Carsten Jentsch

841 total citations
48 papers, 458 citations indexed

About

Carsten Jentsch is a scholar working on Statistics and Probability, Finance and Economics and Econometrics. According to data from OpenAlex, Carsten Jentsch has authored 48 papers receiving a total of 458 indexed citations (citations by other indexed papers that have themselves been cited), including 27 papers in Statistics and Probability, 24 papers in Finance and 16 papers in Economics and Econometrics. Recurrent topics in Carsten Jentsch's work include Financial Risk and Volatility Modeling (22 papers), Statistical Methods and Inference (17 papers) and Monetary Policy and Economic Impact (8 papers). Carsten Jentsch is often cited by papers focused on Financial Risk and Volatility Modeling (22 papers), Statistical Methods and Inference (17 papers) and Monetary Policy and Economic Impact (8 papers). Carsten Jentsch collaborates with scholars based in Germany, United States and Austria. Carsten Jentsch's co-authors include Kurt G. Lunsford, Carsten Trenkler, Ralf Brüggemann, Christian Weiß, Suhasini Subba Rao, Markus Pauly, Dimitris N. Politis, Jens‐Peter Kreiß, Marco Meyer and Jörg Rahnenführer and has published in prestigious journals such as Journal of the American Statistical Association, American Economic Review and Biometrika.

In The Last Decade

Carsten Jentsch

42 papers receiving 440 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Carsten Jentsch Germany	11	220	150	140	137	54	48	458
Qingfeng Liu China	11	96 0.4×	143 1.0×	64 0.5×	71 0.5×	76 1.4×	28	384
Gregory Rice Canada	14	324 1.5×	272 1.8×	91 0.7×	288 2.1×	60 1.1×	41	675
Abderrahim Taamouti United Kingdom	13	256 1.2×	104 0.7×	115 0.8×	298 2.2×	52 1.0×	44	492
Victoria Zinde‐Walsh Canada	12	154 0.7×	218 1.5×	105 0.8×	150 1.1×	47 0.9×	37	421
Degui Li United Kingdom	16	433 2.0×	420 2.8×	235 1.7×	252 1.8×	87 1.6×	79	904
Yuzo Hosoya Japan	12	469 2.1×	165 1.1×	254 1.8×	278 2.0×	63 1.2×	25	773
Sergio G. Koreisha United States	13	167 0.8×	181 1.2×	228 1.6×	194 1.4×	19 0.4×	33	481
Dominik Wied Germany	15	379 1.7×	195 1.3×	170 1.2×	391 2.9×	42 0.8×	72	660
R. Deane Terrell Australia	11	193 0.9×	94 0.6×	147 1.1×	166 1.2×	42 0.8×	41	423

Countries citing papers authored by Carsten Jentsch

Since Specialization

Citations

This map shows the geographic impact of Carsten Jentsch's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Carsten Jentsch with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Carsten Jentsch more than expected).

Fields of papers citing papers by Carsten Jentsch

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Carsten Jentsch. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Carsten Jentsch. The network helps show where Carsten Jentsch may publish in the future.

Co-authorship network of co-authors of Carsten Jentsch

This figure shows the co-authorship network connecting the top 25 collaborators of Carsten Jentsch. A scholar is included among the top collaborators of Carsten Jentsch based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Carsten Jentsch. Carsten Jentsch is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Müller, Holger, et al.. (2025). The macroeconomic impact of asymmetric uncertainty shocks. The Journal of Economic Asymmetries. 31. e00410–e00410. 1 indexed citations

Jentsch, Carsten, et al.. (2025). Structural periodic vector autoregressions. Journal of Econometrics. 252. 106099–106099.

Jentsch, Carsten, et al.. (2024). LDAPrototype: a model selection algorithm to improve reliability of latent Dirichlet allocation. PeerJ Computer Science. 10. e2279–e2279. 3 indexed citations

Jentsch, Carsten, et al.. (2024). Goodness‐of‐fit testing based on graph functionals for homogeneous Erdös–Rényi graphs. Scandinavian Journal of Statistics. 52(1). 332–380. 1 indexed citations

Jentsch, Carsten, et al.. (2024). spINAR: An R Package for Semiparametric and ParametricEstimation and Bootstrapping of Integer-Valued Autoregressive (INAR)Models. The Journal of Open Source Software. 9(97). 5386–5386.

Jentsch, Carsten, et al.. (2023). Bootstrap Inference in Cointegrating Regressions: Traditional and Self-Normalized Test Statistics. Journal of Business and Economic Statistics. 42(3). 970–983. 2 indexed citations

Weiß, Christian, et al.. (2023). Partial Autocorrelation Diagnostics for Count Time Series. Entropy. 25(1). 105–105. 11 indexed citations

Fried, Roland, et al.. (2023). Online monitoring of dynamic networks using flexible multivariate control charts. Social Network Analysis and Mining. 13(1). 4 indexed citations

Jentsch, Carsten, et al.. (2023). Nearest neighbor matching: M-out-of-N bootstrapping without bias correction vs. the naive bootstrap. Econometrics and Statistics. 36. 81–89.

10.

Weiß, Christian, et al.. (2022). Novel goodness-of-fit tests for binomial count time series. Statistics. 56(5). 957–990. 2 indexed citations

11.

Jentsch, Carsten, et al.. (2022). Semiparametric estimation of INAR models using roughness penalization. Statistical Methods & Applications. 32(2). 365–400. 3 indexed citations

12.

Jentsch, Carsten, et al.. (2021). The investment narrative: Improving private investment forecasts with media data. Econstor (Econstor). 1 indexed citations

13.

Weiß, Christian, et al.. (2021). Goodness‐of‐fit tests for Poisson count time series based on the Stein–Chen identity. Statistica Neerlandica. 76(1). 35–64. 4 indexed citations

14.

Jentsch, Carsten, et al.. (2019). Empirical Characteristic Functions‐Based Estimation and Distance Correlation for Locally Stationary Processes. Journal of Time Series Analysis. 41(1). 110–133. 7 indexed citations

15.

Weiß, Christian, et al.. (2018). Guaranteed conditional ARL performance in the presence of autocorrelation. Computational Statistics & Data Analysis. 128. 367–379. 8 indexed citations

16.

Meyer, Marco, Carsten Jentsch, & Jens‐Peter Kreiß. (2017). Baxter’s inequality and sieve bootstrap for random fields. Bernoulli. 23(4B). 10 indexed citations

17.

Jentsch, Carsten & Claudia Kirch. (2015). How Much Information Does Dependence Between Wavelet Coefficients Contain?. Journal of the American Statistical Association. 111(515). 1330–1345. 2 indexed citations

18.

Jentsch, Carsten & Dimitris N. Politis. (2011). The multivariate linear process bootstrap. MADOC (University of Mannheim). 1 indexed citations

19.

Jentsch, Carsten. (2011). A new frequency domain approach of testing for covariance stationarity and for periodic stationarity in multivariate linear processes. Journal of Time Series Analysis. 33(2). 177–192. 11 indexed citations

20.

Jentsch, Carsten & Jens‐Peter Kreiß. (2010). The multiple hybrid bootstrap — Resampling multivariate linear processes. Journal of Multivariate Analysis. 101(10). 2320–2345. 21 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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