Serguei Pergamenchtchikov

2004

A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Whom Serguei Pergamenchtchikov trusts overall

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

1. Sean P. Meyn
2. Bojan Basrak
3. Thomas Mikosch
4. Richard L. Tweedie

Who trusts Serguei Pergamenchtchikov overall

1. Dariusz Buraczewski

Papers from Serguei Pergamenchtchikov's perspective

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

1. Markov Chains and Stochastic Stability
2. Limit theory for the sample autocorrelations and extremes of a GARCH (1,1) process
3. Regular variation of GARCH processes
4. The Tail of the Stationary Distribution of an Autoregressive Process with Arch(1) Errors
5. Statistical estimation : asymptotic theory
6. Generalized autoregressive conditional heteroskedasticity
7. An Introduction to Probability Theory and Its Applications
8. Mixing: Properties and Examples
9. The extremogram: a correlogram for extreme events
10. Probabilistic Properties of Stochastic Volatility Models

Their papers

• The tail of the stationary distribution of a random coefficient AR(q) model (2004) — 66 citations