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Pentti Saikkonen

Pentti Saikkonen

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Mathematics
Finland
2026

D-Index & Metrics

Mathematics

D-Index
45
Citations
11034
World Ranking
1441
National Ranking
6

Pentti Saikkonen publication distribution in Mathematics in 2026

The chart shows the distribution of publications by all Research.com ranked scientists in the field of Mathematics in 2026. The highlighted bar marks where Pentti Saikkonen sits on this spectrum.

42–46 publications: 3 scientists 47–51 publications: 5 scientists 52–56 publications: 7 scientists 57–61 publications: 20 scientists 62–66 publications: 14 scientists 67–71 publications: 25 scientists 72–76 publications: 19 scientists 77–81 publications: 35 scientists 82–86 publications: 50 scientists 87–91 publications: 60 scientists 92–96 publications: 86 scientists 97–101 publications: 84 scientists 102–106 publications: 83 scientists 107–111 publications: 90 scientists 112–116 publications: 99 scientists 117–121 publications: 90 scientists 122–126 publications: 91 scientists 127–131 publications: 109 scientists 132–136 publications: 110 scientists 137–141 publications: 98 scientists 142–146 publications: 112 scientists 147–151 publications: 102 scientists 152–156 publications: 88 scientists 157–161 publications: 106 scientists 162–166 publications: 83 scientists 167–171 publications: 102 scientists 172–176 publications: 77 scientists 177–181 publications: 81 scientists 182–186 publications: 78 scientists 187–191 publications: 71 scientists 192–196 publications: 92 scientists 197–201 publications: 64 scientists 202–206 publications: 69 scientists 207–211 publications: 64 scientists 212–216 publications: 62 scientists 217–221 publications: 58 scientists 222–226 publications: 53 scientists 227–231 publications: 50 scientists 232–236 publications: 46 scientists 237–241 publications: 46 scientists 242–246 publications: 46 scientists 247–251 publications: 43 scientists 252–256 publications: 29 scientists 257–261 publications: 45 scientists 262–266 publications: 30 scientists 267–271 publications: 33 scientists 272–276 publications: 34 scientists 277–281 publications: 30 scientists 282–286 publications: 31 scientists 287–291 publications: 21 scientists 292–296 publications: 34 scientists 297–301 publications: 26 scientists 302–306 publications: 10 scientists 307–311 publications: 17 scientists 312–316 publications: 23 scientists 317–321 publications: 13 scientists 322–326 publications: 16 scientists 327–331 publications: 26 scientists 332–336 publications: 13 scientists 337–341 publications: 13 scientists 342–346 publications: 16 scientists 347–351 publications: 17 scientists 352–356 publications: 12 scientists 357–361 publications: 18 scientists 362–366 publications: 18 scientists 367–371 publications: 9 scientists 372–376 publications: 11 scientists 377–381 publications: 8 scientists 382–386 publications: 8 scientists 387–391 publications: 9 scientists 392–396 publications: 9 scientists 397–401 publications: 8 scientists 402–406 publications: 11 scientists 407–411 publications: 6 scientists 412–416 publications: 6 scientists 417–421 publications: 9 scientists 422–426 publications: 8 scientists 427–431 publications: 5 scientists 432–436 publications: 8 scientists 437–441 publications: 8 scientists 442–446 publications: 4 scientists 447–451 publications: 4 scientists 452–456 publications: 4 scientists 457–461 publications: 2 scientists 462–466 publications: 2 scientists 467–471 publications: 4 scientists 472–476 publications: 3 scientists 477–481 publications: 3 scientists 482–486 publications: 6 scientists 487–491 publications: 3 scientists 492–496 publications: 5 scientists 497–501 publications: 5 scientists 502–506 publications: 1 scientists 507–511 publications: 6 scientists 512–516 publications: 4 scientists 517–521 publications: 1 scientists 522–526 publications: 3 scientists 527–531 publications: 1 scientists 532–536 publications: 4 scientists 537+ publications: 100 scientists
42 publications 537+

This scientist: 126 publications — 24th percentile

24% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 537 publications or more.

Pentti Saikkonen D-index placement in Mathematics in 2026

The chart shows the D-index (discipline H-index) distribution of Mathematics scientists ranked by Research.com in 2026. The highlighted bar marks where Pentti Saikkonen sits on this spectrum.

30 D-Index: 174 scientists 31 D-Index: 151 scientists 32 D-Index: 174 scientists 33 D-Index: 117 scientists 34 D-Index: 136 scientists 35 D-Index: 127 scientists 36 D-Index: 145 scientists 37 D-Index: 153 scientists 38 D-Index: 150 scientists 39 D-Index: 150 scientists 40 D-Index: 138 scientists 41 D-Index: 136 scientists 42 D-Index: 93 scientists 43 D-Index: 108 scientists 44 D-Index: 115 scientists 45 D-Index: 112 scientists 46 D-Index: 103 scientists 47 D-Index: 75 scientists 48 D-Index: 59 scientists 49 D-Index: 67 scientists 50 D-Index: 60 scientists 51 D-Index: 57 scientists 52 D-Index: 59 scientists 53 D-Index: 62 scientists 54 D-Index: 60 scientists 55 D-Index: 50 scientists 56 D-Index: 42 scientists 57 D-Index: 54 scientists 58 D-Index: 50 scientists 59 D-Index: 42 scientists 60 D-Index: 41 scientists 61 D-Index: 35 scientists 62 D-Index: 40 scientists 63 D-Index: 21 scientists 64 D-Index: 31 scientists 65 D-Index: 27 scientists 66 D-Index: 29 scientists 67 D-Index: 19 scientists 68 D-Index: 25 scientists 69 D-Index: 17 scientists 70 D-Index: 18 scientists 71 D-Index: 12 scientists 72 D-Index: 14 scientists 73 D-Index: 13 scientists 74 D-Index: 18 scientists 75 D-Index: 9 scientists 76 D-Index: 11 scientists 77 D-Index: 10 scientists 78 D-Index: 9 scientists 79 D-Index: 16 scientists 80 D-Index: 12 scientists 81 D-Index: 10 scientists 82 D-Index: 5 scientists 83 D-Index: 5 scientists 84 D-Index: 13 scientists 85 D-Index: 6 scientists 86+ D-Index: 99 scientists
30 D-Index 86+

This scientist: 45 D-Index — 61st percentile

61% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 86 D-Index or more.

Research.com Recognitions

  • 2026 - Research.com Mathematics in Finland Leader Award
  • 2025 - Research.com Mathematics in Finland Leader Award

Overview

Pentti Saikkonen is affiliated with the University of Helsinki in Finland. Their primary research spans the fields of Mathematics and Economics, Econometrics and Finance, with a focus on Statistics and Probability, Finance, Artificial Intelligence, and broader areas in Economics and Econometrics.

The scientist's work addresses topics including Financial Risk and Volatility Modeling, Bayesian Methods and Mixture Models, Statistical Distribution Estimation and Applications, Statistical Methods and Inference, Market Dynamics and Volatility, Monetary Policy and Economic Impact, and Statistical Methods and Bayesian Inference.

Notable recent publications include:

  • Testing identification via heteroskedasticity in structural vector autoregressive models, 2020, Econometrics Journal
  • A mixture autoregressive model based on Student's t-distribution, 2021, Communication in Statistics- Theory and Methods
  • Subgeometric ergodicity and β-mixing, 2021, Journal of Applied Probability
  • Testing for observation-dependent regime switching in mixture autoregressive models, 2020, Journal of Econometrics
  • A mixture autoregressive model based on Student's t-distribution, 2021, OPAL (Open@LaTrobe) (La Trobe University)

Frequent co-authors of Pentti Saikkonen include:

  • Mika Meitz
  • Helmut Lütkepohl
  • Aleksei Netšunajev
  • Daniel Preve

Publications have appeared in venues such as:

  • Econometrics Journal
  • Communication in Statistics- Theory and Methods
  • Journal of Applied Probability
  • Journal of Econometrics
  • OPAL (Open@LaTrobe) (La Trobe University)

Best Publications

  • Testing linearity against smooth transition autoregressive models

    Ritva Luukkonen;Pentti Saikkonen;Timo Teräsvirta

  • Asymptotically Efficient Estimation of Cointegration Regressions

    Pentti Saikkonen

  • Estimation and Testing of Cointegrated Systems by an Autoregressive Approximation

    Pentti Saikkonen

  • TESTING FOR A UNIT ROOT IN A TIME SERIES WITH A LEVEL SHIFT AT UNKNOWN TIME

    Pentti Saikkonen;Helmut Lütkepohl

  • Comparison of unit root tests for time series with level shifts

    Markku Lanne;Helmut Lütkepohl;Pentti Saikkonen

  • Predicting U.S. Recessions with Dynamic Binary Response Models

    Heikki Kauppi;Pentti Saikkonen

  • Maximum Eigenvalue versus Trace Tests for the Cointegrating Rank of a VAR Process

    Helmut Lütkepohl;Pentti Saikkonen;Carsten Trenkler

  • Testing for the cointegrating rank of a VAR process with structural shifts

    Pentti Saikkonen;Helmut Lütkepohl

  • Identification and estimation of non-Gaussian structural vector autoregressions ☆

    Markku Lanne;Mika Harri Meitz;Pentti Juhani Saikkonen

  • Testing for the Cointegrating Rank of a VAR Process with an Intercept

    Pentti Saikkonen;Helmut Lütkepohl

  • Test Procedures for Unit Roots in Time Series with Level Shifts at Unknown Time

    Markku Lanne;Helmut Lütkepohl;Pentti Saikkonen

  • Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time

    Helmut Lütkepohl;Pentti Saikkonen;Carsten Trenkler

  • Testing linearity in univariate, time series models

    R. Luukkonen;P. Saikkonen;T. Terasvirta

  • Trend Adjustment Prior to Testing for the Cointegrating Rank of a Vector Autoregressive Process

    Pentti Saikkonen;Helmut Lutkepohl

  • Cointegrating Smooth Transition Regressions

    Pentti Saikkonen;In Choi

  • A Multivariate Generalized Orthogonal Factor GARCH Model

    Markku Lanne;Pentti Saikkonen

  • Testing cointegration in infinite order vector autoregressive processes

    Pentti Saikkonen;Ritva Luukkonen

  • Testing for a Moving Average Unit Root in Autoregressive Integrated Moving Average Models

    Pentti Saikkonen;Ritva Luukkonen

  • A REVIEW OF SYSTEMS COINTEGRATION TESTS

    Kirstin Hubrich;Helmut Lütkepohl;Pentti Saikkonen

  • Testing linearity in cointegrating smooth transition regressions

    In Choi;Pentti Saikkonen

  • Comparison of Unit Root Tests for Time Series with Level Shifts

    Markku Lanne;Helmut Luetkepohl;Helmut Luetkepohl;Pentti Saikkonen

Frequent Co-Authors

Helmut Lütkepohl
Helmut Lütkepohl Freie Universität Berlin
Timo Teräsvirta
Timo Teräsvirta Aarhus University

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