James R. Thompson
Mitre (United States)(US)
Publications by Year
Research Areas
Financial Markets and Investment Strategies, Complex Systems and Time Series Analysis, Statistical Methods and Inference, Financial Risk and Volatility Modeling, Simulation Techniques and Applications
Most-Cited Works
- → Nonparametric Density Estimation: The L 1 View.(1987)802 cited
- → Some Shrinkage Techniques for Estimating the Mean(1968)247 cited
- → Nonparametric Function Estimation, Modeling, and Simulation(1990)138 cited
- → Multifractal detrended fluctuation analysis: Practical applications to financial time series(2016)103 cited
- → Kernel density estimation revisited(1977)101 cited
- → Nonparametric Maximum Likelihood Estimation of Probability Densities by Penalty Function Methods(1975)99 cited
- → Some Nonparametric Techniques for Estimating the Intensity Function of a Cancer Related Nonstationary Poisson Process