Edit Profile (opens in new tab) Vogt, Michael P. Compute Distance To: Compute Author ID: vogt.michael-p Published as: Vogt, Michael; Vogt, Michael P.; Vogt, M. more...less Documents Indexed: 17 Publications since 1994 1 Further Contribution Co-Authors: 15 Co-Authors with 14 Joint Publications 496 Co-Co-Authors all top 5 Co-Authors 4 single-authored 5 Linton, Oliver Bruce 2 Mammen, Enno 1 Ahmad, Amir A. 1 Bailey, Natalia 1 Boneva, Lena 1 Bouveyron, Charles 1 Brigham, Robert C. 1 Coad, D. Stephen 1 Critchley, Frank 1 Dang, Wei 1 Dette, Holger 1 Fan, Jianqing 1 Fan, Yingying 1 Farné, Matteo 1 Fengler, Matthias R. 1 Ferreira, Marco A. R. 1 Fine, Jason Peter 1 Fink, Alexander 1 Frommlet, Florian 1 Fryzlewicz, Piotr 1 Gijbels, Irène 1 Gilks, Wally 1 Halawani, Sami M. 1 Hallin, Marc 1 Hashmi, Sarosh 1 Herrmann, Klaus 1 Hipp, Christian 1 Holzmann, Hajo 1 Hu, Charlie 1 Huang, Hanwen 1 Huang, Jian 1 Huang, Na 1 Isermann, Rolf 1 Jang, Woncheol 1 Jung, Sungkyu 1 Kent, John T. 1 Khismatullina, Marina 1 Lam, Clifford 1 Leister, Anna 1 Liao, Yuan 1 Lim, Johan 1 Liu, Han 1 Liu, Yufeng 1 Marron, James Stephen 1 Martínez Miranda, María Dolores 1 Maruri-Aguilar, Hugo 1 Mateu, Jorge 1 Mincheva, Martina 1 Montanari, Angela 1 Nielsen, Jens Perch 1 Onatski, Alexei 1 Pan, Guangming 1 Peng, Heng 1 Pesaran, M. Hashem 1 Pourahmadi, Mohsen 1 Samworth, Richard J. 1 Schmid, Matthias 1 Shen, Dan 1 Shen, Haipeng 1 Tang, Chengyong 1 Verhasselt, Anneleen 1 Viroli, Cinzia 1 Walsh, Christopher 1 Wang, Lie 1 Won, Joong-Ho 1 Xue, Lingzhou 1 Yamagata, Takashi 1 Yu, Keming 1 Yu, Yi 1 Zhang, Wenyang 1 Zhou, Yong 1 Zimmerschied, Ralf 1 Zou, Hui all top 5 Serials 3 Journal of Econometrics 3 Journal of the Royal Statistical Society. Series B. Statistical Methodology 2 Scandinavian Journal of Statistics 2 The Annals of Statistics 1 Biometrika 1 Insurance Mathematics & Economics 1 Statistics & Probability Letters 1 International Journal of Adaptive Control and Signal Processing 1 Congressus Numerantium 1 Econometric Theory 1 ASTIN Bulletin all top 5 Fields 15 Statistics (62-XX) 3 Systems theory; control (93-XX) 2 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Combinatorics (05-XX) 1 Numerical analysis (65-XX) 1 Geophysics (86-XX) Publications by Year all cited Publications top 5 cited Publications 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 1411.62138Fan, Jianqing; Liao, Yuan; Mincheva, Martina 114 2013 Nonparametric regression for locally stationary time series. Zbl 1373.62459Vogt, Michael 44 2012 Optimal dynamic XL reinsurance. Zbl 1059.93135Hipp, Christian; Vogt, Michael 34 2003 Detecting gradual changes in locally stationary processes. Zbl 1312.62045Vogt, Michael; Dette, Holger 15 2015 A semiparametric model for heterogeneous panel data with fixed effects. Zbl 1337.62242Boneva, Lena; Linton, Oliver; Vogt, Michael 7 2015 Nonparametric estimation of a periodic sequence in the presence of a smooth trend. Zbl 1285.62047Vogt, Michael; Linton, Oliver 7 2014 Classification of non-parametric regression functions in longitudinal data models. Zbl 1414.62282Vogt, Michael; Linton, Oliver 6 2017 Testing for structural change in time-varying nonparametric regression models. Zbl 1441.62898Vogt, Michael 6 2015 Multiscale inference and long-run variance estimation in non-parametric regression with time series errors. Zbl 1440.62331Khismatullina, Marina; Vogt, Michael 1 2020 Specification and structural break tests for additive models with applications to realized variance data. Zbl 1337.62092Fengler, M. R.; Mammen, E.; Vogt, M. 1 2015 Multiscale inference and long-run variance estimation in non-parametric regression with time series errors. Zbl 1440.62331Khismatullina, Marina; Vogt, Michael 1 2020 Classification of non-parametric regression functions in longitudinal data models. Zbl 1414.62282Vogt, Michael; Linton, Oliver 6 2017 Detecting gradual changes in locally stationary processes. Zbl 1312.62045Vogt, Michael; Dette, Holger 15 2015 A semiparametric model for heterogeneous panel data with fixed effects. Zbl 1337.62242Boneva, Lena; Linton, Oliver; Vogt, Michael 7 2015 Testing for structural change in time-varying nonparametric regression models. Zbl 1441.62898Vogt, Michael 6 2015 Specification and structural break tests for additive models with applications to realized variance data. Zbl 1337.62092Fengler, M. R.; Mammen, E.; Vogt, M. 1 2015 Nonparametric estimation of a periodic sequence in the presence of a smooth trend. Zbl 1285.62047Vogt, Michael; Linton, Oliver 7 2014 Large covariance estimation by thresholding principal orthogonal complements. With discussion and authors’ reply. Zbl 1411.62138Fan, Jianqing; Liao, Yuan; Mincheva, Martina 114 2013 Nonparametric regression for locally stationary time series. Zbl 1373.62459Vogt, Michael 44 2012 Optimal dynamic XL reinsurance. Zbl 1059.93135Hipp, Christian; Vogt, Michael 34 2003 all cited Publications top 5 cited Publications all top 5 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 all top 5 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 all top 5 Cited in 11 Fields 76 Statistics (62-XX) 38 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 27 Probability theory and stochastic processes (60-XX) 14 Systems theory; control (93-XX) 11 Calculus of variations and optimal control; optimization (49-XX) 5 Operations research, mathematical programming (90-XX) 1 Partial differential equations (35-XX) 1 Numerical analysis (65-XX) 1 Computer science (68-XX) 1 Geophysics (86-XX) 1 Biology and other natural sciences (92-XX) Citations by Year