Stefan Birr

Finance · 2014

A researcher in the Science corpus: 1 paper; trusts 6 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Stefan Birr trusts overall

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

  1. Rainer Dahlhaus
  2. Richard A. Davis
  3. Bin Yu
  4. Yongmiao Hong
  5. Thomas Mikosch
  6. Weidong Liu
  7. Wei Biao Wu
  8. Heejoon Han
  9. S. Rao
  10. Zhou Zhou

Papers from Stefan Birr's perspective

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

  1. STATIONARY ARCH MODELS: DEPENDENCE STRUCTURE AND CENTRAL LIMIT THEOREM (Econometric Theory)
  2. On some nonstationary, nonlinear random processes and their stationary approximations
  3. Time Series: Theory and Methods
  4. Locally Stationary Processes
  5. Nonparametric regression for locally stationary time series
  6. The extremogram: a correlogram for extreme events
  7. Spectral Analysis and Time Series
  8. A Likelihood Approximation for Locally Stationary Processes
  9. Generalized autoregressive conditional heteroskedasticity
  10. Structural Break Estimation for Nonstationary Time Series Models

Their papers