EconBase
← All authors

Dmitrij Celov

Vilnius University (from arXiv:2206.14128, 2022) · ORCID · OpenAlex

7 papers in scope · 7 published · 2 on the econ.EM arXiv · 56 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. Lars Nesheim
  2. Lingyi Yang
  3. Samuel N. Cohen
  4. Giulia Mantoan
  5. Áureo de Paula
  6. Remigijus Leipus
  7. Youngki Shin
  8. Myung Hwan Seo
  9. Peter C.B. Phillips
  10. Saulius Jokubaitis
  11. Zhentao Shi
  12. Yuan Liao
  13. Sokbae Lee
  14. Paulina Jonéus
  15. Sebastian Ankargren
  16. Jonas Striaukas
  17. Éric Ghysels
  18. Dan Zhu
  19. Andrii Babii
  20. Etiënne Wijler

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 7)

Evaluation of Value-at-Risk (VaR) using the Gaussian Mixture Models
published2024 · Research in Statistics · 6 citations
with Indrė Morkūnaitė, Remigijus Leipus
Research in Statistics
Business Cycle Synchronization in the EU: A Regional-Sectoral Look through Soft-Clustering and Wavelet Decomposition
published2023 · Journal of Business Cycle Research · 1 citations · first circulated 2022
with Saulius Jokubaitis
Paper profile Journal of Business Cycle Research arXiv:2206.14128
Comparison of estimation methods for the density of autoregressive parameter in aggregated AR(1) processes
published2021 · Lietuvos matematikos rinkinys
with Remigijus Leipus, Virmantas Kvedaras
Lietuvos matematikos rinkinys
Sparse structures with LASSO through principal components: Forecasting GDP components in the short-run
published2020 · International Journal of Forecasting · 15 citations · first circulated 2019
with Saulius Jokubaitis, Remigijus Leipus
Paper profile International Journal of Forecasting arXiv:1906.07992
The more the Merrier? The reaction of euro area stock markets to new members
published2020 · Journal of International Financial Markets Institutions and Money · 2 citations
with Žana Grigaliūnienė, Christopher A. Hartwell
Journal of International Financial Markets Institutions and Money
Asymptotic normality of the mixture density estimator in a disaggregation scheme
published2010 · Journal of nonparametric statistics · 12 citations · first circulated 2008
with Remigijus Leipus, Anne Philippe
Journal of nonparametric statistics
Time series aggregation, disaggregation, and long memory
published2007 · Lithuanian Mathematical Journal · 20 citations
with Remigijus Leipus, Anne Philippe
Lithuanian Mathematical Journal

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.