Most cited documents in this series:

Year	Title	Cited
2000	The Averaged Periodogram for Nonstationary Vector Time Series RePEc:spr:sistpr:v:3:y:2000:i:1:p:149-160 [Citation Analysis]	10
2004	An Asymptotic Expansion Scheme for Optimal Investment Problems RePEc:spr:sistpr:v:7:y:2004:i:2:p:153-188 [Citation Analysis]	7
2000	Wavelet Estimator of Long-Range Dependent Processes RePEc:spr:sistpr:v:3:y:2000:i:1:p:85-99 [Citation Analysis]	5
2001	Information Criteria in Model Selection for Mixing Processes RePEc:spr:sistpr:v:4:y:2001:i:1:p:73-98 [Citation Analysis]	5
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]	4
2005	Exact Inference for Random Dirichlet Means RePEc:spr:sistpr:v:8:y:2005:i:3:p:227-254 [Citation Analysis]	4
2008	Consistent estimation of covariation under nonsynchronicity RePEc:spr:sistpr:v:11:y:2008:i:1:p:93-106 [Citation Analysis]	3
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
2004	Identification and Inference for Multivariate Cointegrated and Ergodic Gaussian Diffusions RePEc:spr:sistpr:v:7:y:2004:i:2:p:137-151 [Citation Analysis]	2
2001	Modeling and Smoothing Unequally Spaced Sequence Data RePEc:spr:sistpr:v:4:y:2001:i:1:p:53-71 [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
2004	Nonparametric Spatial Prediction RePEc:spr:sistpr:v:7:y:2004:i:3:p:327-349 [Citation Analysis]	2
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]	2
2001	Semi-parametric Estimation of the Hölder Exponent of a Stationary Gaussian Process with Minimax Rates RePEc:spr:sistpr:v:4:y:2001:i:3:p:283-306 [Citation Analysis]	2
2007	Testing for the Mean of Random Curves: A Penalization Approach RePEc:spr:sistpr:v:10:y:2007:i:2:p:147-163 [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
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]	2
2002	The Likelihood of the Parameters of a Continuous Time Vector Autoregressive Model RePEc:spr:sistpr:v:5:y:2002:i:3:p:273-286 [Citation Analysis]	1
2007	Estimating the Hurst Parameter RePEc:spr:sistpr:v:10:y:2007:i:1:p:49-73 [Citation Analysis]	1
1998	Adaptive Estimation of the Lag of a Long–memory Process RePEc:spr:sistpr:v:1:y:1998:i:2:p:111-129 [Citation Analysis]	1
2006	Estimating Some Characteristics of the Conditional Distribution in Nonparametric Functional Models RePEc:spr:sistpr:v:9:y:2006:i:1:p:47-76 [Citation Analysis]	1
2003	Partial and Recombined Estimators for Nonlinear Additive Models RePEc:spr:sistpr:v:6:y:2003:i:2:p:155-197 [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
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
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
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
2003	Prediction Problems for Square-Transformed Stationary Processes RePEc:spr:sistpr:v:6:y:2003:i:1:p:43-64 [Citation Analysis]	1
2007	Invariance principles for non-isotropic long memory random fields RePEc:spr:sistpr:v:10:y:2007:i:3:p:255-282 [Citation Analysis]	1
1999	Large and Moderate Deviations for Estimators of Quadratic Variational Processes of Diffusions RePEc:spr:sistpr:v:2:y:1999:i:3:p:195-225 [Citation Analysis]	1
2004	Information Criteria for Small Diffusions via the Theory of Malliavin–Watanabe RePEc:spr:sistpr:v:7:y:2004:i:1:p:35-67 [Citation Analysis]	1
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
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
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
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
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
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
2004	Asymptotic Normality of Cross-correlogram Estimates of the Response Function RePEc:spr:sistpr:v:7:y:2004:i:1:p:1-34 [Citation Analysis]	1
2009	An empirical central limit theorem with applications to copulas under weak dependence RePEc:spr:sistpr:v:12:y:2009:i:1:p:65-87 [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
2007	Bootstrapping the Empirical Distribution Function of a Spatial Process RePEc:spr:sistpr:v:10:y:2007:i:2:p:107-145 [Citation Analysis]	1
2006	Asymptotic Normality of Kernel Type Density Estimators for Random Fields RePEc:spr:sistpr:v:9:y:2006:i:2:p:161-178 [Citation Analysis]	1
2008	A note on wavelet density deconvolution for weakly dependent data RePEc:spr:sistpr:v:11:y:2008:i:2:p:207-219 [Citation Analysis]	1
2005	Estimation and Simulation of Autoregressive Hilbertian Processes with Exogenous Variables RePEc:spr:sistpr:v:8:y:2005:i:2:p:185-204 [Citation Analysis]	1

Citing documents used to compute impact factor 0:

Year	Title	See

Cites in year: CiY