Edit Profile (opens in new tab) Beare, Brendan K. Compute Distance To: Compute Author ID: beare.brendan-k Published as: Beare, Brendan K. Documents Indexed: 16 Publications since 2009 Co-Authors: 7 Co-Authors with 11 Joint Publications 51 Co-Co-Authors all top 5 Co-Authors 5 single-authored 4 Seo, Juwon 3 Seo, Won-Ki 1 Dossani, Asad 1 Fang, Zheng 1 Moon, Jong-Myun 1 Toda, Alexis Akira 1 Vaynman, Igor all top 5 Serials 5 Econometric Theory 3 Journal of Time Series Analysis 2 Statistics & Probability Letters 1 Econometrica 1 Journal of Mathematical Economics 1 Physica D 1 Quantitative Finance 1 Electronic Journal of Statistics Fields 14 Statistics (62-XX) 7 Probability theory and stochastic processes (60-XX) 3 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Biology and other natural sciences (92-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 12 Publications have been cited 100 times in 75 Documents Cited by ▼ Year ▼ Copulas and temporal dependence. Zbl 1202.91271Beare, Brendan K. 29 2010 Time irreversible copula-based Markov models. Zbl 1314.62122Beare, Brendan K.; Seo, Juwon 11 2014 Vine copula specifications for stationary multivariate Markov chains. Zbl 1320.62224Beare, Brendan K.; Seo, Juwon 10 2015 Nonparametric tests of density ratio ordering. Zbl 1441.62104Beare, Brendan K.; Moon, Jong-Myun 9 2015 Measure preserving derivatives and the pricing kernel puzzle. Zbl 1231.91424Beare, Brendan K. 9 2011 Archimedean copulas and temporal dependence. Zbl 1281.62143Beare, Brendan K. 9 2012 A generalization of Hoeffding’s lemma, and a new class of covariance inequalities. Zbl 1284.62305Beare, Brendan K. 7 2009 Cointegrated linear processes in Hilbert space. Zbl 1416.62477Beare, Brendan K.; Seo, Juwon; Seo, Won-Ki 5 2017 Weak convergence of the least concave majorant of estimators for a concave distribution function. Zbl 1390.62078Beare, Brendan K.; Fang, Zheng 5 2017 Unit root testing with unstable volatility. Zbl 1402.62186Beare, Brendan K. 3 2018 Cointegrated linear processes in Bayes Hilbert space. Zbl 1450.62115Seo, Won-Ki; Beare, Brendan K. 2 2019 Randomization tests of copula symmetry. Zbl 1462.62297Beare, Brendan K.; Seo, Juwon 1 2020 Randomization tests of copula symmetry. Zbl 1462.62297Beare, Brendan K.; Seo, Juwon 1 2020 Cointegrated linear processes in Bayes Hilbert space. Zbl 1450.62115Seo, Won-Ki; Beare, Brendan K. 2 2019 Unit root testing with unstable volatility. Zbl 1402.62186Beare, Brendan K. 3 2018 Cointegrated linear processes in Hilbert space. Zbl 1416.62477Beare, Brendan K.; Seo, Juwon; Seo, Won-Ki 5 2017 Weak convergence of the least concave majorant of estimators for a concave distribution function. Zbl 1390.62078Beare, Brendan K.; Fang, Zheng 5 2017 Vine copula specifications for stationary multivariate Markov chains. Zbl 1320.62224Beare, Brendan K.; Seo, Juwon 10 2015 Nonparametric tests of density ratio ordering. Zbl 1441.62104Beare, Brendan K.; Moon, Jong-Myun 9 2015 Time irreversible copula-based Markov models. Zbl 1314.62122Beare, Brendan K.; Seo, Juwon 11 2014 Archimedean copulas and temporal dependence. Zbl 1281.62143Beare, Brendan K. 9 2012 Measure preserving derivatives and the pricing kernel puzzle. Zbl 1231.91424Beare, Brendan K. 9 2011 Copulas and temporal dependence. Zbl 1202.91271Beare, Brendan K. 29 2010 A generalization of Hoeffding’s lemma, and a new class of covariance inequalities. Zbl 1284.62305Beare, Brendan K. 7 2009 all cited Publications top 5 cited Publications all top 5 Cited by 145 Authors 8 Beare, Brendan K. 5 Longla, Martial 4 Seo, Juwon 3 Bücher, Axel 3 Quessy, Jean-François 2 Berghaus, Betina Hedwig 2 Bouezmarni, Taoufik 2 Chen, Xiaohong 2 Cuesdeanu, Horatio 2 Djongreba Ndikwa, Fidel 2 Fang, Zheng 2 Franchi, Massimo 2 Jackwerth, Jens Carsten 2 Mulinacci, Sabrina 2 Paruolo, Paolo 2 Rémillard, Bruno N. 2 Seo, Won-Ki 2 Yang, Jingping 1 Andrews, Donald Wilfrid Kao 1 Bahraoui, Tarik 1 Barone-Adesi, Giovanni 1 Bastianin, Andrea 1 Beaulieu, Carole 1 Begin, Étienne 1 Belomestny, Denis 1 Bernard, Carole L. 1 Bladt, Martin 1 Bu, Ruijun 1 Cárcamo, Javier 1 Carone, Marco 1 Chang, Yoosoon 1 Chen, Jit Seng 1 Chen, Qihui 1 Cherubini, Umberto 1 Clinet, Simon 1 Cuadras, Carles M. 1 Cuevas, Antonio 1 Czudaj, Robert L. 1 Delgado, Miguel Ángel 1 Dewan, Isha 1 Di Bernardino, Elena 1 Díaz, Walter 1 Dossani, Asad 1 Dou, Xiaoling 1 Drees, Holger 1 Durante, Fabrizio 1 Dutilleul, Pierre 1 Escanciano, Juan Carlos 1 Fang, Jun 1 Fermanian, Jean-David 1 Fokianos, Konstantinos 1 Fried, Roland 1 Fusari, Nicola 1 Garg, Mansi 1 Glonek, Max E. 1 Gobbi, Fabio 1 Green, David A. 1 Guo, Xu 1 Hadri, Kaddour 1 Han, Fang 1 Hanck, Christoph 1 Härdle, Wolfgang Karl 1 Harvey, David I. 1 Huang, Jinsheng 1 Jasiński, Krzysztof 1 Jiang, Fan 1 Kaufmann, Robert K. 1 Kharin, Yuriĭ Semenovich 1 Kim, Chang Sik 1 Kiwitt, Sebastian 1 Kojadinovic, Ivan 1 Kristensen, Dennis 1 Krüger, Daniel 1 Krymova, Ekaterina 1 Kuriki, Satoshi 1 Lee, Sokbae 1 Lemieux, Christiane 1 Lemyre, Félix Camirand 1 Leybourne, Stephen J. 1 Li, Jingyuan 1 Lin, Gwo Dong 1 Lin, Huazhen 1 Linton, Oliver Bruce 1 Liu, Dongri 1 Loaiza-Maya, Rubén 1 Longarela, Iňaki Rodríguez 1 Manera, Matteo 1 Mansor, Mahayaudin M. 1 McNeil, Alexander J. 1 Metcalfe, Andrew Viggo 1 Miller, J. Isaac 1 Min, Aleksey 1 Mira, Antonietta 1 Moon, Jong-Myun 1 Muia Nthiani, Mathias 1 Muia, Mathias Nthiani 1 Mukherjee, Rajarshi 1 Nagler, Thomas 1 Navarro, Jorge 1 Neumeyer, Natalie ...and 45 more Authors all top 5 Cited in 35 Serials 9 Journal of Econometrics 9 Econometric Theory 8 Journal of Multivariate Analysis 5 Statistics & Probability Letters 4 Electronic Journal of Statistics 3 Communications in Statistics. Theory and Methods 3 Dependence Modeling 2 The Annals of Statistics 2 Insurance Mathematics & Economics 2 Bernoulli 2 Quantitative Finance 1 The Canadian Journal of Statistics 1 Fuzzy Sets and Systems 1 Journal of Applied Probability 1 Journal of Statistical Planning and Inference 1 Mathematics of Operations Research 1 Operations Research 1 Journal of Time Series Analysis 1 Econometric Reviews 1 Journal of Theoretical Probability 1 Economics Letters 1 Computational Statistics and Data Analysis 1 Test 1 Statistical Papers 1 International Journal of Theoretical and Applied Finance 1 Extremes 1 Review of Derivatives Research 1 Journal of the Korean Statistical Society 1 Mathematics and Financial Economics 1 AStA. Advances in Statistical Analysis 1 Science China. Mathematics 1 Journal of Computational and Graphical Statistics 1 Journal of Probability and Statistics 1 Annals of Finance 1 Journal of Statistical Distributions and Applications all top 5 Cited in 7 Fields 67 Statistics (62-XX) 30 Probability theory and stochastic processes (60-XX) 19 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Numerical analysis (65-XX) 1 Astronomy and astrophysics (85-XX) 1 Geophysics (86-XX) Citations by Year