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  Updated February, 5 2013 465.484 documents processed, 11.198.332 references and 4.512.497 citations

 

 
 

Statistical Inference for Stochastic Processes / Springer Economics Journals

Raw citation data, Main indicators, Most cited papers , cites used to compute the impact factor (2011), Recent citations and documents published in this series in EconPapers.

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Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII
19900.080000.04
19910.080000.04
19920.080000.04
19930.090000.05
19940.10000.05
19950.190000.07
19960.230000.1
19970.290000.1
19980.29157000.11
19990.341511500.15
20000.030.43192430110010.050.17
20010.060.45161034200.17
20020.090.4615235333.30.21
20030.481563100.21
20040.55121530010.080.23
20050.571672700.24
20060.070.5412428200.22
20070.481352800.19
20080.080.5184252010.060.22
20090.030.5114131100.21
20100.060.469032200.17
20110.641302300.26
 
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
DOC: Number of documents published in year y
CIT: Number of citations to the series in year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
SC(%): Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

 

Main indicators

Most cited documents in this series:
YearTitleCited
2000The Averaged Periodogram for Nonstationary Vector Time Series
RePEc:spr:sistpr:v:3:y:2000:i:1:p:149-160 [Citation Analysis]
10
2004An Asymptotic Expansion Scheme for Optimal Investment Problems
RePEc:spr:sistpr:v:7:y:2004:i:2:p:153-188 [Citation Analysis]
7
2000Wavelet Estimator of Long-Range Dependent Processes
RePEc:spr:sistpr:v:3:y:2000:i:1:p:85-99 [Citation Analysis]
5
2001Information Criteria in Model Selection for Mixing Processes
RePEc:spr:sistpr:v:4:y:2001:i:1:p:73-98 [Citation Analysis]
5
2000Semiparametric Estimation of the Intensity of Long Memory in Conditional Heteroskedasticity
RePEc:spr:sistpr:v:3:y:2000:i:1:p:113-128 [Citation Analysis]
4
2005Exact Inference for Random Dirichlet Means
RePEc:spr:sistpr:v:8:y:2005:i:3:p:227-254 [Citation Analysis]
4
2008Consistent estimation of covariation under nonsynchronicity
RePEc:spr:sistpr:v:11:y:2008:i:1:p:93-106 [Citation Analysis]
3
2000Semiparametric Estimation of the State of a Dynamical System with Small Noise
RePEc:spr:sistpr:v:3:y:2000:i:3:p:277-288 [Citation Analysis]
3
1998Efficient Density Estimation for Ergodic Diffusion Processes
RePEc:spr:sistpr:v:1:y:1998:i:2:p:131-155 [Citation Analysis]
3
2004Identification and Inference for Multivariate Cointegrated and Ergodic Gaussian Diffusions
RePEc:spr:sistpr:v:7:y:2004:i:2:p:137-151 [Citation Analysis]
2
2001Modeling and Smoothing Unequally Spaced Sequence Data
RePEc:spr:sistpr:v:4:y:2001:i:1:p:53-71 [Citation Analysis]
2
1998Stationary Distribution Function Estimation for Ergodic Diffusion Process
RePEc:spr:sistpr:v:1:y:1998:i:1:p:61-84 [Citation Analysis]
2
2004Nonparametric Spatial Prediction
RePEc:spr:sistpr:v:7:y:2004:i:3:p:327-349 [Citation Analysis]
2
2006Estimation of Parameters for Diffusion Processes with Jumps from Discrete Observations
RePEc:spr:sistpr:v:9:y:2006:i:3:p:227-277 [Citation Analysis]
2
2001Semi-parametric Estimation of the Hölder Exponent of a Stationary Gaussian Process with Minimax Rates
RePEc:spr:sistpr:v:4:y:2001:i:3:p:283-306 [Citation Analysis]
2
2007Testing for the Mean of Random Curves: A Penalization Approach
RePEc:spr:sistpr:v:10:y:2007:i:2:p:147-163 [Citation Analysis]
2
2000Parameter Estimation and Optimal Filtering for Fractional Type Stochastic Systems
RePEc:spr:sistpr:v:3:y:2000:i:1:p:173-182 [Citation Analysis]
2
2003Sequential Estimation of the Parameters in a Trigonometric Regression Model with the Gaussian Coloured Noise
RePEc:spr:sistpr:v:6:y:2003:i:3:p:215-235 [Citation Analysis]
2
2002The Likelihood of the Parameters of a Continuous Time Vector Autoregressive Model
RePEc:spr:sistpr:v:5:y:2002:i:3:p:273-286 [Citation Analysis]
1
2007Estimating the Hurst Parameter
RePEc:spr:sistpr:v:10:y:2007:i:1:p:49-73 [Citation Analysis]
1
1998Adaptive Estimation of the Lag of a Long–memory Process
RePEc:spr:sistpr:v:1:y:1998:i:2:p:111-129 [Citation Analysis]
1
2006Estimating Some Characteristics of the Conditional Distribution in Nonparametric Functional Models
RePEc:spr:sistpr:v:9:y:2006:i:1:p:47-76 [Citation Analysis]
1
2003Partial and Recombined Estimators for Nonlinear Additive Models
RePEc:spr:sistpr:v:6:y:2003:i:2:p:155-197 [Citation Analysis]
1
2005Statistical Inference with Fractional Brownian Motion
RePEc:spr:sistpr:v:8:y:2005:i:1:p:71-93 [Citation Analysis]
1
2002Estimation of Local Smoothness Coefficients for Continuous Time Processes
RePEc:spr:sistpr:v:5:y:2002:i:1:p:65-93 [Citation Analysis]
1
2004Weighted Local Nonparametric Regression with Dependent Errors: Study of Real Private Residential Fixed Investment in the USA
RePEc:spr:sistpr:v:7:y:2004:i:1:p:69-93 [Citation Analysis]
1
2005Bayesian Inference via Filtering for a Class of Counting Processes: Application to the Micromovement of Asset Price
RePEc:spr:sistpr:v:8:y:2005:i:3:p:331-354 [Citation Analysis]
1
2003Prediction Problems for Square-Transformed Stationary Processes
RePEc:spr:sistpr:v:6:y:2003:i:1:p:43-64 [Citation Analysis]
1
2007Invariance principles for non-isotropic long memory random fields
RePEc:spr:sistpr:v:10:y:2007:i:3:p:255-282 [Citation Analysis]
1
1999Large and Moderate Deviations for Estimators of Quadratic Variational Processes of Diffusions
RePEc:spr:sistpr:v:2:y:1999:i:3:p:195-225 [Citation Analysis]
1
2004Information Criteria for Small Diffusions via the Theory of Malliavin–Watanabe
RePEc:spr:sistpr:v:7:y:2004:i:1:p:35-67 [Citation Analysis]
1
1998Can We Estimate the Densitys Derivative with Suroptimal Rate?
RePEc:spr:sistpr:v:1:y:1998:i:1:p:29-41 [Citation Analysis]
1
2005Bayesian Nonparametric Analysis for a Generalized Dirichlet Process Prior
RePEc:spr:sistpr:v:8:y:2005:i:3:p:283-309 [Citation Analysis]
1
2003On a Problem of Statistical Inference in Null Recurrent Diffusions
RePEc:spr:sistpr:v:6:y:2003:i:1:p:25-42 [Citation Analysis]
1
2004General Asymptotic Confidence Bands Based on Kernel-type Function Estimators
RePEc:spr:sistpr:v:7:y:2004:i:3:p:225-277 [Citation Analysis]
1
1998Optimal Rate for Nonparametric Estimation in Deterministic Dynamical Systems
RePEc:spr:sistpr:v:1:y:1998:i:2:p:157-173 [Citation Analysis]
1
2006M-Estimation for Discretely Observed Ergodic Diffusion Processes with Infinitely Many Jumps
RePEc:spr:sistpr:v:9:y:2006:i:2:p:179-225 [Citation Analysis]
1
2001Estimating the Parameters of a Fractional Brownian Motion by Discrete Variations of its Sample Paths
RePEc:spr:sistpr:v:4:y:2001:i:2:p:199-227 [Citation Analysis]
1
2004Asymptotic Normality of Cross-correlogram Estimates of the Response Function
RePEc:spr:sistpr:v:7:y:2004:i:1:p:1-34 [Citation Analysis]
1
2009An empirical central limit theorem with applications to copulas under weak dependence
RePEc:spr:sistpr:v:12:y:2009:i:1:p:65-87 [Citation Analysis]
1
2003Estimation of Cusp Location by Poisson Observations
RePEc:spr:sistpr:v:6:y:2003:i:1:p:1-14 [Citation Analysis]
1
2007Bootstrapping the Empirical Distribution Function of a Spatial Process
RePEc:spr:sistpr:v:10:y:2007:i:2:p:107-145 [Citation Analysis]
1
2006Asymptotic Normality of Kernel Type Density Estimators for Random Fields
RePEc:spr:sistpr:v:9:y:2006:i:2:p:161-178 [Citation Analysis]
1
2008A note on wavelet density deconvolution for weakly dependent data
RePEc:spr:sistpr:v:11:y:2008:i:2:p:207-219 [Citation Analysis]
1
2005Estimation and Simulation of Autoregressive Hilbertian Processes with Exogenous Variables
RePEc:spr:sistpr:v:8:y:2005:i:2:p:185-204 [Citation Analysis]
1

Citing documents used to compute impact factor 0:
YearTitleSee

Cites in year: CiY

Recent citations received in: 2008

YearTitleSee
2008Identifying the covariation between the diffusion parts and the co-jumps given discrete observations
RePEc:arx:papers:math/0610621
[Citation Analysis]

Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.

Source data used to compute the impact factor of RePEc series.

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