Statistical Inference for Stochastic Processes

Raw citation data, Impact Factor, Immediacy Index, Published documents, Citations received, , Most cited papers , Latest citations and documents published in this series in EconPapers.

Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII 1996 0.17 0 0 0 0.08 1997 0.2 0 0 0 0.08 1998 0.23 15 6 0 0 0.1 1999 0.32 15 0 15 0 0.16 2000 0.03 0.43 19 12 30 1 100 1 0.05 0.19 2001 0.03 0.39 16 3 34 1 0 0.17 2002 0.11 0.42 15 0 35 4 25 0.2 2003 0.47 15 0 31 0 0.22 2004 0.51 12 2 30 0 0.23 2005 0.58 16 1 27 0 0.27
IF: Impact Factor: C2Y / D2Y AIF: Average Impact Factor for series in RePEc in year y DOC: Number of documents published in year y CIT: Number of citations to the series in year y D2Y: Number of articles published in y-1 plus y-2 C2Y: Cites in y to articles published in y-1 plus y-2 SC(%): Percentage of selft citations in y to articles published in y-1 plus y-2 CiY: Cites in year y to documents published in year y IdI: Immediacy Index: CiY / Documents.   AII: Average Immediacy Index for series in RePEc in year y
Impact Factor:
Immediacy Index:
Documents published:
Citations received:

Most cited documents in this series:

(1) RePEc:spr:sistpr:v:3:y:2000:i:1:p:149-160 The Averaged Periodogram for Nonstationary Vector Time Series (2000).
Cited: 5 times.

(2) RePEc:spr:sistpr:v:3:y:2000:i:1:p:113-128 Semiparametric Estimation of the Intensity of Long Memory in Conditional Heteroskedasticity (2000).
Cited: 4 times.

(3) RePEc:spr:sistpr:v:1:y:1998:i:2:p:131-155 Efficient Density Estimation for Ergodic Diffusion Processes (1998).
Cited: 3 times.

(4) RePEc:spr:sistpr:v:4:y:2001:i:1:p:73-98 Information Criteria in Model Selection for Mixing Processes (2001).
Cited: 2 times.

(5) RePEc:spr:sistpr:v:3:y:2000:i:3:p:277-288 Semiparametric Estimation of the State of a Dynamical System with Small Noise (2000).
Cited: 2 times.

(6) RePEc:spr:sistpr:v:7:y:2004:i:2:p:153-188 An Asymptotic Expansion Scheme for Optimal Investment Problems (2004).
Cited: 2 times.

(7) RePEc:spr:sistpr:v:4:y:2001:i:1:p:53-71 Modeling and Smoothing Unequally Spaced Sequence Data (2001).
Cited: 1 times.

(8) RePEc:spr:sistpr:v:1:y:1998:i:1:p:29-41 Can We Estimate the Densitys Derivative with Suroptimal Rate? (1998).
Cited: 1 times.

(9) RePEc:spr:sistpr:v:3:y:2000:i:1:p:173-182 Parameter Estimation and Optimal Filtering for Fractional Type Stochastic Systems (2000).
Cited: 1 times.

(10) RePEc:spr:sistpr:v:8:y:2005:i:3:p:227-254 Exact Inference for Random Dirichlet Means (2005).
Cited: 1 times.

(11) RePEc:spr:sistpr:v:1:y:1998:i:1:p:61-84 Stationary Distribution Function Estimation for Ergodic Diffusion Process (1998).
Cited: 1 times.

(12) RePEc:spr:sistpr:v:1:y:1998:i:2:p:157-173 Optimal Rate for Nonparametric Estimation in Deterministic Dynamical Systems (1998).
Cited: 1 times.

(13) RePEc:spr:sistpr:v:1:y:1998:i:2:p:111-129 Adaptive Estimation of the Lag of a Long–memory Process (1998).
Cited: 1 times.

Latest citations received in: | 2005 | 2004 | 2003 | 2002

Latest citations received in: 2005

Latest citations received in: 2004

Latest citations received in: 2003

Latest citations received in: 2002

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.