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Author ID: vogt.michael-p Recent zbMATH articles by "Vogt, Michael P."
Published as: Vogt, Michael; Vogt, Michael P.; Vogt, M.

Publications by Year

Citations contained in zbMATH Open

9 Publications have been cited 228 times in 106 Documents Cited by Year
Large covariance estimation by thresholding principal orthogonal complements. With discussion and authors’ reply. Zbl 1411.62138
Fan, Jianqing; Liao, Yuan; Mincheva, Martina
112
2013
Nonparametric regression for locally stationary time series. Zbl 1373.62459
Vogt, Michael
42
2012
Optimal dynamic XL reinsurance. Zbl 1059.93135
Hipp, Christian; Vogt, Michael
34
2003
Detecting gradual changes in locally stationary processes. Zbl 1312.62045
Vogt, Michael; Dette, Holger
14
2015
A semiparametric model for heterogeneous panel data with fixed effects. Zbl 1337.62242
Boneva, Lena; Linton, Oliver; Vogt, Michael
7
2015
Nonparametric estimation of a periodic sequence in the presence of a smooth trend. Zbl 1285.62047
Vogt, Michael; Linton, Oliver
6
2014
Classification of non-parametric regression functions in longitudinal data models. Zbl 1414.62282
Vogt, Michael; Linton, Oliver
6
2017
Testing for structural change in time-varying nonparametric regression models. Zbl 1441.62898
Vogt, Michael
6
2015
Specification and structural break tests for additive models with applications to realized variance data. Zbl 1337.62092
Fengler, M. R.; Mammen, E.; Vogt, M.
1
2015
Classification of non-parametric regression functions in longitudinal data models. Zbl 1414.62282
Vogt, Michael; Linton, Oliver
6
2017
Detecting gradual changes in locally stationary processes. Zbl 1312.62045
Vogt, Michael; Dette, Holger
14
2015
A semiparametric model for heterogeneous panel data with fixed effects. Zbl 1337.62242
Boneva, Lena; Linton, Oliver; Vogt, Michael
7
2015
Testing for structural change in time-varying nonparametric regression models. Zbl 1441.62898
Vogt, Michael
6
2015
Specification and structural break tests for additive models with applications to realized variance data. Zbl 1337.62092
Fengler, M. R.; Mammen, E.; Vogt, M.
1
2015
Nonparametric estimation of a periodic sequence in the presence of a smooth trend. Zbl 1285.62047
Vogt, Michael; Linton, Oliver
6
2014
Large covariance estimation by thresholding principal orthogonal complements. With discussion and authors’ reply. Zbl 1411.62138
Fan, Jianqing; Liao, Yuan; Mincheva, Martina
112
2013
Nonparametric regression for locally stationary time series. Zbl 1373.62459
Vogt, Michael
42
2012
Optimal dynamic XL reinsurance. Zbl 1059.93135
Hipp, Christian; Vogt, Michael
34
2003
all top 5

Cited by 181 Authors

9 Linton, Oliver Bruce
7 Dette, Holger
7 Vogt, Michael P.
5 Li, Degui
5 You, Jinhong
4 Chen, Jia
4 Gao, Jiti
4 Golubin, A. Yu.
4 Gridin, V. N.
4 Huang, Tao
3 Hu, Lixia
3 Thonhauser, Stefan
3 Wu, Wei Biao
2 Brown, Marlo
2 Bücher, Axel
2 Dong, Chaohua
2 Gromov, A. N.
2 Heinrichs, Florian
2 Hong, Yongmiao
2 Koo, Bonsoo
2 Kurisu, Daisuke
2 Mammen, Enno
2 Nielsen, Jens Perch
2 Peng, Bin
2 Wang, Wendun
2 Wei, Pengyu
2 Weng, Chengguo
2 Wu, Weichi
2 Xia, Yingcun
1 Albrecher, Hansjörg
1 Ankirchner, Stefan
1 Arlot, Sylvain
1 Asimit, Alexandru V.
1 Badescu, Alexandru M.
1 Bai, Lihua
1 Banerjee, Moulinath
1 Bäuerle, Nicole
1 ben Dbabis, Makram
1 Benaid, Brahim
1 Blanchet-Scalliet, Christophette
1 Boneva, Lena
1 Bulinskaya, Ekaterina Vadimova
1 Cani, Arian
1 Castañer, Anna
1 Centeno, M. L.
1 Cerqueti, Roy
1 Chen, Shumin
1 Choi, Guebin
1 Chu, Ba M.
1 Chu, Tingjin
1 Claramunt, M. Mercè
1 Dahlhaus, Rainer
1 Dalderop, Jeroen
1 de Moura, A. Bugalho
1 Dhar, Subhra Sankar
1 Dimitrova, Dimitrina S.
1 Eichler, Michael
1 Feng, Jingyan
1 Ferreira, Guillermo P.
1 Foschi, Rachele
1 Frangos, Nikos E.
1 Frazier, David T.
1 Fryzlewicz, Piotr
1 Fu, Zhonghao
1 Garreau, Damien
1 Gazov, A. I.
1 Gong, Huan
1 Gu, Mengdi
1 Guo, Junyi
1 Gusak, Julia
1 Hipp, Christian
1 Houmia, Anouar
1 Hu, Fengqing
1 Hu, Jianhua
1 Huang, Liquan
1 Irgens, Christian
1 Jacho-Chávez, David Tomás
1 Jentsch, Carsten
1 Jiang, Hui
1 Kaishev, Vladimir K.
1 Kazi-Tani, Nabil
1 Kley, Tobias
1 Korn, Ralf
1 Kosorok, Michael R.
1 Krampe, Jonas
1 Kreiß, Jens-Peter
1 Kyriakou, Ioannis
1 La Vecchia, Davide
1 Lee, Eun Ryung
1 Lee, Tae-Hwy
1 Li, Shoude
1 Lian, Heng
1 Liang, Zhibin
1 Liu, Jialuo
1 Liu, Liangyuan
1 Liu, Shu
1 Liu, Yanchu
1 Lu, Zudi
1 Luo, Shangzhen
1 Ma, Jin
...and 81 more Authors
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Cited in 44 Serials

18 Journal of Econometrics
11 Insurance Mathematics & Economics
8 The Annals of Statistics
8 Electronic Journal of Statistics
5 Automation and Remote Control
4 Bernoulli
3 Annals of the Institute of Statistical Mathematics
3 Journal of Multivariate Analysis
2 Moscow University Mathematics Bulletin
2 Journal of the American Statistical Association
2 Statistics & Probability Letters
2 Stochastic Analysis and Applications
2 Sequential Analysis
2 Econometric Reviews
2 Communications in Statistics. Theory and Methods
2 Computational Statistics and Data Analysis
2 Econometric Theory
2 European Actuarial Journal
1 Scandinavian Journal of Statistics
1 Applied Mathematics and Optimization
1 Journal of Applied Probability
1 Journal of Statistical Planning and Inference
1 Annals of Operations Research
1 The Annals of Applied Probability
1 European Journal of Operational Research
1 Stochastic Processes and their Applications
1 Test
1 Statistical Papers
1 Top
1 Statistica Sinica
1 Journal of Nonparametric Statistics
1 Mathematical Finance
1 Mathematical Methods of Operations Research
1 Journal of Inequalities and Applications
1 Far East Journal of Applied Mathematics
1 Methodology and Computing in Applied Probability
1 Applied Stochastic Models in Business and Industry
1 Scandinavian Actuarial Journal
1 Journal of Systems Science and Complexity
1 Statistical Modelling
1 Journal of Applied Mathematics and Computing
1 REVSTAT
1 Journal of the Korean Statistical Society
1 The Annals of Applied Statistics

Citations by Year