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researcher

I. Berkes

32 papers hereh-index 396.3k citations207 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author2
  • first author19
  • middle author10

Across the 31 of 32 papers where every author was matched, so the position is known.

fields
  • math.NT10
  • math.PR9
  • math.ST5
  • math.CA4
  • math.FA3
  • stat.ME1

identity via Semantic Scholar / OpenAlex

activity
20042026
most citedThe efficiency of the estimators of the parameters in GARCH processes

182 citations · 508 across the 28 of their papers we have counts for

collaborators
Showing 2014 · math.PRShow all

1 paper · 2 filters

math.PR2014★ 71 cited

Komlós-Major-Tusnády approximation under dependence

István Berkes, Weidong Liu, Wei Biao Wu

The celebrated results of Komlós, Major and Tusnády [Z. Wahrsch. Verw. Gebiete 32 (1975) 111-131; Z. Wahrsch. Verw. Gebiete 34 (1976) 33-58] give optimal Wiener approximation for t…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.