| Rescaled variance and related tests for long memory in volatility and levels. L Giraitis, P Kokoszka, R Leipus, G Teyssière Journal of Econometrics 112 (2), 265-294, 2003 | 449 | 2003 |
| Detection of multiple change-points in multivariate time series. M Lavielle, G Teyssière Lithuanian Mathematical Journal 46 (3), 287-306, 2006 | 261 | 2006 |
| Microeconomic models for long memory in the volatility of financial time series. G Teyssière, A Kirman snde 5 (4), 281-302., 2002 | 255* | 2002 |
| Adaptive detection of multiple change–points in asset price volatility. M Lavielle, G Teyssière Long Memory in Economics, Springer, Berlin, 129-156, 2007 | 149 | 2007 |
| Long Memory in Economics G Teyssière, A Kirman, ( editors) Springer Berlin, 2007 | 146* | 2007 |
| Empirical process of the squared residuals of an ARCH sequence. L Horváth, P Kokoszka, G Teyssière Annals of Statistics 29 (2), 445-469, 2001 | 94 | 2001 |
| Double long-memory financial time series. G Teyssière Working Paper. Univ. of London, UK., 1996 | 58 | 1996 |
| A LARCH (∞) vector valued process. P Doukhan, G Teyssière, P Winant Dependence in Probability and Statistics. Lecture Notes in Statistics. 187 …, 2006 | 53* | 2006 |
| Change-point detection in GARCH models: asymptotic and bootstrap tests. P Kokoszka, G Teyssière Preprint, University of Utah., 2002 | 42 | 2002 |
| Multivariate long-memory ARCH modelling for high frequency foreign exchange rates. G Teyssière Proceedings of the Second High Frequency Data in Finance Conference, Olsen …, 1998 | 42 | 1998 |
| Modelling exchange rates volatility with multivariate long memory ARCH processes. G Teyssière Working paper, Humboldt University Berlin., 1997 | 40 | 1997 |
| The increment ratio statistic. D Surgailis, G Teyssière, M Vaiciulis Journal of Multivariate Analysis 99 (3), 510-541, 2008 | 38 | 2008 |
| Testing for bubbles and change-points A Kirman, G Teyssière Journal of Economic Dynamics and Control 29 (4), 765-799, 2005 | 38 | 2005 |
| Semiparametric estimation of the intensity of long memory in conditional heteroskedasticity. L Giraitis, P Kokoszka, R Leipus, G Teyssière Statistical Inference for Stochastic Processes 3 (1), 113-128, 2000 | 36 | 2000 |
| Wavelet analysis of nonlinear long-range dependent processes. Applications to financial time series. G Teyssière, P Abry Long Memory in Economics, Springer, Berlin, 173-238, 2007 | 35 | 2007 |
| On the power of R/S-type tests under contiguous and semi-long memory alternatives. L Giraitis, P Kokoszka, R Leipus, G Teyssière Acta Applicandae Mathematicae 78 (1), 285-299, 2003 | 33 | 2003 |
| Bubbles and long-range dependence in asset prices volatilities A Kirman, G Teyssière Equilibrium, Markets and Dynamics., 307-327, 2002 | 32 | 2002 |
| Bootstrap misspecification tests for ARCH based on the empirical process of squared residuals. L Horváth, P Kokoszka, G Teyssière Journal of Statistical Computation and Simulation 74 (7), 469-485, 2004 | 31 | 2004 |
| Dependence in Probability and Statistics. G Lang, G Teyssière, ( editors) Lecture Notes in Statistics. 200, 2010 | 25* | 2010 |
| Adaptive estimation for a time inhomogeneous stochastic-volatility model. W Härdle, V Spokoiny, G Teyssière Working Paper. Humboldt University, Berlin., 1999 | 23* | 1999 |
Lajos Horvathmatematika professzora University of UtahE-mail confirmado em math.utah.edu
