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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

10 Publications have been cited 235 times in 109 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
114
2013
Nonparametric regression for locally stationary time series. Zbl 1373.62459
Vogt, Michael
44
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
15
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
7
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
Multiscale inference and long-run variance estimation in non-parametric regression with time series errors. Zbl 1440.62331
Khismatullina, Marina; Vogt, Michael
1
2020
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
Multiscale inference and long-run variance estimation in non-parametric regression with time series errors. Zbl 1440.62331
Khismatullina, Marina; Vogt, Michael
1
2020
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
15
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
7
2014
Large covariance estimation by thresholding principal orthogonal complements. With discussion and authors’ reply. Zbl 1411.62138
Fan, Jianqing; Liao, Yuan; Mincheva, Martina
114
2013
Nonparametric regression for locally stationary time series. Zbl 1373.62459
Vogt, Michael
44
2012
Optimal dynamic XL reinsurance. Zbl 1059.93135
Hipp, Christian; Vogt, Michael
34
2003
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Cited by 187 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 Hušková, Marie
1 Irgens, Christian
1 Jacho-Chávez, David Tomás
1 Jentsch, Carsten
1 Jiang, Hui
1 Kaishev, Vladimir K.
1 Kazi-Tani, Nabil
1 Killick, Rebecca
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
...and 87 more Authors
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Cited in 46 Serials

18 Journal of Econometrics
11 Insurance Mathematics & Economics
9 Electronic Journal of Statistics
8 The Annals 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 Metrika
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 Acta Mathematica Sinica. Chinese Series
1 The Annals of Applied Statistics

Citations by Year