Edit Profile (opens in new tab) Robinson, Peter Michael Compute Distance To: Compute Author ID: robinson.peter-m Published as: Robinson, P. M.; Robinson, Peter M. Homepage: http://personal.lse.ac.uk/robinso1/ External Links: MGP · Wikidata · GND · IdRef Documents Indexed: 164 Publications since 1972 2 Contributions as Editor Biographic References: 2 Publications Co-Authors: 42 Co-Authors with 74 Joint Publications 662 Co-Co-Authors all top 5 Co-Authors 84 single-authored 9 Giraitis, Liudas 6 Velasco, Carlos I. Hoyos 5 Marinucci, Domenico 4 Hidalgo, Javier 4 Hualde, Javier 3 Delgado, Miguel Ángel 3 Dunsmuir, William T. M. 3 Lee, Jungyoon 3 Zaffaroni, Paolo 2 Arteche, Josu 2 Cheng, Bing 2 Gonçalves da Silva, Afonso 2 Gupta, Abhimanyu 2 Henry, Marc 2 Lahiri, Soumendra Nath 2 Li, Degui 2 Lobato, Ignacio Norberto 2 Nishiyama, Yoshihiko 2 Shang, Han Lin 2 Surgailis, Donatas 1 Bera, Anil K. 1 Dalla, Violetta 1 Elsken, Thomas 1 Ferrara, M. C. 1 Gao, Jiti 1 Gerolimetto, Margherita 1 Gil-Alana, Luis Alberiko 1 Hannan, Edward James 1 Harvey, Andrew C. 1 Iacone, Fabrizio 1 Jarque, Carlos M. 1 Lee, David Kuo Chuen 1 Newport, Calvin 1 Pearson, David B. 1 Politis, Dimitris Nicolas 1 Rodríguez-Póo, Juan Manuel 1 Sarndal, Carl Erik 1 Soberón, Alexandra 1 Stoyanov, Jordan M. 1 Thawornkaiwong, Supachoke 1 Thomson, Peter J. 1 Vidal-Sanz, Jose M. 1 Yajima, Yoshihiro 1 Yao, Qiwei 1 Zhang, Rongmao all top 5 Serials 32 Journal of Econometrics 16 The Annals of Statistics 15 Econometrica 11 Econometric Theory 9 Journal of Time Series Analysis 5 Journal of the American Statistical Association 5 Journal of Multivariate Analysis 5 Journal of Statistical Planning and Inference 5 Stochastic Processes and their Applications 4 The Econometrics Journal 3 Annals of the Institute of Statistical Mathematics 3 International Economic Review 3 The Review of Economic Studies 3 Statistics & Probability Letters 3 Journal of the Royal Statistical Society. Series B 2 Advances in Applied Probability 2 The Australian Journal of Statistics 2 Journal of Applied Probability 2 Sankhyā. Series B. Methodological 2 Statistica Sinica 2 Bernoulli 1 Bulletin of the Australian Mathematical Society 1 Scandinavian Journal of Statistics 1 Cahiers du Centre d’Études de Recherche Opérationnelle 1 International Statistical Review 1 Journal of the London Mathematical Society. Second Series 1 Sankhyā. Series A. Methods and Techniques 1 Journal of the Royal Statistical Society. Series A 1 Probability Theory and Related Fields 1 Econometric Reviews 1 Economics Letters 1 The Annals of Applied Probability 1 Communications in Statistics. Theory and Methods 1 Journal of Nonparametric Statistics 1 Statistical Inference for Stochastic Processes 1 Advanced Texts in Econometrics 1 Japanese Journal of Statistics and Data Science all top 5 Fields 159 Statistics (62-XX) 27 Probability theory and stochastic processes (60-XX) 14 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 10 Numerical analysis (65-XX) 3 History and biography (01-XX) 3 Systems theory; control (93-XX) 2 Real functions (26-XX) 1 Measure and integration (28-XX) 1 Ordinary differential equations (34-XX) 1 Difference and functional equations (39-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Computer science (68-XX) 1 Biology and other natural sciences (92-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 143 Publications have been cited 3,821 times in 2,081 Documents Cited by ▼ Year ▼ Root-N-consistent semiparametric regression. Zbl 0647.62100Robinson, P. M. 414 1988 Gaussian semiparametric estimation of long range dependence. Zbl 0843.62092Robinson, P. M. 310 1995 Log-periodogram regression of time series with long range dependence. Zbl 0838.62085Robinson, P. M. 252 1995 Nonparametric estimators for time series. Zbl 0544.62082Robinson, P. M. 197 1983 Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression. Zbl 0734.62070Robinson, P. M. 121 1991 Semiparametric analysis of long-memory time series. Zbl 0795.62082Robinson, P. M. 117 1994 Efficient tests of nonstationary hypotheses. Zbl 0813.62016Robinson, P. M. 103 1994 Asymptotically efficient estimation in the presence of heteroskedasticity of unknown form. Zbl 0651.62107Robinson, P. M. 92 1987 Large-sample inference for nonparametric regression with dependent errors. Zbl 0882.62039Robinson, P. M. 83 1997 Alternative forms of fractional Brownian motion. Zbl 0934.60071Marinucci, D.; Robinson, P. M. 82 1999 Weak convergence of multivariate fractional processes. Zbl 1028.60030Marinucci, D.; Robinson, P. M. 66 2000 Consistent nonparametric entropy-based testing. Zbl 0719.62055Robinson, P. M. 62 1991 Whittle pseudo-maximum likelihood estimation for nonstationary time series. Zbl 1008.62087Velasco, Carlos; Robinson, Peter M. 59 2000 Semiparametric fractional cointegration analysis. Zbl 0980.62081Marinucci, D.; Robinson, P. M. 55 2001 Time series with long memory. Zbl 1113.62106 51 2003 Time series regression with long-range dependence. Zbl 0870.62072Robinson, P. M.; Hidalgo, F. J. 47 1997 A model for long memory conditional heteroscedasticity. Zbl 1084.62516Giraitis, Liudas; Robinson, Peter M.; Surgailis, Donatas 46 2000 Determination of cointegrating rank in fractional systems. Zbl 1038.62082Robinson, Peter M.; Yajima, Yoshihiro 45 2002 Automatic frequency domain inference on semiparametric and nonparametric models. Zbl 0779.62037Robinson, P. M. 45 1991 Testing of unit root and other nonstationary hypotheses in macroeconomic time series. Zbl 0945.62122Gil-Alaña, L. A.; Robinson, P. M. 43 1997 The stochastic difference between econometric statistics. Zbl 0722.62067Robinson, P. M. 43 1988 Averaged periodogram estimation of long memory. Zbl 0854.62088Lobato, I.; Robinson, P. M. 43 1996 Hypothesis testing in semiparametric and nonparametric models for econometric time series. Zbl 0681.62101Robinson, P. M. 43 1989 Cointegration in fractional systems with unknown integration orders. Zbl 1154.91614Robinson, P. M.; Hualde, J. 38 2003 Narrow-band analysis of nonstationary processes. Zbl 1012.62100Robinson, P. M.; Marinucci, D. 37 2001 Gaussian estimation of parametric spectral density with unknown pole. Zbl 1012.62098Giraitis, L.; Hidalgo, J.; Robinson, P. M. 37 2001 Semiparametric inference in seasonal and cyclical long memory processes. Zbl 0974.62079Arteche, Josu; Robinson, Peter M. 34 2000 Rates of convergence and optimal spectral bandwidth for long range dependence. Zbl 0801.60030Robinson, P. M. 34 1994 Gaussian pseudo-maximum likelihood estimation of fractional time series models. Zbl 1246.62186Hualde, Javier; Robinson, Peter M. 34 2011 Asymptotic theory for nonparametric regression with spatial data. Zbl 1441.62853Robinson, P. M. 34 2011 Multiple local Whittle estimation in stationary systems. Zbl 1274.62565Robinson, P. M. 34 2008 Pseudo-maximum likelihood estimation of \(\text{ARCH}(\infty)\) models. Zbl 1113.62107Robinson, Peter M.; Zaffaroni, Paolo 33 2006 Edgeworth expansions for spectral density estimates and studentized sample mean. Zbl 1018.62013Velasco, Carlos; Robinson, Peter M. 33 2001 Whittle estimation of ARCH models. Zbl 1051.62074Giraitis, Liudas; Robinson, Peter M. 30 2001 A nonparametric test for I\((0)\). Zbl 0910.90070Lobato, Ignacio N.; Robinson, Peter M. 30 1998 The distance between rival nonstationary fractional processes. Zbl 1335.62143Robinson, P. M. 29 2005 The memory of stochastic volatility models. Zbl 0966.62079Robinson, P. M. 28 2001 Rate optimal semiparametric estimation of the memory parameter of the Gaussian time series with long-range dependence. Zbl 0870.62073Giraitis, Liudas; Robinson, Peter M.; Samarov, Alexander 28 1997 Testing for structural change in a long-memory environment. Zbl 0834.62084Hidalgo, Javier; Robinson, Peter M. 23 1996 On the asymptotic properties of estimators of models containing limited dependent variables. Zbl 0524.62117Robinson, Peter M. 21 1982 Robust covariance matrix estimation: HAC estimates with long memory/antipersistence correction. Zbl 1072.62090Robinson, P. M. 21 2005 Statistical inference for a random coefficient autoregressive model. Zbl 0392.62072Robinson, P. M. 21 1978 Non-linear regression for multiple time-series. Zbl 0248.62040Robinson, P. M. 20 1972 Time series residuals with application to probability density estimation. Zbl 0625.62071Robinson, P. M. 20 1987 Asymptotic properties of the generalized regression estimator in probability sampling. Zbl 0531.62005Robinson, P. M.; Särndal, Carl Erik 19 1983 Long and short memory conditional heteroskedasticity in estimating the memory parameter of levels. Zbl 1054.62584Robinson, P. M.; Henry, M. 18 1999 Edgeworth expansions for semiparametric Whittle estimation of long memory. Zbl 1041.62012Giraitis, L.; Robinson, P. M. 18 2003 Modified Whittle estimation of multilateral models on a lattice. Zbl 1099.62108Robinson, P. M.; Sanz, J. Vidal 17 2006 Best nonlinear three-stage least squares estimation of certain econometric models. Zbl 0729.62106Robinson, P. M. 17 1991 Efficient estimation of the semiparametric spatial autoregressive model. Zbl 1431.62417Robinson, P. M. 17 2010 Semiparametric estimation from time series with long-range dependence. Zbl 0808.62081Cheng, Bing; Robinson, P. M. 17 1994 Efficiency improvements in inference on stationary and nonstationary fractional time series. Zbl 1078.62096Robinson, P. M. 16 2005 Nonparametric trending regression with cross-sectional dependence. Zbl 1443.62105Robinson, Peter M. 16 2012 The estimation of a nonlinear moving average model. Zbl 0357.62072Robinson, P. M. 16 1977 On the consistency and finite-sample properties of nonparametric kernel time series regression, autoregression and density estimators. Zbl 0612.62126Robinson, P. M. 16 1986 Generalized canonical analysis for time series. Zbl 0263.62036Robinson, P. M. 14 1973 Asymptotic theory for time series containing missing and amplitude modulated observations. Zbl 0531.62079Dunsmuir, W.; Robinson, P. M. 13 1981 Robust nonparametric autoregression. Zbl 0573.62037Robinson, P. M. 13 1984 The average periodogram for nonstationary vector time series. Zbl 0966.62061Robinson, P. M.; Marinucci, D. 13 2000 Nonparametric spectrum estimation for spatial data. Zbl 1104.62036Robinson, P. M. 13 2007 Inference-without-smoothing in the presence of nonparametric autocorrelation. Zbl 1055.62575Robinson, P. M. 13 1998 Inference on higher-order spatial autoregressive models with increasingly many parameters. Zbl 1332.62365Gupta, Abhimanyu; Robinson, Peter M. 13 2015 Edgeworth expansions for semiparametric averaged derivatives. Zbl 1022.62013Nishiyama, Y.; Robinson, P. M. 13 2000 Higher-order kernel semiparametric M-estimation of long memory. Zbl 1023.62106Robinson, Peter M.; Henry, Marc 13 2003 Series estimation under cross-sectional dependence. Zbl 1419.62515Lee, Jungyoon; Robinson, Peter M. 13 2016 Estimation of time series models in the presence of missing data. Zbl 0471.62089Dunsmuir, W.; Robinson, P. M. 13 1981 Alternative models for stationary stochastic processes. Zbl 0391.62069Robinson, P. M. 13 1978 Nonlinear time series with long memory: A model for stochastic volatility. Zbl 0937.62109Robinson, Peter M.; Zaffaroni, Paolo 13 1998 Adaptive semiparametric estimation of the memory parameter. Zbl 1065.62513Giraitis, Liudas; Robinson, Peter M.; Samarov, Alexander 13 2000 Central limit theorems for long range dependent spatial linear processes. Zbl 1333.60032Lahiri, S. N.; Robinson, Peter M. 12 2016 Long-range dependent curve time series. Zbl 1445.62231Li, Degui; Robinson, Peter M.; Shang, Han Lin 12 2020 Estimation of a time series model from unequally spaced data. Zbl 0363.62071Robinson, P. M. 12 1977 Correlation testing in time series, spatial and cross-sectional data. Zbl 1429.62412Robinson, P. M. 12 2008 Semiparametric inference in multivariate fractionally cointegrated systems. Zbl 1431.62385Hualde, J.; Robinson, P. M. 12 2010 Root-\(n\)-consistent estimation of weak fractional cointegration. Zbl 1247.91138Hualde, Javier; Robinson, Peter M. 12 2007 Variance-type estimation of long memory. Zbl 0955.62090Giraitis, Liudas; Robinson, Peter M.; Surgailis, Donatas 11 1999 Cointegration in fractional systems with deterministic trends. Zbl 1335.62144Robinson, P. M.; Iacone, F. 11 2005 Density estimation in strongly dependent nonlinear time series. Zbl 0823.62031Cheng, Bing; Robinson, P. M. 11 1991 The construction and estimation of continuous time models and discrete approximations in econometrics. Zbl 0373.62068Robinson, Peter M. 11 1977 Statistical inference on regression with spatial dependence. Zbl 1441.62852Robinson, Peter M.; Thawornkaiwong, Supachoke 11 2012 On the errors-in-variables problem for time series. Zbl 0593.62092Robinson, P. M. 10 1986 Adapting to unknown disturbance autocorrelation in regression with long memory. Zbl 1141.62340Hidalgo, Javier; Robinson, Peter M. 10 2002 On the convergence of the Horvitz-Thompson estimator. Zbl 0498.62014Robinson, P. M. 9 1982 Nonparametric function estimation for long memory time series. Zbl 0850.62349Robinson, Peter M. 9 1991 The bootstrap and the Edgeworth correction for semiparametric averaged derivatives. Zbl 1151.62319Nishiyama, Yoshihiko; Robinson, Peter M. 9 2005 The normal approximation for semiparametric averaged derivatives. Zbl 0829.62023Robinson, P. M. 9 1995 Seasonal and cyclical long memory. Zbl 1069.62539Arteche, Josu; Robinson, Peter M. 9 1999 Modelling nonlinearity and long memory in time series. Zbl 1051.62086Robinson, Peter M.; Zaffaroni, Paolo 9 1997 Autocorrelation-robust inference. Zbl 0911.62084Robinson, P. M.; Velasco, C. 9 1997 Lagged regression with unknown lags. Zbl 0269.62074Hannan, E. J.; Robinson, P. M. 9 1973 Stochastic difference equations with non-integral differences. Zbl 0291.62113Robinson, P. M. 9 1974 Nearest-neighbour estimation of semiparametric regression models. Zbl 0873.62043Robinson, P. M. 8 1995 Distributed lag approximation to linear time-invariant systems. Zbl 0407.62070Robinson, P. M. 8 1979 Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension. Zbl 1378.62070Gupta, Abhimanyu; Robinson, Peter M. 8 2018 Refinements in maximum likelihood inference on spatial autocorrelation in panel data. Zbl 1337.62279Robinson, Peter M.; Rossi, Francesca 8 2015 Estimating variances and covariances of sample autocorrelations and autocovariances. Zbl 0417.62067Robinson, P. M. 8 1977 Parametric estimators for stationary time series with missing observations. Zbl 0461.62075Dunsmuir, W.; Robinson, P. M. 8 1981 Diagnostic testing for cointegration. Zbl 1418.62350Robinson, P. M. 8 2008 Efficient estimation of nonstationary time series regression. Zbl 0681.62074Harvey, A. C.; Robinson, P. M. 8 1988 Inference on power law spatial trends. Zbl 1238.62106Robinson, Peter M. 7 2012 Local Whittle estimation of long-range dependence for functional time series. Zbl 1476.62188Li, Degui; Robinson, Peter M.; Shang, Han Lin 1 2021 Long-range dependent curve time series. Zbl 1445.62231Li, Degui; Robinson, Peter M.; Shang, Han Lin 12 2020 Identifying cointegration by eigenanalysis. Zbl 1420.62404Zhang, Rongmao; Robinson, Peter; Yao, Qiwei 7 2019 Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension. Zbl 1378.62070Gupta, Abhimanyu; Robinson, Peter M. 8 2018 Inference on trending panel data. Zbl 1452.62676Robinson, Peter M.; Velasco, Carlos 1 2018 Series estimation under cross-sectional dependence. Zbl 1419.62515Lee, Jungyoon; Robinson, Peter M. 13 2016 Central limit theorems for long range dependent spatial linear processes. Zbl 1333.60032Lahiri, S. N.; Robinson, Peter M. 12 2016 Inference on higher-order spatial autoregressive models with increasingly many parameters. Zbl 1332.62365Gupta, Abhimanyu; Robinson, Peter M. 13 2015 Refinements in maximum likelihood inference on spatial autocorrelation in panel data. Zbl 1337.62279Robinson, Peter M.; Rossi, Francesca 8 2015 Non-nested testing of spatial correlation. Zbl 1337.62301Delgado, Miguel A.; Robinson, Peter M. 7 2015 Refined tests for spatial correlation. Zbl 1441.62851Robinson, Peter M.; Rossi, Francesca 3 2015 Efficient inference on fractionally integrated panel data models with fixed effects. Zbl 1332.62343Robinson, Peter M.; Velasco, Carlos 3 2015 Panel nonparametric regression with fixed effects. Zbl 1337.62078Lee, Jungyoon; Robinson, Peter M. 2 2015 The estimation of misspecified long memory models. Zbl 1293.62202Robinson, Peter M. 2 2014 Improved Lagrange multiplier tests in spatial autoregressions. Zbl 07563583Robinson, Peter M.; Rossi, Francesca 1 2014 Nonparametric trending regression with cross-sectional dependence. Zbl 1443.62105Robinson, Peter M. 16 2012 Statistical inference on regression with spatial dependence. Zbl 1441.62852Robinson, Peter M.; Thawornkaiwong, Supachoke 11 2012 Inference on power law spatial trends. Zbl 1238.62106Robinson, Peter M. 7 2012 Gaussian pseudo-maximum likelihood estimation of fractional time series models. Zbl 1246.62186Hualde, Javier; Robinson, Peter M. 34 2011 Asymptotic theory for nonparametric regression with spatial data. Zbl 1441.62853Robinson, P. M. 34 2011 Efficient estimation of the semiparametric spatial autoregressive model. Zbl 1431.62417Robinson, P. M. 17 2010 Semiparametric inference in multivariate fractionally cointegrated systems. Zbl 1431.62385Hualde, J.; Robinson, P. M. 12 2010 Large sample inference on spatial dependence. Zbl 1182.62199Robinson, P. M. 2 2009 Inference on nonparametrically trending time series with fractional errors. Zbl 1179.62129Robinson, P. M. 1 2009 Multiple local Whittle estimation in stationary systems. Zbl 1274.62565Robinson, P. M. 34 2008 Correlation testing in time series, spatial and cross-sectional data. Zbl 1429.62412Robinson, P. M. 12 2008 Diagnostic testing for cointegration. Zbl 1418.62350Robinson, P. M. 8 2008 Finite sample performance in cointegration analysis of nonlinear time series with long memory. Zbl 1359.91027Gonçalves da Silva, Afonso; Robinson, Peter M. 1 2008 Fractional cointegration in stochastic volatility models. Zbl 1284.62556Gonçalves da Silva, Afonso; Robinson, Peter M. 1 2008 Nonparametric spectrum estimation for spatial data. Zbl 1104.62036Robinson, P. M. 13 2007 Root-\(n\)-consistent estimation of weak fractional cointegration. Zbl 1247.91138Hualde, Javier; Robinson, Peter M. 12 2007 Pseudo-maximum likelihood estimation of \(\text{ARCH}(\infty)\) models. Zbl 1113.62107Robinson, Peter M.; Zaffaroni, Paolo 33 2006 Modified Whittle estimation of multilateral models on a lattice. Zbl 1099.62108Robinson, P. M.; Sanz, J. Vidal 17 2006 Conditional-sum-of-squares estimation of models for stationary time series with long memory. Zbl 1268.62117Robinson, P. M. 5 2006 Instrumental variables estimation of stationary and non-stationary cointegrating regressions. Zbl 1096.62087Robinson, P. M.; Gerolimetto, M. 2 2006 The distance between rival nonstationary fractional processes. Zbl 1335.62143Robinson, P. M. 29 2005 Robust covariance matrix estimation: HAC estimates with long memory/antipersistence correction. Zbl 1072.62090Robinson, P. M. 21 2005 Efficiency improvements in inference on stationary and nonstationary fractional time series. Zbl 1078.62096Robinson, P. M. 16 2005 Cointegration in fractional systems with deterministic trends. Zbl 1335.62144Robinson, P. M.; Iacone, F. 11 2005 The bootstrap and the Edgeworth correction for semiparametric averaged derivatives. Zbl 1151.62319Nishiyama, Yoshihiko; Robinson, Peter M. 9 2005 Time series with long memory. Zbl 1113.62106 51 2003 Cointegration in fractional systems with unknown integration orders. Zbl 1154.91614Robinson, P. M.; Hualde, J. 38 2003 Edgeworth expansions for semiparametric Whittle estimation of long memory. Zbl 1041.62012Giraitis, L.; Robinson, P. M. 18 2003 Higher-order kernel semiparametric M-estimation of long memory. Zbl 1023.62106Robinson, Peter M.; Henry, Marc 13 2003 Denis Sargan: some perspectives. Zbl 1441.62031Robinson, P. M. 3 2003 Determination of cointegrating rank in fractional systems. Zbl 1038.62082Robinson, Peter M.; Yajima, Yoshihiro 45 2002 Adapting to unknown disturbance autocorrelation in regression with long memory. Zbl 1141.62340Hidalgo, Javier; Robinson, Peter M. 10 2002 Semiparametric fractional cointegration analysis. Zbl 0980.62081Marinucci, D.; Robinson, P. M. 55 2001 Narrow-band analysis of nonstationary processes. Zbl 1012.62100Robinson, P. M.; Marinucci, D. 37 2001 Gaussian estimation of parametric spectral density with unknown pole. Zbl 1012.62098Giraitis, L.; Hidalgo, J.; Robinson, P. M. 37 2001 Edgeworth expansions for spectral density estimates and studentized sample mean. Zbl 1018.62013Velasco, Carlos; Robinson, Peter M. 33 2001 Whittle estimation of ARCH models. Zbl 1051.62074Giraitis, Liudas; Robinson, Peter M. 30 2001 The memory of stochastic volatility models. Zbl 0966.62079Robinson, P. M. 28 2001 Weak convergence of multivariate fractional processes. Zbl 1028.60030Marinucci, D.; Robinson, P. M. 66 2000 Whittle pseudo-maximum likelihood estimation for nonstationary time series. Zbl 1008.62087Velasco, Carlos; Robinson, Peter M. 59 2000 A model for long memory conditional heteroscedasticity. Zbl 1084.62516Giraitis, Liudas; Robinson, Peter M.; Surgailis, Donatas 46 2000 Semiparametric inference in seasonal and cyclical long memory processes. Zbl 0974.62079Arteche, Josu; Robinson, Peter M. 34 2000 The average periodogram for nonstationary vector time series. Zbl 0966.62061Robinson, P. M.; Marinucci, D. 13 2000 Edgeworth expansions for semiparametric averaged derivatives. Zbl 1022.62013Nishiyama, Y.; Robinson, P. M. 13 2000 Adaptive semiparametric estimation of the memory parameter. Zbl 1065.62513Giraitis, Liudas; Robinson, Peter M.; Samarov, Alexander 13 2000 Alternative forms of fractional Brownian motion. Zbl 0934.60071Marinucci, D.; Robinson, P. M. 82 1999 Long and short memory conditional heteroskedasticity in estimating the memory parameter of levels. Zbl 1054.62584Robinson, P. M.; Henry, M. 18 1999 Variance-type estimation of long memory. Zbl 0955.62090Giraitis, Liudas; Robinson, Peter M.; Surgailis, Donatas 11 1999 Seasonal and cyclical long memory. Zbl 1069.62539Arteche, Josu; Robinson, Peter M. 9 1999 A nonparametric test for I\((0)\). Zbl 0910.90070Lobato, Ignacio N.; Robinson, Peter M. 30 1998 Inference-without-smoothing in the presence of nonparametric autocorrelation. Zbl 1055.62575Robinson, P. M. 13 1998 Nonlinear time series with long memory: A model for stochastic volatility. Zbl 0937.62109Robinson, Peter M.; Zaffaroni, Paolo 13 1998 Large-sample inference for nonparametric regression with dependent errors. Zbl 0882.62039Robinson, P. M. 83 1997 Time series regression with long-range dependence. Zbl 0870.62072Robinson, P. M.; Hidalgo, F. J. 47 1997 Testing of unit root and other nonstationary hypotheses in macroeconomic time series. Zbl 0945.62122Gil-Alaña, L. A.; Robinson, P. M. 43 1997 Rate optimal semiparametric estimation of the memory parameter of the Gaussian time series with long-range dependence. Zbl 0870.62073Giraitis, Liudas; Robinson, Peter M.; Samarov, Alexander 28 1997 Modelling nonlinearity and long memory in time series. Zbl 1051.62086Robinson, Peter M.; Zaffaroni, Paolo 9 1997 Autocorrelation-robust inference. Zbl 0911.62084Robinson, P. M.; Velasco, C. 9 1997 Averaged periodogram estimation of long memory. Zbl 0854.62088Lobato, I.; Robinson, P. M. 43 1996 Testing for structural change in a long-memory environment. Zbl 0834.62084Hidalgo, Javier; Robinson, Peter M. 23 1996 Optimal spectral bandwidth for long memory. Zbl 0839.62087Delgado, Miguel A.; Robinson, Peter M. 5 1996 Semiparametric exploration of long memory in stock prices. Zbl 0848.62061Lee, David K. C.; Robinson, Peter M. 2 1996 Approximate monotonicity: Theory and applications. Zbl 0865.26006Elsken, T.; Pearson, D. B.; Robinson, P. M. 2 1996 Optimal spectral kernel for long-range dependent time series. Zbl 0903.62074Delgado, Miguel A.; Robinson, Peter M. 1 1996 Estimation of second-order properties from jittered time series. Zbl 0857.62092Thomson, Peter J.; Robinson, Peter M. 1 1996 Gaussian semiparametric estimation of long range dependence. Zbl 0843.62092Robinson, P. M. 310 1995 Log-periodogram regression of time series with long range dependence. Zbl 0838.62085Robinson, P. M. 252 1995 The normal approximation for semiparametric averaged derivatives. Zbl 0829.62023Robinson, P. M. 9 1995 Nearest-neighbour estimation of semiparametric regression models. Zbl 0873.62043Robinson, P. M. 8 1995 The approximate distribution of nonparametric regression estimates. Zbl 0819.62035Robinson, P. M. 1 1995 Semiparametric analysis of long-memory time series. Zbl 0795.62082Robinson, P. M. 117 1994 Efficient tests of nonstationary hypotheses. Zbl 0813.62016Robinson, P. M. 103 1994 Rates of convergence and optimal spectral bandwidth for long range dependence. Zbl 0801.60030Robinson, P. M. 34 1994 Semiparametric estimation from time series with long-range dependence. Zbl 0808.62081Cheng, Bing; Robinson, P. M. 17 1994 A class of estimators for the mean of a finite population using auxiliary information. Zbl 0844.62013Robinson, P. M. 1 1994 Highly insignificant \(F\)-ratios. Zbl 0771.62020Robinson, P. M. 3 1993 The estimation of transformation models. Zbl 0826.62018Robinson, P. M. 2 1993 Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression. Zbl 0734.62070Robinson, P. M. 121 1991 Consistent nonparametric entropy-based testing. Zbl 0719.62055Robinson, P. M. 62 1991 Automatic frequency domain inference on semiparametric and nonparametric models. Zbl 0779.62037Robinson, P. M. 45 1991 Best nonlinear three-stage least squares estimation of certain econometric models. Zbl 0729.62106Robinson, P. M. 17 1991 Density estimation in strongly dependent nonlinear time series. Zbl 0823.62031Cheng, Bing; Robinson, P. M. 11 1991 Nonparametric function estimation for long memory time series. Zbl 0850.62349Robinson, Peter M. 9 1991 Semiparametric and nonparametric inference from irregular observations on continuous time stochastic processes. Zbl 0727.62080Stoyanov, J. M.; Robinson, P. M. 2 1991 Hypothesis testing in semiparametric and nonparametric models for econometric time series. Zbl 0681.62101Robinson, P. M. 43 1989 ...and 43 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 2,098 Authors 79 Robinson, Peter Michael 38 Linton, Oliver Bruce 36 Gil-Alana, Luis Alberiko 30 Hidalgo, Javier 29 Gao, Jiti 29 Surgailis, Donatas 27 Phillips, Peter Charles Bonest 26 Li, Qi 24 Giraitis, Liudas 24 Nielsen, Morten Ørregaard 22 Velasco, Carlos I. Hoyos 20 You, Jinhong 19 Wang, Lihong 17 Beran, Jan 17 Taqqu, Murad S. 16 Koul, Hira Lal 15 Arteche, Josu 15 Tran, Lanh Tat 14 Bardet, Jean-Marc 14 Boente, Graciela 14 Doukhan, Paul 14 Masry, Elias 14 Schick, Anton 13 Chan, Ngai Hang 13 Delgado, Miguel Ángel 13 Hassler, Uwe 13 Hualde, Javier 13 Liang, Hua 13 Reisen, Valdério Anselmo 13 Xiao, Zhijie 12 Cai, Zongwu 12 Hurvich, Clifford M. 12 Sibbertsen, Philipp 12 Soulier, Philippe 12 Su, Liangjun 12 Wu, Wei Biao 12 Zaffaroni, Paolo 10 Aneiros-Pérez, Germán 10 Fan, Yanqin 10 Francq, Christian 10 Hsiao, Cheng 10 Lu, Zudi 10 Roueff, François 10 Sun, Yixiao 10 Tjøstheim, Dag B. 9 Chen, Xiaohong 9 Duchesne, Pierre 9 Escanciano, Juan Carlos 9 González-Manteiga, Wenceslao 9 Iacone, Fabrizio 9 Kokoszka, Piotr S. 9 Moulines, Eric 9 Palma, Wilfredo 9 Philippe, Anne 9 Pipiras, Vladas 9 Shao, Xiaofeng 9 Zhou, Yong 8 Caporale, Guglielmo Maria 8 Chen, Gemai 8 Didier, Gustavo 8 Ghosh, Sucharita 8 Härdle, Wolfgang Karl 8 Hong, Yongmiao 8 Lee, Lung-Fei 8 Leipus, Remigijus 8 Lieberman, Offer 8 Marinucci, Domenico 8 Shimotsu, Katsumi 8 Taniguchi, Masanobu 8 Taylor, A. M. Robert 8 Ullah, Aman 7 Bianco, Ana M. 7 Guégan, Dominique 7 Hili, Ouagnina 7 Jacho-Chávez, David Tomás 7 Leonenko, Nikolai N. 7 Leybourne, Stephen J. 7 Li, Degui 7 Lobato, Ignacio Norberto 7 Racine, Jeffrey Scott 7 Ruiz-Medina, María Dolores 7 Stengos, Thanasis 7 Vieu, Philippe 7 Xiao, Yimin 7 Yao, Qiwei 7 Zakoïan, Jean-Michel 7 Zhou, Xian 6 Abadir, Karim M. 6 Baek, Changryong 6 Chambers, Marcus J. 6 Chen, Jia 6 Cui, Hengjian 6 Dalla, Violetta 6 Distaso, Walter 6 Gerolimetto, Margherita 6 Gupta, Abhimanyu 6 Hall, Peter Gavin 6 Hallin, Marc 6 Horváth, Lajos 6 Johansen, Søren Glud ...and 1,998 more Authors all top 5 Cited in 168 Serials 407 Journal of Econometrics 142 Econometric Theory 112 Journal of Statistical Planning and Inference 109 Journal of Time Series Analysis 95 The Annals of Statistics 79 Economics Letters 76 Journal of Multivariate Analysis 71 Econometric Reviews 63 Communications in Statistics. Theory and Methods 63 Computational Statistics and Data Analysis 61 Statistics & Probability Letters 56 Stochastic Processes and their Applications 48 Journal of Nonparametric Statistics 36 Electronic Journal of Statistics 35 Journal of Statistical Computation and Simulation 29 Annals of the Institute of Statistical Mathematics 27 Bernoulli 25 Statistics 22 Communications in Statistics. Simulation and Computation 21 Statistical Papers 20 The Econometrics Journal 16 The Canadian Journal of Statistics 15 Metrika 15 Computational Statistics 15 Statistical Inference for Stochastic Processes 13 Journal of Applied Statistics 12 Test 11 Journal of Economic Dynamics & Control 11 Quantitative Finance 10 Journal of the American Statistical Association 10 Statistical Methods and Applications 10 Journal of the Korean Statistical Society 9 International Journal of Theoretical and Applied Finance 9 Journal of Time Series Econometrics 8 Physica A 8 Economic Theory 8 Science China. Mathematics 7 Journal of Mathematical Analysis and Applications 7 Scandinavian Journal of Statistics 7 Statistical Science 7 Journal of Theoretical Probability 7 Australian & New Zealand Journal of Statistics 6 Lithuanian Mathematical Journal 6 Chaos, Solitons and Fractals 6 Journal of Systems Science and Complexity 6 AStA. Advances in Statistical Analysis 6 Statistics and Computing 5 Advances in Applied Probability 5 Automatica 5 Journal of Applied Probability 5 Acta Mathematicae Applicatae Sinica. English Series 5 Probability Theory and Related Fields 5 Mathematical and Computer Modelling 5 European Journal of Operational Research 5 Journal of Statistical Theory and Practice 4 Journal of Computational and Applied Mathematics 4 Kybernetika 4 Mathematics and Computers in Simulation 4 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 4 Macroeconomic Dynamics 4 Statistical Methodology 4 The Annals of Applied Statistics 4 Journal of Probability and Statistics 4 Sankhyā. Series B 4 Journal of Econometric Methods 4 Japanese Journal of Statistics and Data Science 3 The Annals of Probability 3 Statistica Neerlandica 3 Stochastic Analysis and Applications 3 Computational Economics 3 Mathematical Methods of Statistics 3 Fractals 3 Statistica Sinica 3 Acta Mathematica Sinica. English Series 3 Brazilian Journal of Probability and Statistics 3 Comptes Rendus. Mathématique. Académie des Sciences, Paris 3 Journal of Computational and Graphical Statistics 3 Sankhyā. Series A 2 International Journal of Theoretical Physics 2 Insurance Mathematics & Economics 2 Revista Colombiana de Estadística 2 International Journal of Approximate Reasoning 2 Science in China. Series A 2 Annals of Operations Research 2 The Annals of Applied Probability 2 Linear Algebra and its Applications 2 Applied Mathematics. Series B (English Edition) 2 Theory of Probability and Mathematical Statistics 2 European Journal of Control 2 Abstract and Applied Analysis 2 Studies in Nonlinear Dynamics and Econometrics 2 Chaos 2 Journal of the Royal Statistical Society. Series B. Statistical Methodology 2 Stochastic Environmental Research and Risk Assessment 2 Methodology and Computing in Applied Probability 2 Statistical Modelling 2 Statistical Methods in Medical Research 2 Advances in Difference Equations 2 Bulletin of Economic Research 2 Annals of Finance ...and 68 more Serials all top 5 Cited in 33 Fields 1,923 Statistics (62-XX) 367 Probability theory and stochastic processes (60-XX) 262 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 224 Numerical analysis (65-XX) 31 Harmonic analysis on Euclidean spaces (42-XX) 12 Geophysics (86-XX) 12 Systems theory; control (93-XX) 10 Dynamical systems and ergodic theory (37-XX) 10 Computer science (68-XX) 9 Real functions (26-XX) 9 Biology and other natural sciences (92-XX) 8 Operations research, mathematical programming (90-XX) 7 General and overarching topics; collections (00-XX) 7 History and biography (01-XX) 6 Information and communication theory, circuits (94-XX) 5 Statistical mechanics, structure of matter (82-XX) 3 Linear and multilinear algebra; matrix theory (15-XX) 3 Measure and integration (28-XX) 3 Quantum theory (81-XX) 2 Mathematical logic and foundations (03-XX) 2 Special functions (33-XX) 2 Ordinary differential equations (34-XX) 2 Difference and functional equations (39-XX) 2 Integral equations (45-XX) 1 Combinatorics (05-XX) 1 Field theory and polynomials (12-XX) 1 Functions of a complex variable (30-XX) 1 Partial differential equations (35-XX) 1 Approximations and expansions (41-XX) 1 Functional analysis (46-XX) 1 Operator theory (47-XX) 1 General topology (54-XX) 1 Mechanics of particles and systems (70-XX) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. 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