Citation analysis for Computational Statistics / Springer

Computational Statistics / Springer

0.26

Impact Factor

0.26

5-Years IF

5-Years H index

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ]
[more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data

	IF	AIF	IF5	DOC	CDO	CCU	CIF	CIT	D2Y	C2Y	D5Y	C5Y	%SC	CiY	II	AII
1990		0.1			0				0		0		(%)			0.04
1991		0.09			0				0		0		(%)			0.04
1992		0.09			0				0		0		(%)			0.04
1993		0.1			0				0		0		(%)			0.05
1994		0.11			0				0		0		(%)			0.05
1995		0.2			0				0		0		(%)			0.07
1996		0.23			0				0		0		(%)			0.09
1997		0.27		55	55	1	0.02	81	0		0		5 (6.2%)	1	0.02	0.09
1998	0.09	0.29	0.09	55	110	5	0.05	50	55	5	55	5	4 (8%)			0.1
1999		0.32		59	169			120	110		110		14 (11.7%)			0.13
2000	0.04	0.4	0.03	55	224	7	0.03	176	114	4	169	5	7 (4%)	2	0.04	0.15
2001	0.04	0.4	0.04	48	272	11	0.04	67	114	4	224	8	6 (9%)	3	0.06	0.15
2002	0.04	0.42	0.02	15	287	6	0.02	13	103	4	272	6	2 (15.4%)			0.18
2003	0.05	0.44	0.06	101	388	17	0.04	113	63	3	232	14	10 (8.8%)			0.19
2004	0.03	0.49	0.04	86	474	15	0.03	124	116	3	278	11	10 (8.1%)			0.2
2005	0.03	0.53	0.05	65	539	28	0.05	106	187	6	305	15	15 (14.2%)			0.21
2006	0.07	0.51	0.1	106	645	73	0.11	147	151	11	315	31	17 (11.6%)	1	0.01	0.2
2007	0.11	0.45	0.12	116	761	96	0.13	249	171	19	373	43	25 (10%)	2	0.02	0.18
2008	0.07	0.48	0.1	96	857	91	0.11	293	222	15	474	47	19 (6.5%)	7	0.07	0.2
2009	0.12	0.47	0.13	111	968	116	0.12	136	212	25	469	61	12 (8.8%)	8	0.07	0.19
2010	0.17	0.45	0.17	88	1056	144	0.14	116	207	35	494	86	10 (8.6%)	6	0.07	0.16
2011	0.14	0.52	0.18	83	1139	157	0.14	104	199	27	517	92	10 (9.6%)	3	0.04	0.2
2012	0.08	0.55	0.15	78	1217	152	0.12	110	171	14	494	73	13 (11.8%)	4	0.05	0.2
2013	0.15	0.62	0.23	164	1381	233	0.17	149	161	24	456	103	18 (12.1%)	10	0.06	0.22
2014	0.17	0.64	0.2	94	1475	299	0.2	40	242	40	524	105	10 (25%)	5	0.05	0.21
2015	0.14	0.69	0.21	61	1536	318	0.21	48	258	37	507	105	8 (16.7%)	1	0.02	0.22
2016	0.26	0.85	0.26	76	1612	346	0.21	11	155	41	480	124	(%)	2	0.03	0.26

IF:	Impact Factor: C2Y / D2Y
AIF:	Average Impact Factor for series in RePEc in year y
IF5:	Impact Factor: C5Y / D5Y
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
D5Y:	Number of articles published in y-1 until y-5
C5Y:	Cites in y to articles published in y-1 until y-5
%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

50 most cited documents in this series:

#	Year	Title	Cited
1	2008	Automatic selection of indicators in a fully saturated regression. (2008). Santos, Carlos ; Johansen, Soren ; Hendry, David. In: Computational Statistics. RePEc:spr:compst:v:23:y:2008:i:2:p:317-335. Full description at Econpapers \|\| Download paper	122
2	2008	Automatic selection of indicators in a fully saturated regression. (2008). Santos, Carlos ; Johansen, Soren ; Hendry, David. In: Computational Statistics. RePEc:spr:compst:v:23:y:2008:i:2:p:337-339. Full description at Econpapers \|\| Download paper	108
3	1997	A review of multi-component maintenance models with economic dependence. (1997). Schouten, Frank Duyn ; Dekker, Rommert ; Wildeman, Ralph . In: Computational Statistics. RePEc:spr:compst:v:45:y:1997:i:3:p:411-435. Full description at Econpapers \|\| Download paper	42
4	2008	Determining p-values for systems cointegration tests with a prior adjustment for deterministic terms. (2008). Trenkler, Carsten. In: Computational Statistics. RePEc:spr:compst:v:23:y:2008:i:1:p:19-39. Full description at Econpapers \|\| Download paper	32
5	2000	Optimal risk and dividend distribution control models for an insurance company. (2000). Taksar, Michael I.. In: Computational Statistics. RePEc:spr:compst:v:51:y:2000:i:1:p:1-42. Full description at Econpapers \|\| Download paper	28
6	2007	Robust estimation and classification for functional data via projection-based depth notions. (2007). Cuevas, Antonio ; Fraiman, Ricardo ; Febrero, Manuel. In: Computational Statistics. RePEc:spr:compst:v:22:y:2007:i:3:p:481-496. Full description at Econpapers \|\| Download paper	28
7	2009	Heavy-tails and regime-switching in electricity prices. (2009). Weron, Rafa . In: Computational Statistics. RePEc:spr:compst:v:69:y:2009:i:3:p:457-473. Full description at Econpapers \|\| Download paper	24
8	2000	The position value for union stable systems. (2000). Algaba, E. ; Borm, P. ; Bilbao, J. M. ; Lopez, J. J.. In: Computational Statistics. RePEc:spr:compst:v:52:y:2000:i:2:p:221-236. Full description at Econpapers \|\| Download paper	21
9	2004	Do we detect and exploit mixed strategy play by opponents?. (2004). Shachat, Jason ; Swarthout, Todd J.. In: Computational Statistics. RePEc:spr:compst:v:59:y:2004:i:3:p:359-373. Full description at Econpapers \|\| Download paper	21
10	2013	Goodness-of-fit indices for partial least squares path modeling. (2013). Henseler, Jorg ; Sarstedt, Marko . In: Computational Statistics. RePEc:spr:compst:v:28:y:2013:i:2:p:565-580. Full description at Econpapers \|\| Download paper	21
11	2007	Local smoothing regression with functional data. (2007). Ferraty, F. ; Vieu, P. ; Rachdi, M. ; Benhenni, K.. In: Computational Statistics. RePEc:spr:compst:v:22:y:2007:i:3:p:353-369. Full description at Econpapers \|\| Download paper	20
12	2008	Optimizing venture capital investments in a jump diffusion model. (2008). Bayraktar, Erhan ; Egami, Masahiko . In: Computational Statistics. RePEc:spr:compst:v:67:y:2008:i:1:p:21-42. Full description at Econpapers \|\| Download paper	20
13	2005	Managing the reputation of an award to motivate performance. (2005). Gavrila, C. ; Hartl, R. F. ; Caulkins, J. P. ; Tragler, G. ; Feichtinger, G.. In: Computational Statistics. RePEc:spr:compst:v:61:y:2005:i:1:p:1-22. Full description at Econpapers \|\| Download paper	18
14	2008	Dynamic mean-variance problem with constrained risk control for the insurers. (2008). Zhang, Huayue ; Bai, Lihua . In: Computational Statistics. RePEc:spr:compst:v:68:y:2008:i:1:p:181-205. Full description at Econpapers \|\| Download paper	17
15	1999	Some applications of impulse control in mathematical finance. (1999). Korn, Ralf . In: Computational Statistics. RePEc:spr:compst:v:50:y:1999:i:3:p:493-518. Full description at Econpapers \|\| Download paper	17
16	2007	On stochastic games in economics. (2007). Nowak, Andrzej . In: Computational Statistics. RePEc:spr:compst:v:66:y:2007:i:3:p:513-530. Full description at Econpapers \|\| Download paper	16
17	2009	The convergence of estimators based on heuristics: theory and application to a GARCH model. (2009). Winker, Peter ; Maringer, Dietmar . In: Computational Statistics. RePEc:spr:compst:v:24:y:2009:i:3:p:533-550. Full description at Econpapers \|\| Download paper	16
18	2006	Time Consistent Dynamic Risk Measures. (2006). Filar, Jerzy ; Boda, Kang . In: Computational Statistics. RePEc:spr:compst:v:63:y:2006:i:1:p:169-186. Full description at Econpapers \|\| Download paper	15
19	2007	Games on lattices, multichoice games and the shapley value: a new approach. (2007). Lange, Fabien ; Grabisch, Michel . In: Computational Statistics. RePEc:spr:compst:v:65:y:2007:i:1:p:153-167. Full description at Econpapers \|\| Download paper	15
20	2012	Computing multiple-output regression quantile regions from projection quantiles. (2012). Paindaveine, Davy ; Iman, Miroslav . In: Computational Statistics. RePEc:spr:compst:v:27:y:2012:i:1:p:29-49. Full description at Econpapers \|\| Download paper	14
21	2010	Optimal investment under partial information. (2010). Landen, Camilla ; Bjork, Tomas ; Davis, Mark . In: Computational Statistics. RePEc:spr:compst:v:71:y:2010:i:2:p:371-399. Full description at Econpapers \|\| Download paper	14
22	2015	Computing electricity spot price prediction intervals using quantile regression and forecast averaging. (2015). Weron, RafaÅ ; Nowotarski, Jakub. In: Computational Statistics. RePEc:spr:compst:v:30:y:2015:i:3:p:791-803. Full description at Econpapers \|\| Download paper	14
23	2011	maxLik: A package for maximum likelihood estimation in R. (2011). Henningsen, Arne ; Toomet, Ott . In: Computational Statistics. RePEc:spr:compst:v:26:y:2011:i:3:p:443-458. Full description at Econpapers \|\| Download paper	14
24	2007	PLS classification of functional data. (2007). Leveder, Caroline ; Saporta, Gilbert ; Preda, Cristian . In: Computational Statistics. RePEc:spr:compst:v:22:y:2007:i:2:p:223-235. Full description at Econpapers \|\| Download paper	13
25	2011	Covering models and optimization techniques for emergency response facility location and planning: a review. (2011). Wyatt, Tami ; Zhao, Zhaoxia ; Li, Xueping ; Zhu, Xiaoyan. In: Computational Statistics. RePEc:spr:compst:v:74:y:2011:i:3:p:281-310. Full description at Econpapers \|\| Download paper	13
26	2004	A non-cooperative approach to the cost spanning tree problem. (2004). Bergantios, Gustavo ; Lorenzo, Leticia . In: Computational Statistics. RePEc:spr:compst:v:59:y:2004:i:3:p:393-403. Full description at Econpapers \|\| Download paper	12
27	2007	An overview to modelling functional data. (2007). Valderrama, Mariano . In: Computational Statistics. RePEc:spr:compst:v:22:y:2007:i:3:p:331-334. Full description at Econpapers \|\| Download paper	12
28	2003	Well-posedness and convexity in vector optimization. (2003). Miglierina, E. ; Molho, E.. In: Computational Statistics. RePEc:spr:compst:v:58:y:2003:i:3:p:375-385. Full description at Econpapers \|\| Download paper	12
29	2013	A note on generalized inverses. (2013). Hofert, Marius ; Embrechts, Paul . In: Computational Statistics. RePEc:spr:compst:v:77:y:2013:i:3:p:423-432. Full description at Econpapers \|\| Download paper	12
30	1999	Optimal investment and consumption models with non-linear stock dynamics. (1999). Zariphopoulou, Thaleia . In: Computational Statistics. RePEc:spr:compst:v:50:y:1999:i:2:p:271-296. Full description at Econpapers \|\| Download paper	12
31	2000	The proportional value for positive cooperative games. (2000). Ortmann, Michael K.. In: Computational Statistics. RePEc:spr:compst:v:51:y:2000:i:2:p:235-248. Full description at Econpapers \|\| Download paper	11
32	2007	Mean-variance portfolio selection for a non-life insurance company. (2007). Gerrard, Russell ; Delong, Ukasz . In: Computational Statistics. RePEc:spr:compst:v:66:y:2007:i:2:p:339-367. Full description at Econpapers \|\| Download paper	11
33	2000	Steepest descent methods for multicriteria optimization. (2000). Svaiter, Benar Fux ; Fliege, Jorg . In: Computational Statistics. RePEc:spr:compst:v:51:y:2000:i:3:p:479-494. Full description at Econpapers \|\| Download paper	10
34	2001	Reward functionals, salvage values, and optimal stopping. (2001). Luis H. R. Alvarez, . In: Computational Statistics. RePEc:spr:compst:v:54:y:2001:i:2:p:315-337. Full description at Econpapers \|\| Download paper	10
35	2007	Owen coalitional value without additivity axiom. (2007). Khmelnitskaya, Anna ; Yanovskaya, Elena . In: Computational Statistics. RePEc:spr:compst:v:66:y:2007:i:2:p:255-261. Full description at Econpapers \|\| Download paper	10
36	2009	Cooperation under interval uncertainty. (2009). Alparslan-Gok, S. ; Tijs, Stef ; Miquel, Silvia . In: Computational Statistics. RePEc:spr:compst:v:69:y:2009:i:1:p:99-109. Full description at Econpapers \|\| Download paper	10
37	2011	Existence of shadow prices in finite probability spaces. (2011). Kallsen, Jan ; Muhle-Karbe, Johannes . In: Computational Statistics. RePEc:spr:compst:v:73:y:2011:i:2:p:251-262. Full description at Econpapers \|\| Download paper	10
38	2012	Response surface models for the Leybourne unit root tests and lag order dependence. (2012). Smith, Jeremy ; Otero, Jesus. In: Computational Statistics. RePEc:spr:compst:v:27:y:2012:i:3:p:473-486. Full description at Econpapers \|\| Download paper	10
39	2007	Scalarization for pointwise well-posed vectorial problems. (2007). Durea, M.. In: Computational Statistics. RePEc:spr:compst:v:66:y:2007:i:3:p:409-418. Full description at Econpapers \|\| Download paper	9
40	1997	Contingent epiderivatives and set-valued optimization. (1997). Jahn, Johannes ; Rauh, Rudiger . In: Computational Statistics. RePEc:spr:compst:v:46:y:1997:i:2:p:193-211. Full description at Econpapers \|\| Download paper	9
41	2007	A functional analysis of NOx levels: location and scale estimation and outlier detection. (2007). Galeano, Pedro ; Febrero, Manuel ; Gonzalez-Manteiga, Wenceslao . In: Computational Statistics. RePEc:spr:compst:v:22:y:2007:i:3:p:411-427. Full description at Econpapers \|\| Download paper	9
42	2008	Computational issues in parameter estimation for stationary hidden Markov models. (2008). Bulla, Jan ; Berzel, Andreas. In: Computational Statistics. RePEc:spr:compst:v:23:y:2008:i:1:p:1-18. Full description at Econpapers \|\| Download paper	9
43	2003	Axiomatizations of the Shapley value for cooperative games on antimatroids. (2003). Jimenez-Losada, A. ; van den Brink, R. ; Bilbao, J. M. ; Algaba, E.. In: Computational Statistics. RePEc:spr:compst:v:57:y:2003:i:1:p:49-65. Full description at Econpapers \|\| Download paper	9
44	2010	Optimal investment for a pension fund under inflation risk. (2010). Zhang, Aihua ; Ewald, Christian-Oliver . In: Computational Statistics. RePEc:spr:compst:v:71:y:2010:i:2:p:353-369. Full description at Econpapers \|\| Download paper	9
45	2000	A flexible approach to location problems. (2000). Rodriguez-Chia, Antonio M. ; Nickel, Stefan ; Puerto, Justo ; Fernandez, Francisco R.. In: Computational Statistics. RePEc:spr:compst:v:51:y:2000:i:1:p:69-89. Full description at Econpapers \|\| Download paper	9
46	2015	Partial linear modelling with multi-functional covariates. (2015). Aneiros, German ; Vieu, Philippe . In: Computational Statistics. RePEc:spr:compst:v:30:y:2015:i:3:p:647-671. Full description at Econpapers \|\| Download paper	9
47	1999	Vector network equilibrium problems and nonlinear scalarization methods. (1999). Goh, C. J. ; Yang, X. Q. ; Chen, G. Y.. In: Computational Statistics. RePEc:spr:compst:v:49:y:1999:i:2:p:239-253. Full description at Econpapers \|\| Download paper	9
48	2003	Cooperation and competition in inventory games. (2003). Meca, Ana ; Borm, Peter ; Garcia-Jurado, Ignacio . In: Computational Statistics. RePEc:spr:compst:v:57:y:2003:i:3:p:481-493. Full description at Econpapers \|\| Download paper	9
49	2000	On quadratic hedging in continuous time. (2000). Pham, Huyen . In: Computational Statistics. RePEc:spr:compst:v:51:y:2000:i:2:p:315-339. Full description at Econpapers \|\| Download paper	8
50	2014	Pricing electricity derivatives within a Markov regime-switching model: a risk premium approach. (2014). Janczura, Joanna . In: Computational Statistics. RePEc:spr:compst:v:79:y:2014:i:1:p:1-30. Full description at Econpapers \|\| Download paper	8

50 most relevant documents in this series (papers most cited in the last two years)

#	Year	Title	Cited
1	2008	Automatic selection of indicators in a fully saturated regression. (2008). Santos, Carlos ; Johansen, Soren ; Hendry, David. In: Computational Statistics. RePEc:spr:compst:v:23:y:2008:i:2:p:317-335. Full description at Econpapers \|\| Download paper	49
2	2008	Automatic selection of indicators in a fully saturated regression. (2008). Santos, Carlos ; Johansen, Soren ; Hendry, David. In: Computational Statistics. RePEc:spr:compst:v:23:y:2008:i:2:p:337-339. Full description at Econpapers \|\| Download paper	47
3	1997	A review of multi-component maintenance models with economic dependence. (1997). Schouten, Frank Duyn ; Dekker, Rommert ; Wildeman, Ralph . In: Computational Statistics. RePEc:spr:compst:v:45:y:1997:i:3:p:411-435. Full description at Econpapers \|\| Download paper	19
4	2013	Goodness-of-fit indices for partial least squares path modeling. (2013). Henseler, Jorg ; Sarstedt, Marko . In: Computational Statistics. RePEc:spr:compst:v:28:y:2013:i:2:p:565-580. Full description at Econpapers \|\| Download paper	17
5	2015	Computing electricity spot price prediction intervals using quantile regression and forecast averaging. (2015). Weron, RafaÅ ; Nowotarski, Jakub. In: Computational Statistics. RePEc:spr:compst:v:30:y:2015:i:3:p:791-803. Full description at Econpapers \|\| Download paper	13
6	2012	Computing multiple-output regression quantile regions from projection quantiles. (2012). Paindaveine, Davy ; Iman, Miroslav . In: Computational Statistics. RePEc:spr:compst:v:27:y:2012:i:1:p:29-49. Full description at Econpapers \|\| Download paper	12
7	2007	Robust estimation and classification for functional data via projection-based depth notions. (2007). Cuevas, Antonio ; Fraiman, Ricardo ; Febrero, Manuel. In: Computational Statistics. RePEc:spr:compst:v:22:y:2007:i:3:p:481-496. Full description at Econpapers \|\| Download paper	12
8	2008	Dynamic mean-variance problem with constrained risk control for the insurers. (2008). Zhang, Huayue ; Bai, Lihua . In: Computational Statistics. RePEc:spr:compst:v:68:y:2008:i:1:p:181-205. Full description at Econpapers \|\| Download paper	12
9	2011	Covering models and optimization techniques for emergency response facility location and planning: a review. (2011). Wyatt, Tami ; Zhao, Zhaoxia ; Li, Xueping ; Zhu, Xiaoyan. In: Computational Statistics. RePEc:spr:compst:v:74:y:2011:i:3:p:281-310. Full description at Econpapers \|\| Download paper	11
10	2010	Optimal investment under partial information. (2010). Landen, Camilla ; Bjork, Tomas ; Davis, Mark . In: Computational Statistics. RePEc:spr:compst:v:71:y:2010:i:2:p:371-399. Full description at Econpapers \|\| Download paper	10
11	2000	The position value for union stable systems. (2000). Algaba, E. ; Borm, P. ; Bilbao, J. M. ; Lopez, J. J.. In: Computational Statistics. RePEc:spr:compst:v:52:y:2000:i:2:p:221-236. Full description at Econpapers \|\| Download paper	10
12	2013	A note on generalized inverses. (2013). Hofert, Marius ; Embrechts, Paul . In: Computational Statistics. RePEc:spr:compst:v:77:y:2013:i:3:p:423-432. Full description at Econpapers \|\| Download paper	10
13	2012	Response surface models for the Leybourne unit root tests and lag order dependence. (2012). Smith, Jeremy ; Otero, Jesus. In: Computational Statistics. RePEc:spr:compst:v:27:y:2012:i:3:p:473-486. Full description at Econpapers \|\| Download paper	10
14	2009	Heavy-tails and regime-switching in electricity prices. (2009). Weron, Rafa . In: Computational Statistics. RePEc:spr:compst:v:69:y:2009:i:3:p:457-473. Full description at Econpapers \|\| Download paper	9
15	2015	Partial linear modelling with multi-functional covariates. (2015). Aneiros, German ; Vieu, Philippe . In: Computational Statistics. RePEc:spr:compst:v:30:y:2015:i:3:p:647-671. Full description at Econpapers \|\| Download paper	9
16	2007	Local smoothing regression with functional data. (2007). Ferraty, F. ; Vieu, P. ; Rachdi, M. ; Benhenni, K.. In: Computational Statistics. RePEc:spr:compst:v:22:y:2007:i:3:p:353-369. Full description at Econpapers \|\| Download paper	8
17	2009	The convergence of estimators based on heuristics: theory and application to a GARCH model. (2009). Winker, Peter ; Maringer, Dietmar . In: Computational Statistics. RePEc:spr:compst:v:24:y:2009:i:3:p:533-550. Full description at Econpapers \|\| Download paper	8
18	2011	maxLik: A package for maximum likelihood estimation in R. (2011). Henningsen, Arne ; Toomet, Ott . In: Computational Statistics. RePEc:spr:compst:v:26:y:2011:i:3:p:443-458. Full description at Econpapers \|\| Download paper	8
19	1999	Optimal investment and consumption models with non-linear stock dynamics. (1999). Zariphopoulou, Thaleia . In: Computational Statistics. RePEc:spr:compst:v:50:y:1999:i:2:p:271-296. Full description at Econpapers \|\| Download paper	7
20	2006	Time Consistent Dynamic Risk Measures. (2006). Filar, Jerzy ; Boda, Kang . In: Computational Statistics. RePEc:spr:compst:v:63:y:2006:i:1:p:169-186. Full description at Econpapers \|\| Download paper	7
21	2015	A partitioned Single Functional Index Model. (2015). Goia, Aldo ; Vieu, Philippe . In: Computational Statistics. RePEc:spr:compst:v:30:y:2015:i:3:p:673-692. Full description at Econpapers \|\| Download paper	7
22	2000	Optimal risk and dividend distribution control models for an insurance company. (2000). Taksar, Michael I.. In: Computational Statistics. RePEc:spr:compst:v:51:y:2000:i:1:p:1-42. Full description at Econpapers \|\| Download paper	7
23	2008	Optimizing venture capital investments in a jump diffusion model. (2008). Bayraktar, Erhan ; Egami, Masahiko . In: Computational Statistics. RePEc:spr:compst:v:67:y:2008:i:1:p:21-42. Full description at Econpapers \|\| Download paper	7
24	2011	Existence of shadow prices in finite probability spaces. (2011). Kallsen, Jan ; Muhle-Karbe, Johannes . In: Computational Statistics. RePEc:spr:compst:v:73:y:2011:i:2:p:251-262. Full description at Econpapers \|\| Download paper	7
25	2000	The proportional value for positive cooperative games. (2000). Ortmann, Michael K.. In: Computational Statistics. RePEc:spr:compst:v:51:y:2000:i:2:p:235-248. Full description at Econpapers \|\| Download paper	7
26	2013	Finite mixtures of unimodal beta and gamma densities and the $$k$$ -bumps algorithm. (2013). Punzo, Antonio ; Bagnato, Luca . In: Computational Statistics. RePEc:spr:compst:v:28:y:2013:i:4:p:1571-1597. Full description at Econpapers \|\| Download paper	6
27	2011	Copula parameter estimation by maximum-likelihood and minimum-distance estimators: a simulation study. (2011). Wei, Gregor . In: Computational Statistics. RePEc:spr:compst:v:26:y:2011:i:1:p:31-54. Full description at Econpapers \|\| Download paper	6
28	2014	Pricing electricity derivatives within a Markov regime-switching model: a risk premium approach. (2014). Janczura, Joanna . In: Computational Statistics. RePEc:spr:compst:v:79:y:2014:i:1:p:1-30. Full description at Econpapers \|\| Download paper	6
29	2016	Clustering bivariate mixed-type data via the cluster-weighted model. (2016). Punzo, Antonio ; Ingrassia, Salvatore . In: Computational Statistics. RePEc:spr:compst:v:31:y:2016:i:3:d:10.1007_s00180-015-0600-z. Full description at Econpapers \|\| Download paper	6
30	2009	Panjer recursion versus FFT for compound distributions. (2009). Frei, Marco ; Embrechts, Paul . In: Computational Statistics. RePEc:spr:compst:v:69:y:2009:i:3:p:497-508. Full description at Econpapers \|\| Download paper	6
31	2007	An overview to modelling functional data. (2007). Valderrama, Mariano . In: Computational Statistics. RePEc:spr:compst:v:22:y:2007:i:3:p:331-334. Full description at Econpapers \|\| Download paper	5
32	2007	Mean-variance portfolio selection for a non-life insurance company. (2007). Gerrard, Russell ; Delong, Ukasz . In: Computational Statistics. RePEc:spr:compst:v:66:y:2007:i:2:p:339-367. Full description at Econpapers \|\| Download paper	5
33	2010	Optimal investment for a pension fund under inflation risk. (2010). Zhang, Aihua ; Ewald, Christian-Oliver . In: Computational Statistics. RePEc:spr:compst:v:71:y:2010:i:2:p:353-369. Full description at Econpapers \|\| Download paper	5
34	2000	On quadratic hedging in continuous time. (2000). Pham, Huyen . In: Computational Statistics. RePEc:spr:compst:v:51:y:2000:i:2:p:315-339. Full description at Econpapers \|\| Download paper	5
35	2013	Minimizing the ruin probability allowing investments in two assets: a two-dimensional problem. (2013). Muler, Nora ; Azcue, Pablo . In: Computational Statistics. RePEc:spr:compst:v:77:y:2013:i:2:p:177-206. Full description at Econpapers \|\| Download paper	5
36	2007	PLS classification of functional data. (2007). Leveder, Caroline ; Saporta, Gilbert ; Preda, Cristian . In: Computational Statistics. RePEc:spr:compst:v:22:y:2007:i:2:p:223-235. Full description at Econpapers \|\| Download paper	5
37	2000	Steepest descent methods for multicriteria optimization. (2000). Svaiter, Benar Fux ; Fliege, Jorg . In: Computational Statistics. RePEc:spr:compst:v:51:y:2000:i:3:p:479-494. Full description at Econpapers \|\| Download paper	5
38	2004	A non-cooperative approach to the cost spanning tree problem. (2004). Bergantios, Gustavo ; Lorenzo, Leticia . In: Computational Statistics. RePEc:spr:compst:v:59:y:2004:i:3:p:393-403. Full description at Econpapers \|\| Download paper	5
39	2008	Robust optimal control for a consumption-investment problem. (2008). Schied, Alexander . In: Computational Statistics. RePEc:spr:compst:v:67:y:2008:i:1:p:1-20. Full description at Econpapers \|\| Download paper	4
40	2013	An efficient ECM algorithm for maximum likelihood estimation in mixtures of t-factor analyzers. (2013). Wang, Wan-Lun ; Tsung-I Lin, . In: Computational Statistics. RePEc:spr:compst:v:28:y:2013:i:2:p:751-769. Full description at Econpapers \|\| Download paper	4
41	2015	Forecasting of daily electricity prices with factor models: utilizing intra-day and inter-zone relationships. (2015). Weron, RafaÅ ; Maciejowska, Katarzyna. In: Computational Statistics. RePEc:spr:compst:v:30:y:2015:i:3:p:805-819. Full description at Econpapers \|\| Download paper	4
42	2012	Functional outlier detection with robust functional principal component analysis. (2012). Shin, Hyejin ; Sawant, Pallavi ; Billor, Nedret . In: Computational Statistics. RePEc:spr:compst:v:27:y:2012:i:1:p:83-102. Full description at Econpapers \|\| Download paper	4
43	2014	From simple structure to sparse components: a review. (2014). Trendafilov, Nickolay . In: Computational Statistics. RePEc:spr:compst:v:29:y:2014:i:3:p:431-454. Full description at Econpapers \|\| Download paper	4
44	2006	Quantifying expert opinion for modelling fauna habitat distributions. (2006). Garthwaite, Paul ; Al-Awadhi, Shafiqah. In: Computational Statistics. RePEc:spr:compst:v:21:y:2006:i:1:p:121-140. Full description at Econpapers \|\| Download paper	4
45	2012	Stochastic differential portfolio games for an insurer in a jump-diffusion risk process. (2012). Zhang, Chunhong ; Lin, Xiang ; Siu, Tak . In: Computational Statistics. RePEc:spr:compst:v:75:y:2012:i:1:p:83-100. Full description at Econpapers \|\| Download paper	4
46	2000	Optimal portfolios for exponential LÃ©vy processes. (2000). Kallsen, Jan . In: Computational Statistics. RePEc:spr:compst:v:51:y:2000:i:3:p:357-374. Full description at Econpapers \|\| Download paper	4
47	2012	A private contributions game for joint replenishment. (2012). , Alperen ; Guler, Kemal ; Korpeolu, Evren ; En, Alper . In: Computational Statistics. RePEc:spr:compst:v:75:y:2012:i:1:p:67-82. Full description at Econpapers \|\| Download paper	4
48	2006	Principal component analysis on interval data. (2006). Lauro, Carlo ; Gioia, Federica. In: Computational Statistics. RePEc:spr:compst:v:21:y:2006:i:2:p:343-363. Full description at Econpapers \|\| Download paper	4
49	2012	Density estimation and comparison with a penalized mixture approach. (2012). Schellhase, Christian ; Kauermann, Goran . In: Computational Statistics. RePEc:spr:compst:v:27:y:2012:i:4:p:757-777. Full description at Econpapers \|\| Download paper	4
50	2012	Efficient solution of interval optimization problem. (2012). Bhurjee, A. ; Panda, G.. In: Computational Statistics. RePEc:spr:compst:v:76:y:2012:i:3:p:273-288. Full description at Econpapers \|\| Download paper	4

Citing documents used to compute impact factor 41:

Year	Title
2016	Sparse Bayesian multinomial probit regression model with correlation prior for high-dimensional data classification. (2016). Jiang, Xuejun ; Yang, Aijun ; Liu, Pengfei ; Lin, Jinguan . In: Statistics & Probability Letters. RePEc:eee:stapro:v:119:y:2016:i:c:p:241-247. Full description at Econpapers \|\| Download paper
2016	Electricity Price Forecasting by Averaging Dynamic Factor Models. (2016). Alonso, Andrs M ; Garca-Martos, Carolina ; Bastos, Guadalupe . In: Energies. RePEc:gam:jeners:v:9:y:2016:i:8:p:600-:d:74917. Full description at Econpapers \|\| Download paper
2016	Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate models. (2016). Weron, RafaÅ ; Ziel, Florian . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1608. Full description at Econpapers \|\| Download paper
2016	An asymptotically optimal kernel combined classifier. (2016). Mojirsheibani, Majid ; Kong, Jiajie . In: Statistics & Probability Letters. RePEc:eee:stapro:v:119:y:2016:i:c:p:91-100. Full description at Econpapers \|\| Download paper
2016	Export Promotion: what works?. (2016). Sperlich, Stefan ; Olarreaga, Marcelo ; Trachsel, Virginie . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11270. Full description at Econpapers \|\| Download paper
2016	To combine or not to combine? Recent trends in electricity price forecasting. (2016). Weron, RafaÅ ; Nowotarski, Jakub. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1601. Full description at Econpapers \|\| Download paper
2016	Improving short term load forecast accuracy via combining sister forecasts. (2016). Weron, RafaÅ ; Nowotarski, Jakub ; Hong, Tao ; Liu, Bidong . In: Energy. RePEc:eee:energy:v:98:y:2016:i:c:p:40-49. Full description at Econpapers \|\| Download paper
2016	Additive models and robust aggregation for GEFCom2014 probabilistic electric load and electricity price forecasting. (2016). Gaillard, Pierre ; Nedellec, Raphael ; Goude, Yannig . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:1038-1050. Full description at Econpapers \|\| Download paper
2016	A hybrid model for GEFCom2014 probabilistic electricity price forecasting. (2016). Nowotarski, Jakub ; Maciejowska, Katarzyna. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:1051-1056. Full description at Econpapers \|\| Download paper
2016	Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging. (2016). Weron, RafaÅ ; Nowotarski, Jakub ; Maciejowska, Katarzyna. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:957-965. Full description at Econpapers \|\| Download paper
2016	Time-Adaptive Probabilistic Forecasts of Electricity Spot Prices with Application to Risk Management.. (2016). Schulz, Franziska ; LÃÂ³pez Cabrera, Brenda. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2016-035. Full description at Econpapers \|\| Download paper
2016	Recent advances in electricity price forecasting: A review of probabilistic forecasting. (2016). Weron, RafaÅ ; Nowotarski, Jakub. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1607. Full description at Econpapers \|\| Download paper
2016	Parametric Density Recalibration of a Fundamental Market Model to Forecast Electricity Prices. (2016). Bello, Antonio ; Muoz, Antonio ; Reneses, Javier ; Bunn, Derek . In: Energies. RePEc:gam:jeners:v:9:y:2016:i:11:p:959-:d:83111. Full description at Econpapers \|\| Download paper
2016	Bayesian joint quantile regression for mixed effects models with censoring and errors in covariates. (2016). Tian, Yuzhu ; Li, Erqian . In: Computational Statistics. RePEc:spr:compst:v:31:y:2016:i:3:d:10.1007_s00180-016-0659-1. Full description at Econpapers \|\| Download paper
2016	Destructive negative binomial cure rate model and EM-based likelihood inference under Weibull lifetime. (2016). Pal, Suvra ; Balakrishnan, N. In: Statistics & Probability Letters. RePEc:eee:stapro:v:116:y:2016:i:c:p:9-20. Full description at Econpapers \|\| Download paper
2016	Interaction models for functional regression. (2016). Usset, Joseph ; Maity, Arnab ; Staicu, Ana-Maria . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:94:y:2016:i:c:p:317-329. Full description at Econpapers \|\| Download paper
2016	Direct shrinkage estimation of large dimensional precision matrix. (2016). Parolya, Nestor ; Bodnar, Taras ; Gupta, Arjun K. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:146:y:2016:i:c:p:223-236. Full description at Econpapers \|\| Download paper
2016	Generalized linear model with functional predictors and their derivatives. (2016). Ahmedou, Aziza ; Pumo, Besnik ; Marion, Jean-Marie . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:146:y:2016:i:c:p:313-324. Full description at Econpapers \|\| Download paper
2016	An angle-based multivariate functional pseudo-depth for shape outlier detection. (2016). Kuhnt, Sonja ; Rehage, Andre . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:146:y:2016:i:c:p:325-340. Full description at Econpapers \|\| Download paper
2016	Consistent variable selection for functional regression models. (2016). , Julian ; Zambom, Adriano Z ; Dias, Ronaldo . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:146:y:2016:i:c:p:63-71. Full description at Econpapers \|\| Download paper
2016	High dimensional discrimination analysis via a semiparametric model. (2016). Jiang, Binyan ; Leng, Chenlei . In: Statistics & Probability Letters. RePEc:eee:stapro:v:110:y:2016:i:c:p:103-110. Full description at Econpapers \|\| Download paper
2016	Robust estimation for varying index coefficient models. (2016). Guo, Chaohui ; Lv, Jing ; Yang, HU. In: Computational Statistics. RePEc:spr:compst:v:31:y:2016:i:3:d:10.1007_s00180-015-0595-5. Full description at Econpapers \|\| Download paper
2016	Relative-error prediction in nonparametric functional statistics: Theory and practice. (2016). Demongeot, Jacques ; Rachdi, Mustapha ; Laksaci, Ali ; Hamie, Ali . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:146:y:2016:i:c:p:261-268. Full description at Econpapers \|\| Download paper
2016	Multivariate functional linear regression and prediction. (2016). Chiou, Jeng-Min ; Chen, Yu-Ting ; Yang, Ya-Fang . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:146:y:2016:i:c:p:301-312. Full description at Econpapers \|\| Download paper
2016	Asymptotic results of a nonparametric conditional cumulative distribution estimator in the single functional index modeling for time series data with applications. (2016). Attaoui, Said . In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:79:y:2016:i:5:d:10.1007_s00184-015-0564-6. Full description at Econpapers \|\| Download paper
2016	PBoostGA: pseudo-boosting genetic algorithm for variable ranking and selection. (2016). Zhang, Chun-Xia ; Kim, Sang-Woon . In: Computational Statistics. RePEc:spr:compst:v:31:y:2016:i:4:d:10.1007_s00180-016-0652-8. Full description at Econpapers \|\| Download paper
2016	Smoothing combined generalized estimating equations in quantile partially linear additive models with longitudinal data. (2016). Guo, Chaohui ; Lv, Jing ; Yang, HU. In: Computational Statistics. RePEc:spr:compst:v:31:y:2016:i:3:d:10.1007_s00180-015-0612-8. Full description at Econpapers \|\| Download paper
2016	Testing for Poisson arrivals in INAR(1) processes. (2016). Weiss, Christian H ; Schweer, Sebastian . In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:25:y:2016:i:3:d:10.1007_s11749-015-0466-y. Full description at Econpapers \|\| Download paper
2016	Boosting in Cox regression: a comparison between the likelihood-based and the model-based approaches with focus on the R-packages CoxBoost and mboost. (2016). de Bin, Riccardo . In: Computational Statistics. RePEc:spr:compst:v:31:y:2016:i:2:d:10.1007_s00180-015-0642-2. Full description at Econpapers \|\| Download paper
2016	Sparse Tucker2 analysis of three-way data subject to a constrained number of zero elements in a core array. (2016). Ikemoto, Hiroki ; Adachi, Kohei . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:98:y:2016:i:c:p:1-18. Full description at Econpapers \|\| Download paper
2016	Sparse principal component analysis subject to prespecified cardinality of loadings. (2016). Adachi, Kohei ; Trendafilov, Nickolay T. In: Computational Statistics. RePEc:spr:compst:v:31:y:2016:i:4:d:10.1007_s00180-015-0608-4. Full description at Econpapers \|\| Download paper
2016	Recipes for sparse LDA of horizontal data. (2016). Trendafilov, Nickolay T ; Gebru, Tsegay Gebrehiwot . In: METRON. RePEc:spr:metron:v:74:y:2016:i:2:d:10.1007_s40300-016-0093-8. Full description at Econpapers \|\| Download paper
2016	Space-time patterns of rank concordance: Local indicators of mobility association with application to spatial income inequality dynamics. (2016). Rey, Sergio. In: MPRA Paper. RePEc:pra:mprapa:69480. Full description at Econpapers \|\| Download paper
2016	Exact sample size determination for the ratio of two incidence rates under the Poisson distribution. (2016). Shan, Guogen . In: Computational Statistics. RePEc:spr:compst:v:31:y:2016:i:4:d:10.1007_s00180-016-0654-6. Full description at Econpapers \|\| Download paper
2016	PBoostGA: pseudo-boosting genetic algorithm for variable ranking and selection. (2016). Zhang, Chun-Xia ; Kim, Sang-Woon . In: Computational Statistics. RePEc:spr:compst:v:31:y:2016:i:4:d:10.1007_s00180-016-0652-8. Full description at Econpapers \|\| Download paper
2016	Weighted composite quantile regression for single-index models. (2016). Jiang, Rong ; Zhou, Zhan-Gong ; Qian, Wei-Min . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:148:y:2016:i:c:p:34-48. Full description at Econpapers \|\| Download paper
2016	Estimating the hedging value of an energy exchange in Turkey to a retail power consumer. (2016). Kurucak, Abdurrahman ; Shcherbakova, Anastasia . In: Energy. RePEc:eee:energy:v:101:y:2016:i:c:p:16-26. Full description at Econpapers \|\| Download paper
2016	PrzeÅÄcznikowe modele Markowa (MS) â charakterystyka i sposoby zastosowaÅ w badaniach ekonomicznych. (2016). . In: Collegium of Economic Analysis Annals. RePEc:sgh:annals:i:40:y:2016:p:479-490. Full description at Econpapers \|\| Download paper
2016	On the importance of the long-term seasonal component in day-ahead electricity price forecasting. (2016). Weron, RafaÅ ; Nowotarski, Jakub. In: Energy Economics. RePEc:eee:eneeco:v:57:y:2016:i:c:p:228-235. Full description at Econpapers \|\| Download paper
2016	Carbon pricing, forward risk premiums and pass-through rates in Australian electricity futures markets. (2016). Weron, RafaÅ ; Trueck, Stefan ; Maryniak, Pawel . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1610. Full description at Econpapers \|\| Download paper
2016	Seismic vulnerability functions for Australian buildings by using GEM empirical vulnerability assessment guidelines. (2016). Maqsood, Tariq ; Corby, Neil ; Rossetto, Tiziana ; Kosmidis, Ioannis ; Ioannou, Ioanna ; Edwards, Mark . In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards. RePEc:spr:nathaz:v:80:y:2016:i:3:d:10.1007_s11069-015-2042-x. Full description at Econpapers \|\| Download paper

Recent citations (cites in year: CiY)

Recent citations received in 2016

Year	Citing document
2016	Density Forecasts and the Leverage Effect: Some Evidence from Observation and Parameter-Driven Volatility Models. (2016). Catania, Leopoldo ; Nonejad, Nima . In: Papers. RePEc:arx:papers:1605.00230. Full description at Econpapers \|\| Download paper
2016	Model-Based Clustering. (2016). McNicholas, Paul D. In: Journal of Classification. RePEc:spr:jclass:v:33:y:2016:i:3:d:10.1007_s00357-016-9211-9. Full description at Econpapers \|\| Download paper

Recent citations received in 2015

Year	Citing document
2015	Editorial to the special issue on Applicable semiparametrics of computational statistics. (2015). Trueck, Stefan ; Okhrin, Ostap ; Truck, Stefan . In: Computational Statistics. RePEc:spr:compst:v:30:y:2015:i:3:p:641-646. Full description at Econpapers \|\| Download paper

Recent citations received in 2014

Year	Citing document
2014	Revisiting the relationship between spot and futures prices in the Nord Pool electricity market. (2014). Zator, MichaÅ ; Weron, RafaÅ. In: Energy Economics. RePEc:eee:eneeco:v:44:y:2014:i:c:p:178-190. Full description at Econpapers \|\| Download paper
2014	Electricity price forecasting: A review of the state-of-the-art with a look into the future. (2014). Weron, RafaÅ. In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:4:p:1030-1081. Full description at Econpapers \|\| Download paper
2014	Proceedings of Reisensburg 2011. (2014). Kestler, Hans ; Schmid, Matthias ; Binder, Harald . In: Computational Statistics. RePEc:spr:compst:v:29:y:2014:i:1:p:1-2. Full description at Econpapers \|\| Download paper
2014	The 2011 data Expo of the American Statistical Association. (2014). Cook, Dianne . In: Computational Statistics. RePEc:spr:compst:v:29:y:2014:i:1:p:117-119. Full description at Econpapers \|\| Download paper
2014	Sparse matrices in data analysis. (2014). Zou, Hui ; Trendafilov, Nickolay ; Kleinsteuber, Martin . In: Computational Statistics. RePEc:spr:compst:v:29:y:2014:i:3:p:403-405. Full description at Econpapers \|\| Download paper

Recent citations received in 2013

Year	Citing document
2013	Simple Le Cam Optimal Inference for the Tail Weight of Multivariate Student t Distributions: Testing Procedures and Estimation. (2013). Neven, Anouk ; Ley, Christophe . In: Working Papers ECARES. RePEc:eca:wpaper:2013/143830. Full description at Econpapers \|\| Download paper
2013	Conditional copula simulation for systemic risk stress testing. (2013). Czado, Claudia ; Hendrich, Katharina ; Brechmann, Eike C.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:53:y:2013:i:3:p:722-732. Full description at Econpapers \|\| Download paper
2013	Asymptotic cumulants of ability estimators using fallible item parameters. (2013). Ogasawara, Haruhiko . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:119:y:2013:i:c:p:144-162. Full description at Econpapers \|\| Download paper
2013	Introduction into the literature of cooperative game theory with special emphasis on dynamic games and the core. (2013). Szikora, Peter . In: Proceedings- 11th International Conference on Mangement, Enterprise and Benchmarking (MEB 2013). RePEc:pkk:meb013:273-280. Full description at Econpapers \|\| Download paper
2013	Adaptive quadrature for likelihood inference on dynamic latent variable models for time-series and panel data. (2013). Cagnone, Silvia ; Bartolucci, Francesco. In: MPRA Paper. RePEc:pra:mprapa:51037. Full description at Econpapers \|\| Download paper
2013	Model-based clustering of high-dimensional data streams with online mixture of probabilistic PCA. (2013). Bellas, Anastasios ; Cottrell, Marie ; Lacaille, Jerome ; Bouveyron, Charles . In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:7:y:2013:i:3:p:281-300. Full description at Econpapers \|\| Download paper
2013	Multinomial logit models with implicit variable selection. (2013). Zahid, Faisal ; Tutz, Gerhard . In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:7:y:2013:i:4:p:393-416. Full description at Econpapers \|\| Download paper
2013	Transshipment games with identical newsvendors and cooperation costs. (2013). Hezarkhani, Behzad ; Kubiak, Wiesaw . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:78:y:2013:i:3:p:315-339. Full description at Econpapers \|\| Download paper
2013	Resource Allocation Problems with Concave Reward Functions. (2013). Borm, Peter ; Borm, P. E. M., ; Grundel, S. ; Hamers, H. J. M., ; Hamers,H. J. M., . In: Discussion Paper. RePEc:tiu:tiucen:b72ed3dc-ecc8-49d4-86af-d4598cb9ddfd. Full description at Econpapers \|\| Download paper
2013	Subgame Perfect Equilibria in Discounted Stochastic Games. (2013). Kitti, Mitri . In: Discussion Papers. RePEc:tkk:dpaper:dp87. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	Cites
1	Computational Statistics / Springer	76
2	European Journal of Operational Research / Elsevier	68
3	Mathematical Methods of Operations Research / Springer	51
4	Papers / arXiv.org	47
5	Computational Statistics & Data Analysis / Elsevier	44
6	Insurance: Mathematics and Economics / Elsevier	37
7	Journal of Multivariate Analysis / Elsevier	30
8	Economics Series Working Papers / University of Oxford, Department of Economics	20
9	International Journal of Forecasting / Elsevier	18
10	TEST: An Official Journal of the Spanish Society of Statistics and Operations Research / Springer	17
11	Journal of Global Optimization / Springer	17

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.