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.

Create citation feed for this series

Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII 1996 0.18 0 0 0 0.08 1997 0.21 0 0 0 0.08 1998 0.22 15 7 0 0 0.1 1999 0.28 15 0 15 0 0.13 2000 0.03 0.37 19 12 30 1 100 1 0.05 0.16 2001 0.03 0.37 16 6 34 1 0 0.16 2002 0.06 0.41 15 1 35 2 50 0.19 2003 0.42 15 3 31 0 0.2 2004 0.47 12 11 30 0 1 0.08 0.21 2005 0.5 16 6 27 0 0.23 2006 0.07 0.51 12 1 28 2 0 0.22 2007 0.4 13 1 28 0 0.18 2008 0.42 18 2 25 0 1 0.06 0.21 2009 0.43 14 0 31 0 0.19
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:7:y:2004:i:2:p:153-188 An Asymptotic Expansion Scheme for Optimal Investment Problems (2004).
Cited: 7 times.

(2) RePEc:spr:sistpr:v:4:y:2001:i:1:p:73-98 Information Criteria in Model Selection for Mixing Processes (2001).
Cited: 5 times.

(3) RePEc:spr:sistpr:v:8:y:2005:i:3:p:227-254 Exact Inference for Random Dirichlet Means (2005).
Cited: 4 times.

(4) RePEc:spr:sistpr:v:3:y:2000:i:1:p:149-160 The Averaged Periodogram for Nonstationary Vector Time Series (2000).
Cited: 4 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:3:y:2000:i:3:p:277-288 Semiparametric Estimation of the State of a Dynamical System with Small Noise (2000).
Cited: 3 times.

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

(8) 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.

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

(10) RePEc:spr:sistpr:v:7:y:2004:i:3:p:327-349 Nonparametric Spatial Prediction (2004).
Cited: 2 times.

(11) RePEc:spr:sistpr:v:11:y:2008:i:1:p:93-106 Consistent estimation of covariation under nonsynchronicity (2008).
Cited: 2 times.

(12) RePEc:spr:sistpr:v:10:y:2007:i:1:p:49-73 Estimating the Hurst Parameter (2007).
Cited: 1 times.

(13) 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.

(14) 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.

(15) 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.

(16) RePEc:spr:sistpr:v:7:y:2004:i:1:p:35-67 Information Criteria for Small Diffusions via the Theory of Malliavin–Watanabe (2004).
Cited: 1 times.

(17) RePEc:spr:sistpr:v:9:y:2006:i:3:p:227-277 Estimation of Parameters for Diffusion Processes with Jumps from Discrete Observations (2006).
Cited: 1 times.

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

(19) RePEc:spr:sistpr:v:6:y:2003:i:3:p:215-235 Sequential Estimation of the Parameters in a Trigonometric Regression Model with the Gaussian Coloured Noise (2003).
Cited: 1 times.

(20) RePEc:spr:sistpr:v:9:y:2006:i:2:p:179-225 M-Estimation for Discretely Observed Ergodic Diffusion Processes with Infinitely Many Jumps (2006).
Cited: 1 times.

(21) 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.

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

(23) 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.

(24) 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.

(25) RePEc:spr:sistpr:v:8:y:2005:i:3:p:331-354 Bayesian Inference via Filtering for a Class of Counting Processes: Application to the Micromovement of Asset Price (2005).
Cited: 1 times.

(26) RePEc:spr:sistpr:v:6:y:2003:i:1:p:1-14 Estimation of Cusp Location by Poisson Observations (2003).
Cited: 1 times.

(27) RePEc:spr:sistpr:v:8:y:2005:i:3:p:283-309 Bayesian Nonparametric Analysis for a Generalized Dirichlet Process Prior (2005).
Cited: 1 times.

Recent citations received in: | 2009 | 2008 | 2007 | 2006

Recent citations received in: 2009

Recent citations received in: 2008

(1) RePEc:arx:papers:math/0610621 Identifying the covariation between the diffusion parts and the co-jumps given discrete observations (2008). Quantitative Finance Papers

Recent citations received in: 2007

Recent citations received in: 2006

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.