,549 of 10,518 by trust here, #4,371 by citations
• Applied Mathematics — 10 citations into it
• Statistics and Probability — 10 citations into it; #8,582 of 12,932 by trust here, #7,508 by citations
• Computer Vision and Pattern Recognition — 9 citations into it; #20,508 of 21,575 by trust here, #19,766 by citations
• Artificial Intelligence — 8 citations into it
• Management Science and Operations Research — 5 citations into it
• Mathematical Physics — 5 citations into it

Whom Franccois Roueff trusts overall

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

1. Rainer Dahlhaus
2. Eric Moulines
3. Albert Cohen
4. Ingrid Daubechies
5. Michael R. Chernick
6. Piotr Fryzlewicz
7. Carlos Velasco
8. S. Rao
9. Gilles Faÿ
10. Katsumi Shimotsu

Who trusts Franccois Roueff overall

1. Lukáš Vácha
2. Gilles Faÿ
3. Rainer Dahlhaus
4. Karel Janda
5. Eric Moulines
6. R. von Sachs
7. Ladislav Kristoufek

Papers from Franccois Roueff's perspective

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

1. Ten Lectures on Wavelets
2. An Efficient Taper for Potentially Overdifferenced Long‐memory Time Series
3. A BIAS-REDUCED LOG-PERIODOGRAM REGRESSION ESTIMATOR FOR THE LONG-MEMORY PARAMETER
4. Martingale Limit Theory and Its Application
5. Whittle Pseudo-Maximum Likelihood Estimation for Nonstationary Time Series
6. Wavelet Methods for Time Series Analysis (Technometrics)
7. NON-GAUSSIAN LOG-PERIODOGRAM REGRESSION (Econometric Theory)
8. Estimating Long Memory in Volatility
9. Local Whittle estimation of fractional integration and some of its variants
10. Wavelet Methods for Time Series Analysis

Their papers

• On recursive estimation for time varying autoregressive processes (2005) — 73 citations
• A wavelet whittle estimator of the memory parameter of a nonstationary Gaussian time series (2006) — 86 citations
• Locally stationary long memory estimation (2009) — 145 citations
• On the Spectral Density of the Wavelet Coefficients of Long‐Memory Time Series with Application to the Log‐Regression Estimation of the Memory Parameter (2005) — 110 citations
• Estimators of Long-Memory: Fourier versus Wavelets (2008) — 99 citations
• Ergodicity and scaling limit of a constrained multivariate Hawkes process (2013) — 52 citations