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Stefan Richter

Heidelberg University (from arXiv:2011.13157, 2020) · ORCID · OpenAlex

9 papers in scope · 8 published · 1 on the econ.EM arXiv · 38 citations · h-index 4 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Sayar Karmakar
  2. Alexander Back
  3. Niklas Ahlgren
  4. Timo Teräsvirta
  5. Wei Biao Wu
  6. Marek Chudý
  7. Donald W. K. Andrews
  8. Kejin Wu
  9. George Kapetanios
  10. Likai Chen
  11. Georg Keilbar
  12. Ming Li
  13. Otilia Boldea
  14. Liangjun Su
  15. Mario Rothfelder
  16. George Michailidis
  17. Jiahe Lin
  18. Xuewen Yu
  19. Yapeng Zheng
  20. Christis Katsouris

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(2 of 9)

Forecast Selection in Unstable Environments
published2025 · Journal of Business and Economic Statistics
with Ekaterina Smetanina
Journal of Business and Economic Statistics
Testing for parameter change epochs in GARCH time series
published2023 · Econometrics Journal · 6 citations · first circulated 2021
with Ning Wang, Wei Biao Wu
Econometrics Journal
ADAPTATION FOR NONPARAMETRIC ESTIMATORS OF LOCALLY STATIONARY PROCESSES
published2022 · Econometric Theory · 7 citations
with Rainer Dahlhaus
Econometric Theory
Empirical process theory for nonsmooth functions under functional dependence
published2022 · Electronic Journal of Statistics · 1 citations
with Nathawut Phandoidaen
Electronic Journal of Statistics
Empirical process theory for locally stationary processes
published2021 · Bernoulli · 2 citations
with Nathawut Phandoidaen
Bernoulli
Simultaneous inference for time-varying models
published2021 · Journal of Econometrics · 3 citations
with Sayar Karmakar, Wei Biao Wu
Paper profile Journal of Econometrics arXiv:2011.13157
Cross validation for locally stationary processes
published2019 · The Annals of Statistics · 6 citations
with Rainer Dahlhaus
The Annals of Statistics
Towards a general theory for nonlinear locally stationary processes
published2019 · Bernoulli · 12 citations
with Rainer Dahlhaus, Wei Biao Wu
Bernoulli
A supreme test for periodic explosive GARCH
working paper2018 · arXiv · 1 citations
with Ning Wang, Wei Biao Wu
Paper profile arXiv arXiv:1812.03475

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.