Concepedia

Robert M. de Jong

RM

27

Publications

1.7K

Citations

20

H-Index

1994

Active since

Affiliations

The Ohio State University(Current)

Michigan State University

Cardiff University

Tilburg University

University Hospital Heidelberg

Robert M. de Jong is an author at The Ohio State University specializing in statistics, engineering, and econometrics.

Top concepts

StatisticsEngineeringEconometricsBusinessEconomicsEconomic AnalysisTime Series EconometricsFinanceProbabilityStatistical Inference

Publications per year

1994–2024

27

Publications

27

Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices

Robert M. de Jong, James Davidson · Econometrica · 2000 · 185 citations

Econometric Model, Multivariate Stochastic Volatility, Engineering +10

Central Limit Theorems for Dependent Heterogeneous Random Variables

Robert M. de Jong · Econometric Theory · 1997 · 156 citations

Central Limit Theorems, Engineering, Probability Theory +6

THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS I

Robert M. de Jong, James Davidson · Econometric Theory · 2000 · 150 citations

Engineering, Integrable Probability, Stochastic Processes +13

The Bierens test under data dependence

Robert M. de Jong · Journal of Econometrics · 1996 · 125 citations

Engineering, Bierens Test, Multivariate Analysis +2

THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS II

James Davidson, Robert M. de Jong · Econometric Theory · 2000 · 118 citations

Large Deviations, Engineering, Integrable Probability +13

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