Statistical Inference for Stochastic Processes

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 0.18 0 0 0 0.09 1997 0.21 0 0 0 0.08 1998 0.25 15 7 0 0 0.1 1999 0.32 15 0 15 0 0.15 2000 0.03 0.43 19 13 30 1 100 1 0.05 0.19 2001 0.03 0.41 16 4 34 1 0 0.17 2002 0.11 0.44 15 1 35 4 25 0.2 2003 0.47 15 1 31 0 0.22 2004 0.52 12 6 30 0 1 0.08 0.23 2005 0.56 16 3 27 0 0.25 2006 0.07 0.57 12 0 28 2 0 0.24 2007 0.48 13 0 28 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:spr:sistpr:v:3:y:2000:i:1:p:149-160 The Averaged Periodogram for Nonstationary Vector Time Series (2000).
Cited: 6 times.

(2) RePEc:spr:sistpr:v:7:y:2004:i:2:p:153-188 An Asymptotic Expansion Scheme for Optimal Investment Problems (2004).
Cited: 5 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: 3 times.

(5) 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: 3 times.

(6) RePEc:spr:sistpr:v:1:y:1998:i:1:p:61-84 Stationary Distribution Function Estimation for Ergodic Diffusion Process (1998).
Cited: 2 times.

(7) 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.

(8) RePEc:spr:sistpr:v:8:y:2005:i:3:p:227-254 Exact Inference for Random Dirichlet Means (2005).
Cited: 2 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: 2 times.

(10) RePEc:spr:sistpr:v:11:y:2008:i:1:p:93-106 Consistent estimation of covariation under nonsynchronicity (2008).
Cited: 1 times.

(11) RePEc:spr:sistpr:v:8:y:2005:i:1:p:71-93 Statistical Inference with Fractional Brownian Motion (2005).
Cited: 1 times.

(12) RePEc:spr:sistpr:v:7:y:2004:i:1:p:69-93 Weighted Local Nonparametric Regression with Dependent Errors: Study of Real Private Residential Fixed Investment in the USA (2004).
Cited: 1 times.

(13) 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.

(14) RePEc:spr:sistpr:v:5:y:2002:i:1:p:65-93 Estimation of Local Smoothness Coefficients for Continuous Time Processes (2002).
Cited: 1 times.

(15) 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.

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

(17) 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.

(18) RePEc:spr:sistpr:v:6:y:2003:i:1:p:25-42 On a Problem of Statistical Inference in Null Recurrent Diffusions (2003).
Cited: 1 times.

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

Recent citations received in: 2007

Recent citations received in: 2006

Recent citations received in: 2005

Recent citations received in: 2004

(1) RePEc:kap:apfinm:v:11:y:2004:i:4:p:393-430 A New Computational Scheme for Computing Greeks by the Asymptotic Expansion Approach (2004). Asia-Pacific Financial Markets

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