Peter M. Robinson

22.2k total citations · 6 hit papers
234 papers, 14.2k citations indexed

About

Peter M. Robinson is a scholar working on Finance, Economics and Econometrics and Statistics and Probability. According to data from OpenAlex, Peter M. Robinson has authored 234 papers receiving a total of 14.2k indexed citations (citations by other indexed papers that have themselves been cited), including 76 papers in Finance, 74 papers in Economics and Econometrics and 60 papers in Statistics and Probability. Recurrent topics in Peter M. Robinson's work include Financial Risk and Volatility Modeling (70 papers), Statistical Methods and Inference (46 papers) and Complex Systems and Time Series Analysis (41 papers). Peter M. Robinson is often cited by papers focused on Financial Risk and Volatility Modeling (70 papers), Statistical Methods and Inference (46 papers) and Complex Systems and Time Series Analysis (41 papers). Peter M. Robinson collaborates with scholars based in United Kingdom, Australia and United States. Peter M. Robinson's co-authors include David Pollard, Hannah J. White, L.A. Gil‐Alana, Carlos Velasco, H. G. Scott, Ignacio N. Lobato, Domenico Marinucci, Liudas Giraitis, Marc Henry and William T. M. Dunsmuir and has published in prestigious journals such as Nature, The Journal of Cell Biology and Journal of the American Statistical Association.

In The Last Decade

Peter M. Robinson

231 papers receiving 12.9k citations

Hit Papers

5 papers align trajectories

What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

Root-N-Consistent Semiparametric Regression

1988 1.6k citations Peter M. Robinson profile →
Convergence of Stochastic Processes.

1985 1.6k citations Peter M. Robinson et al. profile →
Gaussian Semiparametric Estimation of Long Range Dependence

1995 1.1k citations Peter M. Robinson profile →
Asymptotic Theory for Econometricians.

1988 926 citations Peter M. Robinson et al. profile →
Log-Periodogram Regression of Time Series with Long Range Dependence

1995 867 citations Peter M. Robinson profile →
Efficient Tests of Nonstationary Hypotheses

1994 680 citations Peter M. Robinson Journal of the American Statistical Association profile →

Peers

Countries citing papers authored by Peter M. Robinson

Since Specialization

Citations

This map shows the geographic impact of Peter M. Robinson'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 Peter M. Robinson with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Peter M. Robinson more than expected).

Fields of papers citing papers by Peter M. Robinson

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Peter M. Robinson. 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 Peter M. Robinson. The network helps show where Peter M. Robinson may publish in the future.

Co-authorship network of co-authors of Peter M. Robinson

This figure shows the co-authorship network connecting the top 25 collaborators of Peter M. Robinson. A scholar is included among the top collaborators of Peter M. Robinson 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 Peter M. Robinson. Peter M. Robinson 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

#	Work	Indexed citations
1	Local Whittle estimation of long‐range dependence for functional time series 2020 ·Journal of Time Series Analysis ·Degui Li, Peter M. Robinson, Han Lin Shang	14
2	Efficient Estimation of the 2007 ·SSRN Electronic Journal ·(unknown), Peter M. Robinson	1
3	Pseudo-maximum likelihood estimation of ARCH(1) models 2006 ·ArXiv.org ·Paolo Zaffaroni, Peter M. Robinson	56
4	Semiparametric Estimation of Fractional Cointegration 2006 ·Deposito Adademico Digital Universidad De Navarra (University of Navarra) ·Javier Hualde, Peter M. Robinson	3
5	Narrow-band analysis of nonstationary processes 2001 ·Project Euclid (Cornell University) ·(unknown), Peter M. Robinson	78
6	Gaussian estimation of parametric spectral density with unknown\n\t\t\t pole 2001 ·Project Euclid (Cornell University) ·Liudas Giraitis, Javier Hidalgo, Peter M. Robinson	72
7	Weak convergence of multivariate fractional processes 2000 ·Stochastic Processes and their Applications ·Domenico Marinucci, Peter M. Robinson	107
8	Variance-type estimation of long memory 1999 ·Stochastic Processes and their Applications ·Liudas Giraitis, Peter M. Robinson, Донатас Сургайлис	16
9	Semiparametric Frequency Domain Analysis of Fractional Cointegration - (Revised version forthcoming in P M Robinson: 'Time Series with Long Memory' (Oxford University Press). 1998 ·SSRN Electronic Journal ·Domenico Marinucci, Peter M. Robinson	14
10	Semiparametric frequency domain analysis of fractional cointegration 1998 ·London School of Economics and Political Science Research Online (London School of Economics and Political Science) ·Domenico Marinucci, Peter M. Robinson	10
11	Time series analysis in memory of E.J. Hannan 1996 ·Springer eBooks ·Peter M. Robinson, Murray Rosenblatt, E. J. Hannan	19
12	Semiparametric analysis of long memory time series 1994 ·London School of Economics and Political Science Research Online (London School of Economics and Political Science) ·Peter M. Robinson	271
13	Asymptotic properties of the generalized regression estimator in probability sampling 1983 ·London School of Economics and Political Science Research Online (London School of Economics and Political Science) ·Peter M. Robinson	48
14	Estimation of Time Series Models in the Presence of Missing Data 1981 ·Journal of the American Statistical Association ·William T. M. Dunsmuir, Peter M. Robinson	64
15	Asymptotic theory for time series containing missing and amplitude modulated observations 1981 ·London School of Economics and Political Science Research Online (London School of Economics and Political Science) ·Peter M. Robinson, William T. M. Dunsmuir	31
16	Practical fungal physiology. 1978 ·Andalas University Repository (Andalas University) ·Peter M. Robinson	18
17	M-I-S solar cells on amorphous silicon 1978 ·Photovoltaic Specialists Conference ·(unknown), (unknown), Peter M. Robinson	1
18	The estimation of a nonlinear moving average model 1977 ·Stochastic Processes and their Applications ·Peter M. Robinson	44
19	Estimation of a time series model from unequally spaced data 1977 ·Stochastic Processes and their Applications ·Peter M. Robinson	57
20	Paleontology and geology of the Badwater Creek area, central Wyoming. Part 3. Late Eocene Apatemyidae (Mammalia, Insectivora) from the Bad-water area 1966 ·Annals of Carnegie Museum ·Peter M. Robinson	2

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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