Most cited documents in this series:

Year	Title	Cited
2007	Latent Variable Modelling: A Survey RePEc:bla:scjsta:v:34:y:2007:i:4:p:712-745 [Citation Analysis]	25
2006	Goodness-of-fit Procedures for Copula Models Based on the Probability Integral Transformation RePEc:bla:scjsta:v:33:y:2006:i:2:p:337-366 [Citation Analysis]	19
2003	The Cusum Test for Parameter Change in Time Series Models RePEc:bla:scjsta:v:30:y:2003:i:4:p:781-796 [Citation Analysis]	9
2003	Unsupervised Curve Clustering using B-Splines RePEc:bla:scjsta:v:30:y:2003:i:3:p:581-595 [Citation Analysis]	7
2002	Model Checks for Generalized Linear Models RePEc:bla:scjsta:v:29:y:2002:i:3:p:535-545 [Citation Analysis]	7
2006	Estimation of Integrated Volatility in Continuous-Time Financial Models with Applications to Goodness-of-Fit Testing RePEc:bla:scjsta:v:33:y:2006:i:2:p:259-278 [Citation Analysis]	7
2000	Simple and Explicit Estimating Functions for a Discretely Observed Diffusion Process RePEc:bla:scjsta:v:27:y:2000:i:1:p:65-82 [Citation Analysis]	6
2009	Posterior Analysis for Normalized Random Measures with Independent Increments RePEc:bla:scjsta:v:36:y:2009:i:1:p:76-97 [Citation Analysis]	6
2006	Conjugacy as a Distinctive Feature of the Dirichlet Process RePEc:bla:scjsta:v:33:y:2006:i:1:p:105-120 [Citation Analysis]	6
2002	Markov Beta and Gamma Processes for Modelling Hazard Rates RePEc:bla:scjsta:v:29:y:2002:i:3:p:413-424 [Citation Analysis]	6
2005	On Maximum Depth and Related Classifiers RePEc:bla:scjsta:v:32:y:2005:i:2:p:327-350 [Citation Analysis]	5
2003	Markov Properties for Acyclic Directed Mixed Graphs RePEc:bla:scjsta:v:30:y:2003:i:1:p:145-157 [Citation Analysis]	5
2001	Non-parametric Estimation of the Residual Distribution RePEc:bla:scjsta:v:28:y:2001:i:3:p:549-567 [Citation Analysis]	5
2009	Non-parametric Threshold Estimation for Models with Stochastic Diffusion Coefficient and Jumps RePEc:bla:scjsta:v:36:y:2009:i:2:p:270-296 [Citation Analysis]	5
2001	Boundary and Bias Correction in Kernel Hazard Estimation RePEc:bla:scjsta:v:28:y:2001:i:4:p:675-698 [Citation Analysis]	5
2005	The Skew-normal Distribution and Related Multivariate Families RePEc:bla:scjsta:v:32:y:2005:i:2:p:159-188 [Citation Analysis]	5
2001	Empirical Likelihood for Censored Linear Regression RePEc:bla:scjsta:v:28:y:2001:i:4:p:661-673 [Citation Analysis]	5
2000	Simultaneous Confidence Bands and Hypothesis Testing in Varying-coefficient Models RePEc:bla:scjsta:v:27:y:2000:i:4:p:715-731 [Citation Analysis]	5
2000	Autoregressive Forecasting of Some Functional Climatic Variations RePEc:bla:scjsta:v:27:y:2000:i:4:p:673-687 [Citation Analysis]	4
2000	Empirical Bayes Age-Period-Cohort Analysis of Retrospective Incidence Data RePEc:bla:scjsta:v:27:y:2000:i:3:p:415-432 [Citation Analysis]	4
2000	Multivariate Dispersion Models Generated From Gaussian Copula RePEc:bla:scjsta:v:27:y:2000:i:2:p:305-320 [Citation Analysis]	4
1999	Conditional Prior Proposals in Dynamic Models RePEc:bla:scjsta:v:26:y:1999:i:1:p:129-144 [Citation Analysis]	4
1999	Random Bernstein Polynomials RePEc:bla:scjsta:v:26:y:1999:i:3:p:373-393 [Citation Analysis]	4
2003	Graphical models for skew-normal variates RePEc:bla:scjsta:v:30:y:2003:i:1:p:129-144 [Citation Analysis]	4
2002	Computational Aspects Related to Martingale Estimating Functions for a Discretely Observed Diffusion RePEc:bla:scjsta:v:29:y:2002:i:3:p:425-440 [Citation Analysis]	4
1999	Smoothing Splines and Shape Restrictions RePEc:bla:scjsta:v:26:y:1999:i:2:p:239-252 [Citation Analysis]	4
2004	Flexible Class of Skew-Symmetric Distributions RePEc:bla:scjsta:v:31:y:2004:i:3:p:459-468 [Citation Analysis]	3
2009	Empirical Likelihood for Non-Smooth Criterion Functions RePEc:bla:scjsta:v:36:y:2009:i:3:p:413-432 [Citation Analysis]	3
2002	Constructing First Order Stationary Autoregressive Models via Latent Processes RePEc:bla:scjsta:v:29:y:2002:i:4:p:657-663 [Citation Analysis]	3
2002	Testing the Goodness of Fit of Parametric Regression Models with Random Toeplitz Forms RePEc:bla:scjsta:v:29:y:2002:i:3:p:501-533 [Citation Analysis]	3
2004	Direct and Indirect Causal Effects via Potential Outcomes RePEc:bla:scjsta:v:31:y:2004:i:2:p:161-170 [Citation Analysis]	3
2000	Delay Estimation for Some Stationary Diffusion-type Processes RePEc:bla:scjsta:v:27:y:2000:i:3:p:405-414 [Citation Analysis]	3
2001	Modelling Heterogeneity With and Without the Dirichlet Process RePEc:bla:scjsta:v:28:y:2001:i:2:p:355-375 [Citation Analysis]	3
2008	The Pearson Diffusions: A Class of Statistically Tractable Diffusion Processes RePEc:bla:scjsta:v:35:y:2008:i:3:p:438-465 [Citation Analysis]	3
2004	Local Linear Additive Quantile Regression RePEc:bla:scjsta:v:31:y:2004:i:3:p:333-346 [Citation Analysis]	3
2007	Graphical Models for Composable Finite Markov Processes RePEc:bla:scjsta:v:34:y:2007:i:1:p:169-185 [Citation Analysis]	3
2007	Semiparametric Regression with Kernel Error Model RePEc:bla:scjsta:v:34:y:2007:i:4:p:841-869 [Citation Analysis]	3
2004	Parameter Orthogonality and Bias Adjustment for Estimating Functions RePEc:bla:scjsta:v:31:y:2004:i:1:p:93-114 [Citation Analysis]	3
1999	Beta-Bernstein Smoothing for Regression Curves with Compact Support RePEc:bla:scjsta:v:26:y:1999:i:1:p:47-59 [Citation Analysis]	3
2003	Integrated OU Processes and Non-Gaussian OU-based Stochastic Volatility Models RePEc:bla:scjsta:v:30:y:2003:i:2:p:277-295 [Citation Analysis]	3
2002	Statistical Issues in Macroeconomic Modelling-super- RePEc:bla:scjsta:v:29:y:2002:i:2:p:193-213 [Citation Analysis]	3
2006	Non-parametric Estimation of Tail Dependence RePEc:bla:scjsta:v:33:y:2006:i:2:p:307-335 [Citation Analysis]	3
2001	Likelihood Asymptotics RePEc:bla:scjsta:v:28:y:2001:i:1:p:3-32 [Citation Analysis]	3
2004	Root n consistent and optimal density estimators for moving average processes RePEc:bla:scjsta:v:31:y:2004:i:1:p:63-78 [Citation Analysis]	3
2006	On the Unification of Families of Skew-normal Distributions RePEc:bla:scjsta:v:33:y:2006:i:3:p:561-574 [Citation Analysis]	3
2002	Partial Saddlepoint Approximations for Transformed Means RePEc:bla:scjsta:v:29:y:2002:i:4:p:721-731 [Citation Analysis]	3
2002	Efficient Estimation of Fixed and Time-varying Covariate Effects in Multiplicative Intensity Models RePEc:bla:scjsta:v:29:y:2002:i:1:p:57-74 [Citation Analysis]	3
2002	Empirical Likelihood-based Inference in Linear Models with Missing Data RePEc:bla:scjsta:v:29:y:2002:i:3:p:563-576 [Citation Analysis]	3
2006	Parametric Estimation for Subordinators and Induced OU Processes RePEc:bla:scjsta:v:33:y:2006:i:4:p:825-847 [Citation Analysis]	3
2005	Maximum Likelihood Estimation in a Semiparametric Logistic/Proportional-Hazards Mixture Model RePEc:bla:scjsta:v:32:y:2005:i:1:p:59-75 [Citation Analysis]	3

Citing documents used to compute impact factor 4:

Year	Title	See
2010	Nonparametric tests for pathwise properties of semimartingales RePEc:flo:wpaper:2010-02	[Citation Analysis]
2010	Speed of convergence of the threshold estimator of integrated variance RePEc:flo:wpaper:2010-03	[Citation Analysis]
2010	Identifying the Brownian Covariation from the Co-Jumps Given Discrete Observations RePEc:flo:wpaper:2010-05	[Citation Analysis]
2010	Smoothed jackknife empirical likelihood method for tail copulas RePEc:spr:testjl:v:19:y:2010:i:3:p:514-536	[Citation Analysis]

Cites in year: CiY