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| 2004 | An Asymptotic Expansion Scheme for Optimal Investment Problems
RePEc:spr:sistpr:v:7:y:2004:i:2:p:153-188 [Citation Analysis] | 7 |
| 2001 | Information Criteria in Model Selection for Mixing Processes
RePEc:spr:sistpr:v:4:y:2001:i:1:p:73-98 [Citation Analysis] | 5 |
| 2005 | Exact Inference for Random Dirichlet Means
RePEc:spr:sistpr:v:8:y:2005:i:3:p:227-254 [Citation Analysis] | 5 |
| 2000 | The Averaged Periodogram for Nonstationary Vector Time Series
RePEc:spr:sistpr:v:3:y:2000:i:1:p:149-160 [Citation Analysis] | 4 |
| 2000 | Semiparametric Estimation of the State of a Dynamical System with Small Noise
RePEc:spr:sistpr:v:3:y:2000:i:3:p:277-288 [Citation Analysis] | 3 |
| 1998 | Efficient Density Estimation for Ergodic Diffusion Processes
RePEc:spr:sistpr:v:1:y:1998:i:2:p:131-155 [Citation Analysis] | 3 |
| 2000 | Semiparametric Estimation of the Intensity of Long Memory in Conditional Heteroskedasticity
RePEc:spr:sistpr:v:3:y:2000:i:1:p:113-128 [Citation Analysis] | 3 |
| 2008 | Consistent estimation of covariation under nonsynchronicity
RePEc:spr:sistpr:v:11:y:2008:i:1:p:93-106 [Citation Analysis] | 2 |
| 2004 | Nonparametric Spatial Prediction
RePEc:spr:sistpr:v:7:y:2004:i:3:p:327-349 [Citation Analysis] | 2 |
| 2000 | Parameter Estimation and Optimal Filtering for Fractional Type Stochastic Systems
RePEc:spr:sistpr:v:3:y:2000:i:1:p:173-182 [Citation Analysis] | 2 |
| 1998 | Stationary Distribution Function Estimation for Ergodic Diffusion Process
RePEc:spr:sistpr:v:1:y:1998:i:1:p:61-84 [Citation Analysis] | 2 |
| 1998 | Can We Estimate the Densitys Derivative with Suroptimal Rate?
RePEc:spr:sistpr:v:1:y:1998:i:1:p:29-41 [Citation Analysis] | 1 |
| 2004 | Weighted Local Nonparametric Regression with Dependent Errors: Study of Real Private Residential Fixed Investment in the USA
RePEc:spr:sistpr:v:7:y:2004:i:1:p:69-93 [Citation Analysis] | 1 |
| 2006 | Estimation of Parameters for Diffusion Processes with Jumps from Discrete Observations
RePEc:spr:sistpr:v:9:y:2006:i:3:p:227-277 [Citation Analysis] | 1 |
| 1998 | Optimal Rate for Nonparametric Estimation in Deterministic Dynamical Systems
RePEc:spr:sistpr:v:1:y:1998:i:2:p:157-173 [Citation Analysis] | 1 |
| 2002 | Estimation of Local Smoothness Coefficients for Continuous Time Processes
RePEc:spr:sistpr:v:5:y:2002:i:1:p:65-93 [Citation Analysis] | 1 |
| 2005 | Statistical Inference with Fractional Brownian Motion
RePEc:spr:sistpr:v:8:y:2005:i:1:p:71-93 [Citation Analysis] | 1 |
| 2000 | Wavelet Estimator of Long-Range Dependent Processes
RePEc:spr:sistpr:v:3:y:2000:i:1:p:85-99 [Citation Analysis] | 1 |
| 2004 | Information Criteria for Small Diffusions via the Theory of MalliavinWatanabe
RePEc:spr:sistpr:v:7:y:2004:i:1:p:35-67 [Citation Analysis] | 1 |
| 2006 | M-Estimation for Discretely Observed Ergodic Diffusion Processes with Infinitely Many Jumps
RePEc:spr:sistpr:v:9:y:2006:i:2:p:179-225 [Citation Analysis] | 1 |
| 2001 | Estimating the Parameters of a Fractional Brownian Motion by Discrete Variations of its Sample Paths
RePEc:spr:sistpr:v:4:y:2001:i:2:p:199-227 [Citation Analysis] | 1 |
| 2007 | Estimating the Hurst Parameter
RePEc:spr:sistpr:v:10:y:2007:i:1:p:49-73 [Citation Analysis] | 1 |
| 2003 | Sequential Estimation of the Parameters in a Trigonometric Regression Model with the Gaussian Coloured Noise
RePEc:spr:sistpr:v:6:y:2003:i:3:p:215-235 [Citation Analysis] | 1 |
| 2005 | Bayesian Inference via Filtering for a Class of Counting Processes: Application to the Micromovement of Asset Price
RePEc:spr:sistpr:v:8:y:2005:i:3:p:331-354 [Citation Analysis] | 1 |
| 1998 | Adaptive Estimation of the Lag of a Longmemory Process
RePEc:spr:sistpr:v:1:y:1998:i:2:p:111-129 [Citation Analysis] | 1 |
| 2004 | General Asymptotic Confidence Bands Based on Kernel-type Function Estimators
RePEc:spr:sistpr:v:7:y:2004:i:3:p:225-277 [Citation Analysis] | 1 |
| 2003 | On a Problem of Statistical Inference in Null Recurrent Diffusions
RePEc:spr:sistpr:v:6:y:2003:i:1:p:25-42 [Citation Analysis] | 1 |
| 2005 | Bayesian Nonparametric Analysis for a Generalized Dirichlet Process Prior
RePEc:spr:sistpr:v:8:y:2005:i:3:p:283-309 [Citation Analysis] | 1 |
| 2001 | Modeling and Smoothing Unequally Spaced Sequence Data
RePEc:spr:sistpr:v:4:y:2001:i:1:p:53-71 [Citation Analysis] | 1 |
| 2003 | Estimation of Cusp Location by Poisson Observations
RePEc:spr:sistpr:v:6:y:2003:i:1:p:1-14 [Citation Analysis] | 1 |
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.
