Statistics & Probability Letters

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

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Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII 1996 0.01 0.18 271 60 367 5 0 0.09 1997 0 0.21 268 69 469 2 0 0.08 1998 0.01 0.25 206 42 539 5 0 1 0 0.1 1999 0.01 0.32 249 65 474 7 0 3 0.01 0.15 2000 0.01 0.43 242 53 455 6 0 0.19 2001 0.01 0.41 253 50 491 6 0 1 0 0.17 2002 0.02 0.44 226 39 495 12 0 4 0.02 0.2 2003 0.02 0.47 231 42 479 10 0 3 0.01 0.22 2004 0.02 0.52 201 26 457 8 0 1 0 0.23 2005 0.01 0.56 198 25 432 4 0 7 0.04 0.25 2006 0.01 0.57 253 15 399 3 0 0.24 2007 0.02 0.48 228 5 451 8 0 0.22
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:eee:stapro:v:6:y:1988:i:3:p:181-189 Estimating the number of change-points via Schwarz criterion (1988).
Cited: 14 times.

(2) RePEc:eee:stapro:v:6:y:1987:i:2:p:109-115 Estimation of integrated squared density derivatives (1987).
Cited: 13 times.

(3) RePEc:eee:stapro:v:1:y:1983:i:6:p:327-332 Descriptive statistics for multivariate distributions (1983).
Cited: 11 times.

(4) RePEc:eee:stapro:v:6:y:1988:i:4:p:247-250 On binomial distributions of order k (1988).
Cited: 11 times.

(5) RePEc:eee:stapro:v:28:y:1996:i:2:p:165-171 On the Chambers-Mallows-Stuck method for simulating skewed stable random variables (1996).
Cited: 11 times.

(6) RePEc:eee:stapro:v:71:y:2005:i:1:p:61-70 Estimating parameters in autoregressive models with asymmetric innovations (2005).
Cited: 9 times.

(7) RePEc:eee:stapro:v:18:y:1993:i:2:p:153-161 Sooner and later waiting time problems for Markovian Bernoulli trials (1993).
Cited: 7 times.

(8) RePEc:eee:stapro:v:1:y:1983:i:4:p:171-175 A generalized geometric distribution and some of its properties (1983).
Cited: 7 times.

(9) RePEc:eee:stapro:v:4:y:1986:i:4:p:203-208 Convergence rates for partially splined models (1986).
Cited: 7 times.

(10) RePEc:eee:stapro:v:42:y:1999:i:1:p:27-31 A minimality property of the minimal martingale measure (1999).
Cited: 7 times.

(11) RePEc:eee:stapro:v:17:y:1993:i:3:p:199-204 Testing the equality of nonparametric regression curves (1993).
Cited: 6 times.

(12) RePEc:eee:stapro:v:33:y:1997:i:3:p:291-297 Sparse spatial autoregressions (1997).
Cited: 6 times.

(13) RePEc:eee:stapro:v:37:y:1998:i:1:p:7-14 On forecasting SETAR processes (1998).
Cited: 6 times.

(14) RePEc:eee:stapro:v:29:y:1996:i:4:p:317-335 Asymptotic normality of regression estimators with long memory errors (1996).
Cited: 6 times.

(15) RePEc:eee:stapro:v:9:y:1990:i:1:p:5-11 Sooner and later waiting time problems for Bernoulli trials: frequency and run quotas (1990).
Cited: 6 times.

(16) RePEc:eee:stapro:v:34:y:1997:i:2:p:201-210 Testing independence by nonparametric kernel method (1997).
Cited: 6 times.

(17) RePEc:eee:stapro:v:54:y:2001:i:3:p:301-315 Bounds for means and variances of progressive type II censored order statistics (2001).
Cited: 6 times.

(18) RePEc:eee:stapro:v:43:y:1999:i:4:p:399-409 Estimation of the coefficient of tail dependence in bivariate extremes (1999).
Cited: 6 times.

(19) RePEc:eee:stapro:v:51:y:2001:i:4:p:319-325 Moments of skew-normal random vectors and their quadratic forms (2001).
Cited: 5 times.

(20) RePEc:eee:stapro:v:7:y:1988:i:3:p:195-199 Canonical kernels for density estimation (1988).
Cited: 5 times.

(21) RePEc:eee:stapro:v:16:y:1993:i:2:p:111-115 The mixture properties of the 2SHI estimators in linear regression models (1993).
Cited: 5 times.

(22) RePEc:eee:stapro:v:11:y:1991:i:6:p:511-514 Using non-stochastic terms to advantage in kernel-based estimation of integrated squared density derivatives (1991).
Cited: 5 times.

(23) RePEc:eee:stapro:v:18:y:1993:i:5:p:349-351 A triptych of discrete distributions related to the stable law (1993).
Cited: 5 times.

(24) RePEc:eee:stapro:v:30:y:1996:i:3:p:189-197 Unit root tests for time series with outliers (1996).
Cited: 5 times.

(25) RePEc:eee:stapro:v:9:y:1990:i:3:p:229-235 Rates of convergence of some estimators in a class of deconvolution problems (1990).
Cited: 5 times.

(26) RePEc:eee:stapro:v:43:y:1999:i:1:p:65-73 Recursive mean adjustment in time-series inferences (1999).
Cited: 5 times.

(27) RePEc:eee:stapro:v:42:y:1999:i:1:p:39-46 Goodness-of-fit test for linear models based on local polynomials (1999).
Cited: 4 times.

(28) RePEc:eee:stapro:v:4:y:1986:i:2:p:69-73 On the estimation of the quantile density function (1986).
Cited: 4 times.

(29) RePEc:eee:stapro:v:8:y:1989:i:4:p:347-354 Bandwidth selection for kernel estimate with correlated noise (1989).
Cited: 4 times.

(30) RePEc:eee:stapro:v:21:y:1994:i:3:p:203-214 Smoothing dependent observations (1994).
Cited: 4 times.

(31) RePEc:eee:stapro:v:19:y:1994:i:3:p:169-176 Bias correction in ARMA models (1994).
Cited: 4 times.

(32) RePEc:eee:stapro:v:40:y:1998:i:4:p:385-393 Change-point in the mean of dependent observations (1998).
Cited: 4 times.

(33) RePEc:eee:stapro:v:20:y:1994:i:5:p:401-409 Trimmed mean or sample median? (1994).
Cited: 4 times.

(34) RePEc:eee:stapro:v:51:y:2001:i:2:p:121-130 L1 geometric ergodicity of a multivariate nonlinear AR model with an ARCH term (2001).
Cited: 4 times.

(35) RePEc:eee:stapro:v:54:y:2001:i:4:p:437-447 Bayesian quantile regression (2001).
Cited: 4 times.

(36) RePEc:eee:stapro:v:41:y:1999:i:1:p:87-95 Testing for trends in correlated data (1999).
Cited: 4 times.

(37) RePEc:eee:stapro:v:47:y:2000:i:4:p:329-335 A pairwise likelihood approach to analyzing correlated binary data (2000).
Cited: 4 times.

(38) RePEc:eee:stapro:v:19:y:1994:i:3:p:181-187 A multiplicative bias reduction method for nonparametric regression (1994).
Cited: 4 times.

(39) RePEc:eee:stapro:v:6:y:1987:i:2:p:67-69 Properties of the extended distributions of order ? (1987).
Cited: 3 times.

(40) RePEc:eee:stapro:v:11:y:1991:i:6:p:503-509 On Lings binomial and negative binomial distributions of order k (1991).
Cited: 3 times.

(41) RePEc:eee:stapro:v:32:y:1997:i:4:p:393-404 Non-parametric randomness tests based on success runs of fixed length (1997).
Cited: 3 times.

(42) RePEc:eee:stapro:v:45:y:1999:i:1:p:11-22 Functional linear model (1999).
Cited: 3 times.

(43) RePEc:eee:stapro:v:47:y:2000:i:2:p:171-175 A note on the application of the DF test to seasonal data (2000).
Cited: 3 times.

(44) RePEc:eee:stapro:v:61:y:2003:i:2:p:177-190 Long memory and stochastic trend (2003).
Cited: 3 times.

(45) RePEc:eee:stapro:v:8:y:1989:i:5:p:435-440 On the bivariate normal distribution and association models for ordinal categorical data (1989).
Cited: 3 times.

(46) RePEc:eee:stapro:v:16:y:1993:i:4:p:301-304 An L1-convergence theorem for heterogeneous mixingale arrays with trending moments (1993).
Cited: 3 times.

(47) RePEc:eee:stapro:v:1:y:1983:i:4:p:213-215 A note on spectral decomposition and maximum likelihood estimation in models with balanced data (1983).
Cited: 3 times.

(48) RePEc:eee:stapro:v:12:y:1991:i:5:p:385-391 Estimation of the survival function for stationary associated processes (1991).
Cited: 3 times.

(49) RePEc:eee:stapro:v:8:y:1989:i:1:p:51-53 Spherical matrix distributions and cauchy quotients (1989).
Cited: 3 times.

(50) RePEc:eee:stapro:v:9:y:1990:i:1:p:23-25 A short note on optimal bandwidth selection for kernel estimators (1990).
Cited: 3 times.

Recent citations received in: | 2007 | 2006 | 2005 | 2004

Recent citations received in: 2007

Recent citations received in: 2006

Recent citations received in: 2005

(1) RePEc:ags:reapec:50272 Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan (2005). Review of Applied Economics

(2) RePEc:mos:moswps:2005-08 Prospect and Markowitz Stochastic Dominance (2005). Monash University, Department of Economics / Monash Economics Working Papers

(3) RePEc:mos:moswps:2005-09 Robust Estimation of Multiple Regression Model with Non-normal Error: Symmetric Distribution (2005). Monash University, Department of Economics / Monash Economics Working Papers

(4) RePEc:nus:nusewp:wp0501 Financial Integration for India Stock Market, a Fractional Cointegration Approach (2005). National University of Singapore, Department of Economics / Departmental Working Papers

(5) RePEc:nus:nusewp:wp0505 Prospect and Markowitz Stochastic Dominance (2005). National University of Singapore, Department of Economics / Departmental Working Papers

(6) RePEc:nus:nusewp:wp0508 Robust Estimation of Multiple Regression Model with asymmetric innovations and Its Applicability on Asset Pricing Model (2005). National University of Singapore, Department of Economics / Departmental Working Papers

(7) RePEc:sca:scaewp:0512 Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan (2005). National University of Singapore, Department of Economics, SCAPE / SCAPE Policy Research Working Paper Series

Recent citations received in: 2004

(1) RePEc:aah:aarhec:2004-2 A Regime Switching Long Memory Model for Electricity Prices (2004). Department of Economics, University of Aarhus / Department of Economics, Working Papers

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