Citation analysis for Statistical Inference for Stochastic Processes / Springer

Citation Profile [Updated: 2022-01-09 21:43:50]

5 Years H

Impact Factor

0.21

5 Years IF

0.16

Data available in this report

[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	CIF	IF5	DOC	CDO	CIT	NCI	CCU	D2Y	C2Y	D5Y	C5Y	SC	%SC	CiY	II	AII
1990	0	0.09	0	0	0	0	0		0	0		0			0		0	0.04
1991	0	0.08	0	0	0	0	0		0	0		0			0		0	0.04
1992	0	0.09	0	0	0	0	0		0	0		0			0		0	0.04
1993	0	0.11	0	0	0	0	0		0	0		0			0		0	0.05
1994	0	0.12	0	0	0	0	0		0	0		0			0		0	0.06
1995	0	0.19	0	0	0	0	0		0	0		0			0		0	0.08
1996	0	0.22	0	0	0	0	0		0	0		0			0		0	0.1
1997	0	0.22	0	0	0	0	0		1	0		0			0		0	0.09
1998	0	0.26	0	0	15	15	20		1	0		0			0		0	0.12
1999	0	0.27	0.03	0	15	30	17		2	15		15			0		0	0.13
2000	0.03	0.32	0.04	0.03	19	49	63	2	4	30	1	30	1	1	50	1	0.05	0.14
2001	0.03	0.35	0.06	0.06	16	65	53	4	8	34	1	49	3		0		0	0.15
2002	0.11	0.37	0.05	0.06	15	80	28	4	12	35	4	65	4	1	25		0	0.19
2003	0.03	0.4	0.08	0.08	15	95	26	8	20	31	1	80	6	2	25		0	0.19
2004	0.03	0.44	0.09	0.09	12	107	57	10	30	30	1	80	7	1	10	1	0.08	0.2
2005	0.04	0.45	0.11	0.12	16	123	21	14	44	27	1	77	9		0		0	0.21
2006	0.11	0.46	0.07	0.07	12	135	64	10	54	28	3	74	5		0	1	0.08	0.2
2007	0.07	0.42	0.11	0.13	13	148	23	17	71	28	2	70	9		0		0	0.18
2008	0.04	0.44	0.1	0.06	18	166	25	17	88	25	1	68	4	3	17.6	1	0.06	0.2
2009	0.1	0.43	0.22	0.3	14	180	24	39	128	31	3	71	21		0		0	0.21
2010	0.09	0.43	0.1	0.11	13	193	31	20	148	32	3	73	8	1	5		0	0.18
2011	0	0.45	0.12	0.16	13	206	23	24	172	27		70	11	5	20.8		0	0.2
2012	0.12	0.45	0.17	0.17	13	219	20	37	209	26	3	71	12	7	18.9	1	0.08	0.19
2013	0.15	0.5	0.21	0.24	14	233	14	50	259	26	4	71	17	1	2		0	0.21
2014	0.07	0.51	0.13	0.16	14	247	16	31	290	27	2	67	11	3	9.7		0	0.2
2015	0.14	0.5	0.17	0.21	13	260	7	43	333	28	4	67	14	5	11.6		0	0.19
2016	0.11	0.5	0.1	0.1	17	277	10	27	360	27	3	67	7	3	11.1		0	0.18
2017	0.07	0.5	0.18	0.08	18	295	9	54	414	30	2	71	6	2	3.7		0	0.18
2018	0.11	0.54	0.15	0.13	29	324	14	47	461	35	4	76	10	14	29.8	1	0.03	0.21
2019	0.21	0.58	0.19	0.21	19	343	4	65	526	47	10	91	19	14	21.5		0	0.21
2020	0.21	0.75	0.15	0.16	25	368	0	55	581	48	10	96	15	16	29.1		0	0.29

IF:	Impact Factor: C2Y / D2Y
AIF:	Average Impact Factor for series in RePEc in year y
CIF:	Cumulative impact factor
IF5:	Impact Factor: C5Y / D5Y
DOC:	Number of documents published in year y
CDO:	Cumulative number of documents published until year y
CIT:	Number of citations to papers published in year y
NCI:	Number of citations in year y
CCU:	Cumulative number of citations to papers published until 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:	selft citations 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

50 most cited documents in this series

#	Year	Title	Cited
1	2006	Estimation 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. Full description at Econpapers \|\| Download paper	30
2	2001	Estimating 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. Full description at Econpapers \|\| Download paper	25
3	2004	An 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. Full description at Econpapers \|\| Download paper	22
4	2006	Estimating 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. Full description at Econpapers \|\| Download paper	17
5	2000	Wavelet 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. Full description at Econpapers \|\| Download paper	14
6	2002	Statistical Analysis of the Fractional OrnsteinÃ¢â¬âUhlenbeck 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. Full description at Econpapers \|\| Download paper	13
7	2004	Nonparametric 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. Full description at Econpapers \|\| Download paper	12
8	2010	New 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. Full description at Econpapers \|\| Download paper	12
9	2001	Information 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. Full description at Econpapers \|\| Download paper	11
10	2004	Asymptotic 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. Full description at Econpapers \|\| Download paper	11
11	2008	Consistent 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. Full description at Econpapers \|\| Download paper	10
12	2000	The 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. Full description at Econpapers \|\| Download paper	10
13	2009	An 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. Full description at Econpapers \|\| Download paper	9
14	2011	Quasi-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. Full description at Econpapers \|\| Download paper	9
15	2006	Asymptotic 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. Full description at Econpapers \|\| Download paper	9
16	2000	Approximation 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. Full description at Econpapers \|\| Download paper	8
17	2000	The 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. Full description at Econpapers \|\| Download paper	8
18	2003	Estimation of Cusp Location by Poisson Observations. (2003). Dachian, S.. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:6:y:2003:i:1:p:1-14. Full description at Econpapers \|\| Download paper	8
19	2004	Identification 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. Full description at Econpapers \|\| Download paper	7
20	2002	Estimation of Mean and Covariance Operator of Autoregressive Processes in Banach Spaces. (2002). Bosq, Denis . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:5:y:2002:i:3:p:287-306. Full description at Econpapers \|\| Download paper	7
21	2005	Estimation and Simulation of Autoregressive Hilbertian Processes with Exogenous Variables. (2005). Damon, Julien ; Guillas, Serge . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:8:y:2005:i:2:p:185-204. Full description at Econpapers \|\| Download paper	7
22	2006	M-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. Full description at Econpapers \|\| Download paper	7
23	1999	Nonparametric 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. Full description at Econpapers \|\| Download paper	7
24	2004	General 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. Full description at Econpapers \|\| Download paper	7
25	2004	Information Criteria for Small Diffusions via the Theory of MalliavinÃ¢â¬âWatanabe. (2004). Uchida, Masayuki ; Yoshida, Nakahiro. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:7:y:2004:i:1:p:35-67. Full description at Econpapers \|\| Download paper	7
26	2010	Asymptotic 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. Full description at Econpapers \|\| Download paper	7
27	2001	Semi-parametric Estimation of the HÃÂ¶lder 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. Full description at Econpapers \|\| Download paper	6
28	2011	Nonparametric estimation of trend for stochastic differential equations driven by fractional Brownian motion. (2011). Mishra, M. ; Rao, Prakasa B.. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:14:y:2011:i:2:p:101-109. Full description at Econpapers \|\| Download paper	6
29	2007	Invariance principles for non-isotropic long memory random fields. (2007). Lavancier, Frederic . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:10:y:2007:i:3:p:255-282. Full description at Econpapers \|\| Download paper	6
30	2012	Estimation of the instantaneous volatility. (2012). Alvarez, Alexander ; Savy, Nicolas ; Pontier, Monique ; Panloup, Fabien . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:15:y:2012:i:1:p:27-59. Full description at Econpapers \|\| Download paper	6
31	2014	A least square-type procedure for parameter estimation in stochastic differential equations with additive fractional noise. (2014). Neuenkirch, Andreas ; Tindel, Samy . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:17:y:2014:i:1:p:99-120. Full description at Econpapers \|\| Download paper	6
32	2012	Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size. (2012). Breton, Jean-Christophe ; Coeurjolly, Jean-Franois . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:15:y:2012:i:1:p:1-26. Full description at Econpapers \|\| Download paper	6
33	2013	On inference for fractional differential equations. (2013). Chronopoulou, Alexandra ; Tindel, Samy . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:16:y:2013:i:1:p:29-61. Full description at Econpapers \|\| Download paper	6
34	2005	Exact 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. Full description at Econpapers \|\| Download paper	6
35	2015	Hybrid multi-step estimators for stochastic differential equations based on sampled data. (2015). Uchida, Masayuki ; Kamatani, Kengo . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:18:y:2015:i:2:p:177-204. Full description at Econpapers \|\| Download paper	5
36	1998	Efficient 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. Full description at Econpapers \|\| Download paper	5
37	1999	Large 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. Full description at Econpapers \|\| Download paper	5
38	2010	Estimating discontinuous periodic signals in a time inhomogeneous diffusion. (2010). Hopfner, Reinhard ; Kutoyants, Yury. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:13:y:2010:i:3:p:193-230. Full description at Econpapers \|\| Download paper	5
39	1998	Prediction of Continuous Time Processes by C[0,1]Ã¢â¬ÂValued Autoregressive Process. (1998). Pumo, Besnik. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:1:y:1998:i:3:p:297-309. Full description at Econpapers \|\| Download paper	5
40	2000	Semiparametric Bootstrap Approach to Hypothesis Tests and Confidence Intervals for the Hurst Coefficient. (2000). HÃÆÃÂ¤rdle, 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. Full description at Econpapers \|\| Download paper	5
41	2001	On Determination of the Order of a Markov Chain. (2001). Dorea, C. ; Zhao, L. ; Gonalves, C.. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:4:y:2001:i:3:p:273-282. Full description at Econpapers \|\| Download paper	5
42	2008	On large deviations in testing OrnsteinÃ¢â¬âUhlenbeck-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. Full description at Econpapers \|\| Download paper	5
43	2000	Semiparametric 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. Full description at Econpapers \|\| Download paper	5
44	2005	Estimation of Mean and Covariance Operator for Banach Space Valued Autoregressive Processes with Dependent Innovations. (2005). Dehling, Herold ; Sharipov, Olimjon. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:8:y:2005:i:2:p:137-149. Full description at Econpapers \|\| Download paper	5
45	2000	Parameter 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. Full description at Econpapers \|\| Download paper	5
46	2009	On approximating max-stable processes and constructing extremal copula functions. (2009). Zhang, Zhengjun. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:12:y:2009:i:1:p:89-114. Full description at Econpapers \|\| Download paper	4
47	2007	Testing 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. Full description at Econpapers \|\| Download paper	4
48	2006	Asymptotically Efficient Sequential Kernel Estimates of the Drift Coefficient in Ergodic Diffusion Processes. (2006). Pergamenshchikov, Sergey ; Galtchouk, L.. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:9:y:2006:i:1:p:1-16. Full description at Econpapers \|\| Download paper	4
49	2003	Sequential Estimation of the Parameters in a Trigonometric Regression Model with the Gaussian Coloured Noise. (2003). Pergamenshchikov, Sergey ; Konev, V.. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:6:y:2003:i:3:p:215-235. Full description at Econpapers \|\| Download paper	4
50	2003	On a Problem of Statistical Inference in Null Recurrent Diffusions. (2003). Hopfner, R. ; Yu. Kutoyants, . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:6:y:2003:i:1:p:25-42. Full description at Econpapers \|\| Download paper	4

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

#	Year	Title	Cited
1	2001	Estimating 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. Full description at Econpapers \|\| Download paper	8
2	2014	A least square-type procedure for parameter estimation in stochastic differential equations with additive fractional noise. (2014). Neuenkirch, Andreas ; Tindel, Samy . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:17:y:2014:i:1:p:99-120. Full description at Econpapers \|\| Download paper	6
3	2006	Estimation 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. Full description at Econpapers \|\| Download paper	6
4	2010	New 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. Full description at Econpapers \|\| Download paper	5
5	2011	Nonparametric estimation of trend for stochastic differential equations driven by fractional Brownian motion. (2011). Mishra, M. ; Rao, Prakasa B.. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:14:y:2011:i:2:p:101-109. Full description at Econpapers \|\| Download paper	5
6	2002	Statistical Analysis of the Fractional OrnsteinÃ¢â¬âUhlenbeck 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. Full description at Econpapers \|\| Download paper	4
7	2018	A non-parametric Bayesian approach to decompounding from high frequency data. (2018). Gugushvili, Shota ; Spreij, Peter ; Meulen, Frank. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:21:y:2018:i:1:d:10.1007_s11203-016-9153-1. Full description at Econpapers \|\| Download paper	4
8	2000	Approximation 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. Full description at Econpapers \|\| Download paper	4
9	2010	Asymptotic 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. Full description at Econpapers \|\| Download paper	4
10	2013	On inference for fractional differential equations. (2013). Chronopoulou, Alexandra ; Tindel, Samy . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:16:y:2013:i:1:p:29-61. Full description at Econpapers \|\| Download paper	4
11	2018	Statistical inference for SPDEs: an overview. (2018). Cialenco, Igor. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:21:y:2018:i:2:d:10.1007_s11203-018-9177-9. Full description at Econpapers \|\| Download paper	3
12	2002	Estimation of Mean and Covariance Operator of Autoregressive Processes in Banach Spaces. (2002). Bosq, Denis . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:5:y:2002:i:3:p:287-306. Full description at Econpapers \|\| Download paper	3
13	2016	Modified Schwarz and HannanÃ¢â¬âQuinn information criteria for weak VARMA models. (2016). Mainassara, Yacouba Boubacar ; Kokonendji, Celestin C. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:19:y:2016:i:2:d:10.1007_s11203-015-9123-z. Full description at Econpapers \|\| Download paper	3
14	2001	On Determination of the Order of a Markov Chain. (2001). Dorea, C. ; Zhao, L. ; Gonalves, C.. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:4:y:2001:i:3:p:273-282. Full description at Econpapers \|\| Download paper	3
15	2006	Estimating 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. Full description at Econpapers \|\| Download paper	3
16	2001	Information 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. Full description at Econpapers \|\| Download paper	2
17	2007	Bayesian Nonparametric Estimation for Reinforced Markov Renewal Processes. (2007). Bulla, Paolo ; Muliere, Pietro. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:10:y:2007:i:3:p:283-303. Full description at Econpapers \|\| Download paper	2
18	2014	Adaptive Bayes type estimators of ergodic diffusion processes from discrete observations. (2014). Uchida, Masayuki ; Yoshida, Nakahiro. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:17:y:2014:i:2:p:181-219. Full description at Econpapers \|\| Download paper	2
19	2003	Estimation of Cusp Location by Poisson Observations. (2003). Dachian, S.. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:6:y:2003:i:1:p:1-14. Full description at Econpapers \|\| Download paper	2
20	2012	Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size. (2012). Breton, Jean-Christophe ; Coeurjolly, Jean-Franois . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:15:y:2012:i:1:p:1-26. Full description at Econpapers \|\| Download paper	2
21	2015	Hybrid multi-step estimators for stochastic differential equations based on sampled data. (2015). Uchida, Masayuki ; Kamatani, Kengo . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:18:y:2015:i:2:p:177-204. Full description at Econpapers \|\| Download paper	2
22	2012	Non-parametric estimation of the diffusion coefficient from noisy data. (2012). Schmisser, emeline . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:15:y:2012:i:3:p:193-223. Full description at Econpapers \|\| Download paper	2
23	2018	Optimal dimension reduction for high-dimensional and functional time series. (2018). Lippi, Marco ; Hallin, Marc ; Hormann, Siegfried. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:21:y:2018:i:2:d:10.1007_s11203-018-9172-1. Full description at Econpapers \|\| Download paper	2
24	2019	Parameter estimation for fractional OrnsteinÃ¢â¬âUhlenbeck processes of general Hurst parameter. (2019). Zhou, Hongjuan ; Nualart, David ; Hu, Yaozhong. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:22:y:2019:i:1:d:10.1007_s11203-017-9168-2. Full description at Econpapers \|\| Download paper	2
25	2011	Quasi-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. Full description at Econpapers \|\| Download paper	2
26	2002	Minimax Rates for Nonparametric Drift Estimation in Affine Stochastic Delay Differential Equations. (2002). Reiss, Markus. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:5:y:2002:i:2:p:131-152. Full description at Econpapers \|\| Download paper	2
27	2007	Testing 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. Full description at Econpapers \|\| Download paper	2
28	2003	Prediction of Continuous Time Autoregressive Processes via the Reproducing Kernel Spaces. (2003). Mokhtari, Fatiha ; Mourid, Tahar. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:6:y:2003:i:3:p:247-266. Full description at Econpapers \|\| Download paper	2
29	2008	Consistent 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. Full description at Econpapers \|\| Download paper	2
30	2005	Estimation of Mean and Covariance Operator for Banach Space Valued Autoregressive Processes with Dependent Innovations. (2005). Dehling, Herold ; Sharipov, Olimjon. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:8:y:2005:i:2:p:137-149. Full description at Econpapers \|\| Download paper	2
31	2000	Identification of the Hurst Index of a Step Fractional Brownian Motion. (2000). Benassi, Albert ; Cohen, Serge ; Bertrand, Pierre ; Istas, Jacques . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:3:y:2000:i:1:p:101-111. Full description at Econpapers \|\| Download paper	2
32	2004	Identification 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. Full description at Econpapers \|\| Download paper	2
33	2017	Asymptotic normality of quadratic forms of martingale differences. (2017). Giraitis, Liudas ; Taqqu, Murad S ; Taniguchi, Masanobu. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:20:y:2017:i:3:d:10.1007_s11203-016-9143-3. Full description at Econpapers \|\| Download paper	2
34	2019	Nonparametric estimation in fractional SDE. (2019). Marie, Nicolas ; Comte, Fabienne. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:22:y:2019:i:3:d:10.1007_s11203-019-09196-y. Full description at Econpapers \|\| Download paper	2
35	2004	An 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. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor: 10

Year	Title
2020	Long time behavior of a mean-field model of interacting neurons. (2020). Veltz, Romain ; Tanre, Etienne ; Cormier, Quentin. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:130:y:2020:i:5:p:2553-2595. Full description at Econpapers \|\| Download paper
2020	Decompounding discrete distributions: A nonparametric Bayesian approach. (2020). Gugushvili, Shota ; van der Meulen, Frank ; Mariucci, Ester. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:47:y:2020:i:2:p:464-492. Full description at Econpapers \|\| Download paper
2020	Volatility estimation for stochastic PDEs using high-frequency observations. (2020). Trabs, Mathias ; Bibinger, Markus. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:130:y:2020:i:5:p:3005-3052. Full description at Econpapers \|\| Download paper
2020	Inference in a multivariate generalized mean-reverting process with a change-point. (2020). Shen, Lei ; Nkurunziza, Severien. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:23:y:2020:i:1:d:10.1007_s11203-019-09204-1. Full description at Econpapers \|\| Download paper
2020	Statistical analysis of some evolution equations driven by space-only noise. (2020). Lototsky, Sergey V ; Kim, Hyun-Jung ; Cialenco, Igor. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:23:y:2020:i:1:d:10.1007_s11203-019-09205-0. Full description at Econpapers \|\| Download paper
2020	Bayesian estimations for diagonalizable bilinear SPDEs. (2020). Cheng, Ziteng ; Gong, Ruoting ; Cialenco, Igor. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:130:y:2020:i:2:p:845-877. Full description at Econpapers \|\| Download paper
2020	Oscillating Gaussian processes. (2020). Ilmonen, Pauliina ; Viitasaari, Lauri ; Torres, Soledad. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:23:y:2020:i:3:d:10.1007_s11203-020-09212-6. Full description at Econpapers \|\| Download paper
2020	Parameter estimation for the Rosenblatt OrnsteinÃ¢â¬âUhlenbeck process with periodic mean. (2020). Tudor, Ciprian A ; Shevchenko, Radomyra. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:23:y:2020:i:1:d:10.1007_s11203-019-09200-5. Full description at Econpapers \|\| Download paper
2020	Nonparametric estimation of the trend in reflected fractional SDE. (2020). Marie, Nicolas. In: Statistics & Probability Letters. RePEc:eee:stapro:v:158:y:2020:i:c:s0167715219303050. Full description at Econpapers \|\| Download paper
2020	Optimal iterative threshold-kernel estimation of jump diffusion processes. (2020). Figueroa-Lopez, Jose E ; Nisen, Jeffrey ; Li, Cheng. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:23:y:2020:i:3:d:10.1007_s11203-020-09211-7. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2019

Year	Citing document

Recent citations received in 2018

Year	Citing document
2018	A general class of multifractional processes and stock price informativeness. (2018). Zhao, Ran ; Peng, Qidi. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:115:y:2018:i:c:p:248-267. Full description at Econpapers \|\| Download paper

Recent citations received in 2017

Year	Citing document

10 most frequent citing series

#	Series	H	Cites
1	Statistical Inference for Stochastic Processes / Springer	10	58
2	Stochastic Processes and their Applications / Elsevier	36	55
3	Statistics & Probability Letters / Elsevier	30	41
4	Journal of Multivariate Analysis / Elsevier	46	28
5	Journal of Econometrics / Elsevier	203	18
6	Physica A: Statistical Mechanics and its Applications / Elsevier	62	9
7	Scandinavian Journal of Statistics / Danish Society for Theoretical Statistics	27	8
8	Papers / arXiv.org	65	7
9	Chaos, Solitons & Fractals / Elsevier	29	6
10	Computational Statistics & Data Analysis / Elsevier	44	6
11	Methodology and Computing in Applied Probability / Springer	5	4