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B. Cooper Boniece

Drexel University (from arXiv:2310.04853, 2023) · ORCID · OpenAlex

8 papers in scope · 7 published · 4 on the econ.EM arXiv · 15 citations · h-index 3 (over the papers listed here)

Related authors

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

  1. Glenn D. Rudebusch
  2. Alessandro Casini
  3. Pierre Perrón
  4. Francis X. Diebold
  5. Maximilian Göbel
  6. Lorenzo Trapani
  7. Taosong Deng
  8. Lajos Horváth
  9. Boyuan Zhang
  10. Maximilian Goebel
  11. Philippe Goulet Coulombe
  12. Eduardo Rossi
  13. Fabrizio Ghezzi
  14. Leopoldo Catania
  15. Federico Belotti
  16. Atin Aboutorabi
  17. Gaétan de Rassenfosse
  18. Shixuan Wang
  19. Anton Skrobotov
  20. Luca Mattia Rolla

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

(4 of 8)

Data-driven fixed-point tuning for truncated realized variations
published2025 · Bernoulli · first circulated 2023
with José E. Figueroa-López, Yuchen Han
Paper profile Bernoulli arXiv:2311.00905
On changepoint detection in functional data using empirical energy distance
published2025 · Journal of Econometrics · 3 citations · first circulated 2023
with Lajos Horváth, Lorenzo Trapani, Cooper Boniece
Paper profile Journal of Econometrics arXiv:2310.04853
Efficient integrated volatility estimation in the presence of infinite variation jumps via debiased truncated realized variations
published2024 · Stochastic Processes and their Applications · 2 citations · first circulated 2022
with José E. Figueroa-López, Yuchen Han
Paper profile Stochastic Processes and their Applications arXiv:2209.10128
Change point detection in high dimensional data with U-statistics
published2023 · Test · 3 citations · first circulated 2022
with Lajos Horváth, Peter Martin Jacobs
Test
Wavelet eigenvalue regression in high dimensions
published2022 · Statistical Inference for Stochastic Processes · 2 citations · first circulated 2021
with Patrice Abry, Gustavo Didier, Herwig Wendt
Statistical Inference for Stochastic Processes
On operator fractional Lévy motion: integral representations and time-reversibility
published2022 · Advances in Applied Probability · 3 citations · first circulated 2021
with Gustavo Didier
Advances in Applied Probability
Efficient Volatility Estimation for Lévy Processes with Jumps of Unbounded Variation
working paper2022 · arXiv
with José E. Figueroa-López, Yuchen Han
Paper profile arXiv arXiv:2202.00877
Tempered fractional Brownian motion: Wavelet estimation, modeling and testing
published2019 · Applied and Computational Harmonic Analysis · 2 citations · first circulated 2018
with Gustavo Didier, Farzad Sabzikar
Applied and Computational Harmonic Analysis

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.