Robert Stelzer

1.1k total citations
33 papers, 557 citations indexed

About

Robert Stelzer is a scholar working on Finance, Statistics and Probability and Management Science and Operations Research. According to data from OpenAlex, Robert Stelzer has authored 33 papers receiving a total of 557 indexed citations (citations by other indexed papers that have themselves been cited), including 28 papers in Finance, 13 papers in Statistics and Probability and 10 papers in Management Science and Operations Research. Recurrent topics in Robert Stelzer's work include Stochastic processes and financial applications (21 papers), Financial Risk and Volatility Modeling (20 papers) and Probability and Risk Models (8 papers). Robert Stelzer is often cited by papers focused on Stochastic processes and financial applications (21 papers), Financial Risk and Volatility Modeling (20 papers) and Probability and Risk Models (8 papers). Robert Stelzer collaborates with scholars based in Germany, United Kingdom and Austria. Robert Stelzer's co-authors include Ole E. Barndorff–Nielsen, Christian Pigorsch, Tina Marquardt, Johannes Muhle‐Karbe, Eberhard Mayerhofer, Martin Möser, Eckhard Schlemm, Víctor Pérez‐Abreu, Mark Podolskij and Almut E. D. Veraart and has published in prestigious journals such as Journal of Applied Probability, Journal of Multivariate Analysis and Econometric Theory.

In The Last Decade

Robert Stelzer

33 papers receiving 524 citations

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Robert Stelzer Germany 14 453 193 131 86 66 33 557
Bojan Basrak Croatia 9 450 1.0× 156 0.8× 135 1.0× 139 1.6× 158 2.4× 23 581
Christian Y. Robert France 12 251 0.6× 225 1.2× 83 0.6× 169 2.0× 39 0.6× 61 498
Cecilia Mancini Italy 12 677 1.5× 317 1.6× 114 0.9× 75 0.9× 25 0.4× 33 774
Marie Kratz France 11 212 0.5× 139 0.7× 65 0.5× 122 1.4× 72 1.1× 46 440
Karsten Prause Germany 4 505 1.1× 263 1.4× 65 0.5× 90 1.0× 23 0.3× 5 573
Tina Hviid Rydberg United Kingdom 8 399 0.9× 209 1.1× 68 0.5× 69 0.8× 21 0.3× 10 476
Martin Larsson United States 9 362 0.8× 171 0.9× 56 0.4× 45 0.5× 34 0.5× 39 437
José Manuel Corcuera Spain 16 416 0.9× 159 0.8× 106 0.8× 51 0.6× 67 1.0× 40 568
Filip Lindskog Sweden 14 547 1.2× 216 1.1× 208 1.6× 297 3.5× 87 1.3× 32 819
Olivier Wintenberger France 13 340 0.8× 174 0.9× 192 1.5× 64 0.7× 56 0.8× 38 474

Countries citing papers authored by Robert Stelzer

Since Specialization
Citations

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

Fields of papers citing papers by Robert Stelzer

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Robert Stelzer. 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 Robert Stelzer. The network helps show where Robert Stelzer may publish in the future.

Co-authorship network of co-authors of Robert Stelzer

This figure shows the co-authorship network connecting the top 25 collaborators of Robert Stelzer. A scholar is included among the top collaborators of Robert Stelzer 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 Robert Stelzer. Robert Stelzer is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Stelzer, Robert, et al.. (2023). Continuous-time locally stationary time series models. Advances in Applied Probability. 55(3). 965–998. 1 indexed citations
2.
Stelzer, Robert, et al.. (2022). Inheritance of strong mixing and weak dependence under renewal sampling. Journal of Applied Probability. 60(2). 435–451. 2 indexed citations
3.
Stelzer, Robert, et al.. (2017). The Development of Lead-Free Sliding Contacts Based on Bronze-Graphite Composites through Powder Injection Moulding. Key engineering materials. 742. 205–212. 1 indexed citations
4.
Barndorff–Nielsen, Ole E., et al.. (2016). The Fascination of Probability, Statistics and their Applications : In Honour of Ole E. Barndorff-Nielsen. Springer eBooks. 3 indexed citations
5.
Podolskij, Mark, et al.. (2015). The Fascination of Probability, Statistics and their Applications. Cadmus - EUI Research Repository (European University Institute). 18 indexed citations
6.
Pérez‐Abreu, Víctor & Robert Stelzer. (2014). Infinitely divisible multivariate and matrix Gamma distributions. Journal of Multivariate Analysis. 130. 155–175. 14 indexed citations
7.
Davis, Richard A., et al.. (2013). Limit theory for the largest eigenvalues of sample covariance matrices with heavy-tails. Stochastic Processes and their Applications. 124(1). 18–50. 8 indexed citations
8.
Muhle‐Karbe, Johannes, et al.. (2012). Option Pricing in Multivariate Stochastic Volatility Models of OU Type. SIAM Journal on Financial Mathematics. 3(1). 66–94. 43 indexed citations
9.
Schlemm, Eckhard & Robert Stelzer. (2012). Quasi maximum likelihood estimation for strongly mixing state space models and multivariate Lévy-driven CARMA processes. Electronic Journal of Statistics. 6(none). 13 indexed citations
10.
Mayerhofer, Eberhard, et al.. (2011). On strong solutions for positive definite jump diffusions. Stochastic Processes and their Applications. 121(9). 2072–2086. 40 indexed citations
11.
Stelzer, Robert, et al.. (2011). Stationarity and geometric ergodicity of BEKK multivariate GARCH models. Stochastic Processes and their Applications. 121(10). 2331–2360. 49 indexed citations
12.
Stelzer, Robert, et al.. (2011). Spectral Representation of Multivariate Regularly Varying Lévy and CARMA Processes. Journal of Theoretical Probability. 26(2). 410–436. 1 indexed citations
13.
Möser, Martin & Robert Stelzer. (2011). Tail behavior of multivariate lévy-driven mixed moving average processes and supOU Stochastic Volatility Models. Advances in Applied Probability. 43(4). 1109–1135. 1 indexed citations
14.
Möser, Martin & Robert Stelzer. (2011). Tail behavior of multivariate lévy-driven mixed moving average processes and supOU Stochastic Volatility Models. Advances in Applied Probability. 43(4). 1109–1135. 11 indexed citations
15.
Pigorsch, Christian & Robert Stelzer. (2009). A multivariate Ornstein-Uhlenbeck type stochastic volatility model. Keldysh Institute Preprints. 29 indexed citations
16.
Stelzer, Robert. (2009). ON MARKOV-SWITCHING ARMA PROCESSES—STATIONARITY, EXISTENCE OF MOMENTS, AND GEOMETRIC ERGODICITY. Econometric Theory. 25(1). 43–62. 30 indexed citations
17.
Stelzer, Robert. (2007). Multivariate Markov-switching ARMA processes with regularly varying noise. Journal of Multivariate Analysis. 99(6). 1177–1190. 12 indexed citations
18.
Barndorff–Nielsen, Ole E. & Robert Stelzer. (2007). Positive-definite matrix processes of finite variation. 27(1). 3–43. 36 indexed citations
19.
Stelzer, Robert. (2007). Multivariate Continuous time stochastic volatility models driven by a Lévy process. mediaTUM – the media and publications repository of the Technical University Munich (Technical University Munich). 4 indexed citations
20.
Marquardt, Tina & Robert Stelzer. (2006). Multivariate CARMA processes. Stochastic Processes and their Applications. 117(1). 96–120. 51 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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