Last updated July, 3 2014 639.049 documents processed, 16.613.935 references and 6.218.529 citations

Statistical Inference for Stochastic Processes / Springer


[Raw data] [Main indicators] [Most cited papers] [cites used to compute the impact factor] [Recent citations ][documents published in EconPapers] [Keep updated about new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators


Raw data:


IF AIF DOC CDO CCU CIF CIT D2Y C2Y %SC CiY II AII
19900.09000000.04
19910.09000000.04
19920.09000000.04
19930.1000000.05
19940.11000000.05
19950.2000000.08
19960.24000000.1
19970.3010000.11
19980.291515013000.11
19990.34153010.0361500.15
20000.030.42194920.044330110010.050.16
20010.060.44166550.082034200.17
20020.090.45158030.041335333.30.2
20030.47159580.08103100.2
20040.030.5312107100.0935301010.080.22
20050.040.561612380.071227100.23
20060.110.5512135100.0724283010.080.22
20070.070.4713148150.1828200.19
20080.080.518166150.0912252010.060.21
20090.060.5114180280.16931200.21
20100.090.4713193180.09932300.17
20110.5513206220.1132700.22
20120.120.6713219290.13226366.710.080.26
20130.120.9214233450.19126300.34
20140.040.689242140.06027100.24
 
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published 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

 

Most cited documents in this series:


YearTitleCited
2004An Asymptotic Expansion Scheme for Optimal Investment Problems. (2004). Takahashi, Akihiko ; Yoshida, Nakahiro . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:7:y:2004:i:2:p:153-188.

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18
2006Estimation of Parameters for Diffusion Processes with Jumps from Discrete Observations. (2006). Yoshida, Nakahiro ; Shimizu, Yasutaka . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:9:y:2006:i:3:p:227-277.

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11
2000The Averaged Periodogram for Nonstationary Vector Time Series. (2000). Marinucci, D. ; Robinson, P. M.. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:3:y:2000:i:1:p:149-160.

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10
2000Wavelet Estimator of Long-Range Dependent Processes. (2000). Moulines, E. ; Soulier, P. ; Bardet, J. ; Lang, G.. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:3:y:2000:i:1:p:85-99.

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9
2006Estimating Some Characteristics of the Conditional Distribution in Nonparametric Functional Models. (2006). Laksaci, Ali ; VIEU, Philippe ; Ferraty, Frederic . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:9:y:2006:i:1:p:47-76.

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7
2002Statistical Analysis of the Fractional Ornstein–Uhlenbeck Type Process. (2002). Le Breton, A. ; Kleptsyna, M. L.. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:5:y:2002:i:3:p:229-248.

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7
2005Exact Inference for Random Dirichlet Means. (2005). Ongaro, Andrea ; Hjort, Nils. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:8:y:2005:i:3:p:227-254.

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6
2001Semi-parametric Estimation of the Hölder Exponent of a Stationary Gaussian Process with Minimax Rates. (2001). Roueff, Franois ; Lang, Gabriel. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:4:y:2001:i:3:p:283-306.

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6
2004Information Criteria for Small Diffusions via the Theory of Malliavin–Watanabe. (2004). Uchida, Masayuki ; Yoshida, Nakahiro . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:7:y:2004:i:1:p:35-67.

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6
2001Information Criteria in Model Selection for Mixing Processes. (2001). Uchida, Masayuki ; Yoshida, Nakahiro . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:4:y:2001:i:1:p:73-98.

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6
1998Efficient Density Estimation for Ergodic Diffusion Processes. (1998). Yu. Kutoyants, . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:1:y:1998:i:2:p:131-155.

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5
2000The Generalized Multifractional Brownian Motion. (2000). Ayache, Antoine ; Vehel, Jacques. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:3:y:2000:i:1:p:7-18.

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5
2004General Asymptotic Confidence Bands Based on Kernel-type Function Estimators. (2004). Mason, David ; Deheuvels, Paul . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:7:y:2004:i:3:p:225-277.

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5
2001Estimating the Parameters of a Fractional Brownian Motion by Discrete Variations of its Sample Paths. (2001). Coeurjolly, Jean-Franois . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:4:y:2001:i:2:p:199-227.

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5
2009An empirical central limit theorem with applications to copulas under weak dependence. (2009). Lang, Gabriel ; Doukhan, Paul ; Fermanian, Jean-David . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:12:y:2009:i:1:p:65-87.

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4
2004Nonparametric Spatial Prediction. (2004). Cadre, Benoit ; Biau, Gerard . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:7:y:2004:i:3:p:327-349.

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4
2008On large deviations in testing Ornstein–Uhlenbeck-type models. (2008). Gapeev, Pavel ; Kuchler, Uwe . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:11:y:2008:i:2:p:143-155.

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4
2000Semiparametric Estimation of the Intensity of Long Memory in Conditional Heteroskedasticity. (2000). Giraitis, Liudas ; TEYSSIeRE, Gilles ; Leipus, Remigijus ; Kokoszka, Piotr . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:3:y:2000:i:1:p:113-128.

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4
2000Semiparametric Bootstrap Approach to Hypothesis Tests and Confidence Intervals for the Hurst Coefficient. (2000). Härdle, Wolfgang ; Hall, Peter ; Hardle, Wolfgang ; Kleinow, Torsten ; Schmidt, Peter . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:3:y:2000:i:3:p:263-276.

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4
2000Parameter Estimation and Optimal Filtering for Fractional Type Stochastic Systems. (2000). Le Breton, A. ; Kleptsyna, M. L. ; M.-C. Roubaud, . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:3:y:2000:i:1:p:173-182.

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4
2004Asymptotic Expansion for Small Diffusions Applied to Option Pricing. (2004). Uchida, Masayuki ; Yoshida, Nakahiro . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:7:y:2004:i:3:p:189-223.

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4
2008Consistent estimation of covariation under nonsynchronicity. (2008). Kusuoka, Shigeo ; Hayashi, Takaki . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:11:y:2008:i:1:p:93-106.

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4
2004Identification and Inference for Multivariate Cointegrated and Ergodic Gaussian Diffusions. (2004). Rahbek, Anders ; Kessler, M.. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:7:y:2004:i:2:p:137-151.

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3
2000Semiparametric Estimation of the State of a Dynamical System with Small Noise. (2000). Iacus, Stefano. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:3:y:2000:i:3:p:277-288.

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3
2006Asymptotically Efficient Sequential Kernel Estimates of the Drift Coefficient in Ergodic Diffusion Processes. (2006). Galtchouk, L. ; Pergamenshchikov, S.. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:9:y:2006:i:1:p:1-16.

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3
2010Asymptotic properties of MLE for partially observed fractional diffusion system. (2010). Brouste, Alexandre ; Kleptsyna, Marina . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:13:y:2010:i:1:p:1-13.

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3
2006M-Estimation for Discretely Observed Ergodic Diffusion Processes with Infinitely Many Jumps. (2006). Shimizu, Yasutaka . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:9:y:2006:i:2:p:179-225.

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3
1998Stationary Distribution Function Estimation for Ergodic Diffusion Process. (1998). Negri, Ilia . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:1:y:1998:i:1:p:61-84.

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3
1999Large and Moderate Deviations for Estimators of Quadratic Variational Processes of Diffusions. (1999). Guillin, Arnaud ; Wu, Liming ; Djellout, Hacene. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:2:y:1999:i:3:p:195-225.

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3
2007Estimating the Hurst Parameter. (2007). Berzin, Corinne ; Leon, Jose. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:10:y:2007:i:1:p:49-73.

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2
2001Modeling and Smoothing Unequally Spaced Sequence Data. (2001). Jong, Piet ; Mazzi, Sonia. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:4:y:2001:i:1:p:53-71.

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2
1998Note on Functional Large Deviation Principle for Fractional ARIMA Processes. (1998). Broniatowski, Michel ; Barbe, Philippe . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:1:y:1998:i:1:p:17-27.

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2
2003Sequential Estimation of the Parameters in a Trigonometric Regression Model with the Gaussian Coloured Noise. (2003). Pergamenshchikov, S. ; Konev, V.. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:6:y:2003:i:3:p:215-235.

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2
2010New tests for jumps in semimartingale models. (2010). Podolskij, Mark ; Ziggel, D.. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:13:y:2010:i:1:p:15-41.

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2
2003On Uniform Laws of Large Numbers for Ergodic Diffusions and Consistency of Estimators. (2003). van Zanten, Harry . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:6:y:2003:i:2:p:199-213.

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2
2009Maximum likelihood estimation in processes of Ornstein-Uhlenbeck type. (2009). Tuerlinckx, Francis ; Schoutens, Wim ; Valdivieso, Luis . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:12:y:2009:i:1:p:1-19.

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2
1998Asymptotic Expansion of M ‐Estimator Over Wiener Space. (1998). Yoshida, Nakahiro ; Sakamoto, Yuji. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:1:y:1998:i:1:p:85-103.

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2
2007Testing for the Mean of Random Curves: A Penalization Approach. (2007). Mas, Andre . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:10:y:2007:i:2:p:147-163.

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2
2003Asymptotically Efficient Estimation of the Derivative of the Invariant Density. (2003). Dalalyan, Arnak ; Kutoyants, Yury . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:6:y:2003:i:1:p:89-107.

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2
2000Approximation of Some Gaussian Processes. (2000). Montseny, G. ; Carmona, Philippe ; Coutin, Laure . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:3:y:2000:i:1:p:161-171.

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2
2005Bayesian Nonparametric Analysis for a Generalized Dirichlet Process Prior. (2005). Lijoi, Antonio ; Mena, Ramses ; Prunster, Igor . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:8:y:2005:i:3:p:283-309.

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2
2009Test for parameter change in discretely observed diffusion processes. (2009). Song, Junmo ; Lee, Sangyeol . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:12:y:2009:i:2:p:165-183.

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2
2011Quasi-likelihood analysis for the stochastic differential equation with jumps. (2011). Yoshida, N. ; Ogihara, T.. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:14:y:2011:i:3:p:189-229.

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2
2003Prediction Problems for Square-Transformed Stationary Processes. (2003). Choi, In-Bong ; Taniguchi, Masanobu . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:6:y:2003:i:1:p:43-64.

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1
2008Parameter estimation for stochastic equations with additive fractional Brownian sheet. (2008). Sottinen, Tommi ; Tudor, Ciprian. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:11:y:2008:i:3:p:221-236.

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1
2010Global property of error density estimation in nonlinear autoregressive time series models. (2010). Cheng, Fuxia . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:13:y:2010:i:1:p:43-53.

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1
2002Extension of the Kalman–Bucy Filter to Elementary Linear Systems with Fractional Brownian Noises. (2002). Le Breton, A. ; Kleptsyna, M. L.. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:5:y:2002:i:3:p:249-271.

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1
2006Asymptotic Properties of Quasi-Maximum Likelihood Estimators for ARMA Models with Time-Dependent Coefficients. (2006). Melard, Guy ; Azrak, Rajae . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:9:y:2006:i:3:p:279-330.

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1
2007Discrete Periodic Sampling with Jitter and Almost Periodically Correlated Processes. (2007). Dehay, Dominique ; Monsan, Vincent. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:10:y:2007:i:3:p:223-253.

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1
1999Nonparametric Estimation for Semi-Markov Processes Based on its Hazard Rate Functions. (1999). Ouhbi, Brahim ; Limnios, Nikolaos . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:2:y:1999:i:2:p:151-173.

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1

Citing documents used to compute impact factor 1:


YearTitleSee
2014Parameter identification for fractional Ornstein–Uhlenbeck processes based on discrete observation. (2014). Zhang, Pu ; Niu, Pan-qiang ; Xiao, Wei-Lin . In: Economic Modelling. RePEc:eee:ecmode:v:36:y:2014:i:c:p:198-203.

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[Citation Analysis]

Cites in year: CiY


Recent citations received in: 2012


YearTitleSee
2012The rate of convergence of Hurst index estimate for the stochastic differential equation. (2012). Kubilius, K. ; Mishura, Y.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:122:y:2012:i:11:p:3718-3739.

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[Citation Analysis]

Recent citations received in: 2011


YearTitleSee

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.