Last updated July, 3 2014 639.049 documents processed, 16.613.935 references and 6.218.529 citations

Journal of the Royal Statistical Society Series B / Royal Statistical Society

[Raw data] [Main indicators] [Most cited papers] [cites used to compute the impact factor] [Recent citations ][documents published in EconPapers] [Keep updated about new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data:

IF AIF DOC CDO CCU CIF CIT D2Y C2Y %SC CiY II AII
19900.09000000.04
19910.09000000.04
19920.09000000.04
19930.1000000.05
19940.11000000.05
19950.2000000.08
19960.24000000.1
19970.3000000.11
19980.29010000.11
19990.34575780.143630080.140.15
20000.120.4252109140.13362577060.120.16
20010.150.4446155300.19366109160120.260.17
20020.340.4545200500.257899833030.070.2
20030.340.4753253690.273819131030.060.2
20040.460.53533061360.442619845050.090.22
20050.280.56423481010.2918610630010.020.23
20060.20.55413892010.522359519020.050.22
20070.280.47454342550.591728323030.070.19
20080.480.5514853140.651538641040.080.21
20090.30.51475323740.71529629060.130.21
20100.390.47315633240.58679838030.10.17
20110.420.55235864050.69477833030.130.22
20120.520.67336194660.7517542800.26
20130.390.92366555870.92356220110.310.34
20140.330.686553800.580692300.24
 
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published 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
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

 

Most cited documents in this series:

YearTitleCited
2002Econometric analysis of realized volatility and its use in estimating stochastic volatility models. (2002). Shephard, Neil ; Barndorff-Nielsen, Ole. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:64:y:2002:i:2:p:253-280.

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377
2001Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics. (2001). Shephard, Neil ; Barndorff-Nielsen, Ole. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:63:y:2001:i:2:p:167-241.

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185
2002Bayesian measures of model complexity and fit. (2002). van der Linde, Angelika ; Best, Nicola G. ; Spiegelhalter, David J. ; Carlin, Bradley P.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:64:y:2002:i:4:p:583-639.

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170
2003Distributions generated by perturbation of symmetry with emphasis on a multivariate skew t-distribution. (2003). Azzalini, Adelchi ; Capitanio, Antonella . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:65:y:2003:i:2:p:367-389.

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80
2005Regularization and variable selection via the elastic net. (2005). Zou, Hui ; Hastie, Trevor . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:67:y:2005:i:2:p:301-320.

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77
1999Statistical applications of the multivariate skew normal distribution. (1999). Azzalini, A. ; Capitanio, A.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:61:y:1999:i:3:p:579-602.

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63
2002An adaptive estimation of dimension reduction space. (2002). Tong, Howell ; Xia, Yingcun ; Li, W. K. ; Zhu, Li-Xing . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:64:y:2002:i:3:p:363-410.

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61
2005Addendum: Regularization and variable selection via the elastic net. (2005). Zou, Hui ; Hastie, Trevor . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:67:y:2005:i:5:p:768-768.

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58
2000Time series analysis of non-Gaussian observations based on state space models from both classical and Bayesian perspectives. (2000). Koopman, Siem Jan ; Durbin, J.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:62:y:2000:i:1:p:3-56.

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52
2003The identifiability of the mixed proportional hazards competing risks model. (2003). van den Berg, Gerard ; Abbring, Jaap. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:65:y:2003:i:3:p:701-710.

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51
2002A direct approach to false discovery rates. (2002). Storey, John D.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:64:y:2002:i:3:p:479-498.

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45
1999Maximizing generalized linear mixed model likelihoods with an automated Monte Carlo EM algorithm. (1999). Booth, J. G. ; Hobert, J. P.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:61:y:1999:i:1:p:265-285.

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44
2006Model selection and estimation in regression with grouped variables. (2006). Yuan, Ming ; Lin, Yi. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:68:y:2006:i:1:p:49-67.

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41
2009Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations. (2009). Chopin, Nicolas ; HÅVARD RUE, ; Martino, Sara . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:71:y:2009:i:2:p:319-392.

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37
2001Estimating the number of clusters in a data set via the gap statistic. (2001). Walther, Guenther ; Hastie, Trevor ; Tibshirani, Robert . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:63:y:2001:i:2:p:411-423.

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32
2010Particle Markov chain Monte Carlo methods. (2010). Doucet, Arnaud ; Holenstein, Roman ; Andrieu, Christophe . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:72:y:2010:i:3:p:269-342.

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31
2007Probabilistic forecasts, calibration and sharpness. (2007). Raftery, Adrian E. ; Gneiting, Tilmann ; Balabdaoui, Fadoua . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:69:y:2007:i:2:p:243-268.

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30
2006Empirical likelihood confidence regions in a partially linear single-index model. (2006). Zhu, Lixing ; Xue, Liugen . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:68:y:2006:i:3:p:549-570.

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29
2000Modelling and smoothing parameter estimation with multiple quadratic penalties. (2000). Wood, S. N.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:62:y:2000:i:2:p:413-428.

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29
2003Thin plate regression splines. (2003). Wood, Simon N.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:65:y:2003:i:1:p:95-114.

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29
2000Dealing with label switching in mixture models. (2000). Stephens, Matthew. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:62:y:2000:i:4:p:795-809.

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28
2003A skew extension of the t-distribution, with applications. (2003). Jones, M. C. ; Faddy, M. J.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:65:y:2003:i:1:p:159-174.

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27
2003Adaptive varying-coefficient linear models. (2003). Fan, Jianqing ; Yao, Qiwei ; Cai, Zongwu . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:65:y:2003:i:1:p:57-80.

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27
2008Sure independence screening for ultrahigh dimensional feature space. (2008). Fan, Jianqing ; Jinchi Lv, . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:70:y:2008:i:5:p:849-911.

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24
1999Intentionally biased bootstrap methods. (1999). Presnell, B. ; HALL, P.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:61:y:1999:i:1:p:143-158.

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23
1999Conformal normal curvature and assessment of local influence. (1999). W.-Y. Poon, . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:61:y:1999:i:1:p:51-61.

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23
2004Strong control, conservative point estimation and simultaneous conservative consistency of false discovery rates: a unified approach. (2004). Siegmund, David ; Taylor, Jonathan E. ; Storey, John D.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:66:y:2004:i:1:p:187-205.

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23
2003An empirical likelihood goodness-of-fit test for time series. (2003). Härdle, Wolfgang ; Chen, Song ; Li, Ming ; Hardle, Wolfgang ; Song Xi Chen, . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:65:y:2003:i:3:p:663-678.

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22
2006Sequential Monte Carlo samplers. (2006). Jasra, Ajay ; Del Moral, Pierre ; Doucet, Arnaud . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:68:y:2006:i:3:p:411-436.

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22
1999Gibbs sampling for Bayesian non-conjugate and hierarchical models by using auxiliary variables. (1999). Wakefield, J. ; Walker, S. ; Damlen, P.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:61:y:1999:i:2:p:331-344.

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21
2006Exact and computationally efficient likelihood-based estimation for discretely observed diffusion processes (with discussion). (2006). Papaspiliopoulos, Omiros ; Beskos, Alexandros ; Fearnhead, Paul ; Roberts, Gareth O.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:68:y:2006:i:3:p:333-382.

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21
2000Two-step estimation of functional linear models with applications to longitudinal data. (2000). Fan, Jianqing ; J.-T. Zhang, . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:62:y:2000:i:2:p:303-322.

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21
2000Semiparametric regression for the mean and rate functions of recurrent events. (2000). Lin, D. Y. ; Ying, Z. ; Wei, L. J. ; Yang, I.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:62:y:2000:i:4:p:711-730.

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20
1999Inference in generalized additive mixed modelsby using smoothing splines. (1999). Lin, X.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:61:y:1999:i:2:p:381-400.

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20
2007Regression coefficient and autoregressive order shrinkage and selection via the lasso. (2007). Wang, Hansheng ; Tsai, Chih-Ling ; Li, Guodong . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:69:y:2007:i:1:p:63-78.

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20
2009Some asymptotic results on generalized penalized spline smoothing. (2009). Kauermann, Goran ; Krivobokova, Tatyana ; Fahrmeir, Ludwig . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:71:y:2009:i:2:p:487-503.

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19
2005Sparsity and smoothness via the fused lasso. (2005). Zhu, Ji ; Rosset, Saharon ; Tibshirani, Robert ; Saunders, Michael ; Knight, Keith . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:67:y:2005:i:1:p:91-108.

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19
2004Likelihood ratio tests in linear mixed models with one variance component. (2004). Crainiceanu, Ciprian M. ; Ruppert, David . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:66:y:2004:i:1:p:165-185.

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19
2004Bayesian inference for non-Gaussian Ornstein-Uhlenbeck stochastic volatility processes. (2004). Papaspiliopoulos, Omiros ; Roberts, Gareth O. ; Dellaportas, Petros . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:66:y:2004:i:2:p:369-393.

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19
2001A modified likelihood ratio test for homogeneity in finite mixture models. (2001). Chen, Hanfeng ; Kalbfleisch, John D.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:63:y:2001:i:1:p:19-29.

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19
2000On a mixture autoregressive model. (2000). Wong, C. S. ; Li, W. K.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:62:y:2000:i:1:p:95-115.

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19
2000Wavelet processes and adaptive estimation of the evolutionary wavelet spectrum. (2000). Kroisandt, G. ; von Sachs, R. ; Nason, G. P.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:62:y:2000:i:2:p:271-292.

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17
2008The group lasso for logistic regression. (2008). Meier, Lukas ; van de Geer, Sara ; Buhlmann, Peter . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:70:y:2008:i:1:p:53-71.

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16
2006On properties of functional principal components analysis. (2006). Hosseini-Nasab, Mohammad ; Hall, Peter . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:68:y:2006:i:1:p:109-126.

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16
2004Estimation and testing stationarity for double-autoregressive models. (2004). Ling, Shiqing. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:66:y:2004:i:1:p:63-78.

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16
2009Finding an unknown number of multivariate outliers. (2009). Cerioli, Andrea ; Riani, Marco ; Atkinson, Anthony C.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:71:y:2009:i:2:p:447-466.

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16
2008Fast stable direct fitting and smoothness selection for generalized additive models. (2008). Wood, Simon N.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:70:y:2008:i:3:p:495-518.

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15
2000Regression analysis of panel count data with covariate-dependent observation and censoring times. (2000). Sun, J. ; Wei, L. J.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:62:y:2000:i:2:p:293-302.

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14
2003Efficient construction of reversible jump Markov chain Monte Carlo proposal distributions. (2003). Giudici, Paolo ; Roberts, G. O. ; Brooks, S. P.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:65:y:2003:i:1:p:3-39.

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14
2002Estimation of integrated squared density derivatives from a contaminated sample. (2002). Delaigle, A. ; Gijbels, I.. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:64:y:2002:i:4:p:869-886.

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14

Citing documents used to compute impact factor 23:

YearTitleSee
2014A new Pearson-type QMLE for conditionally heteroskedastic models. (2014). Zhu, Ke ; Li, Wai Keung . In: MPRA Paper. RePEc:pra:mprapa:52732.

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[Citation Analysis]
2014A Multiple Testing Approach to the Regularisation of Large Sample Correlation Matrices. (2014). Bailey, Natalia ; Smith, Vanessa L. ; Pesaran, Hashem M.. In: CESifo Working Paper Series. RePEc:ces:ceswps:_4834.

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[Citation Analysis]
2014Estimation of the Global Minimum Variance Portfolio in High Dimensions. (2014). Bodnar, Taras ; Schmid, Wolfgang ; Parolya, Nestor . In: Papers. RePEc:arx:papers:1406.0437.

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[Citation Analysis]
2014[Citation Analysis]
2014[Citation Analysis]
2014When Grilli and Yang meet Prebisch and Singer: Piecewise linear trends in primary commodity prices. (2014). Yamada, Hiroshi ; Yoon, Gawon . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:42:y:2014:i:c:p:193-207.

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[Citation Analysis]
2014Estimation for Single-index and Partially Linear Single-index Nonstationary Time Series Models. (2014). GAO, Jiti ; Dong, Chaohua ; Tjostheim, Dag . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2014-7.

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[Citation Analysis]
2014Semiparametric efficient estimation for partially linear single-index models with responses missing at random. (2014). Lai, Peng ; Wang, Qihua . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:128:y:2014:i:c:p:33-50.

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[Citation Analysis]
2014A Simultaneous Confidence Corridor for Varying Coefficient Regression with Sparse Functional Data. (2014). Yang, Lijian ; Härdle, Wolfgang ; Hardle, Wolfgang Karl ; Wang, Li ; Gu, Lijie . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2014-002.

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[Citation Analysis]
2014On diversity under a Bayesian nonparametric dependent model. (2014). ROUSSEAU, JUDITH ; Arbel, Julyan ; Mengersen, Kerrie . In: Economics Papers from University Paris Dauphine. RePEc:dau:papers:123456789/13439.

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[Citation Analysis]
2014Testing stationarity of functional time series. (2014). Horvath, Lajos ; Kokoszka, Piotr ; Rice, Gregory . In: Journal of Econometrics. RePEc:eee:econom:v:179:y:2014:i:1:p:66-82.

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[Citation Analysis]
2014Functional data analysis with increasing number of projections. (2014). Horvath, Lajos ; FREMDT, STEFAN ; Kokoszka, Piotr ; Steinebach, Josef G.. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:124:y:2014:i:c:p:313-332.

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[Citation Analysis]
2014Matérn-based nonstationary cross-covariance models for global processes. (2014). Jun, Mikyoung . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:128:y:2014:i:c:p:134-146.

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[Citation Analysis]
2014Group subset selection for linear regression. (2014). Guo, Yi ; Gao, Junbin ; Berman, Mark. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:75:y:2014:i:c:p:39-52.

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[Citation Analysis]
2014Principal Component Analysis in an Asymmetric Norm. (2014). Härdle, Wolfgang ; Hardle, Wolfgang Karl ; Tran, Ngoc Mai ; Osipenko, Maria . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2014-001.

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[Citation Analysis]
2014LOL selection in high dimension. (2014). Mougeot, M. ; Tribouley, K. ; Picard, D.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:743-757.

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[Citation Analysis]
2014Simulation-based Bayesian inference for epidemic models. (2014). McKinley, Trevelyan J. ; Cook, Alex R. ; Deardon, Rob ; Ross, Joshua V.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:434-447.

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[Citation Analysis]
2014Hierarchical Approximate Bayesian Computation. (2014). Turner, Brandon ; Zandt, Trisha . In: Psychometrika. RePEc:spr:psycho:v:79:y:2014:i:2:p:185-209.

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[Citation Analysis]
2014WAVELET ANALYSIS OF SPATIO-TEMPORAL DATA. (2014). Matsuda, Yasumasa . In: TERG Discussion Papers. RePEc:toh:tergaa:311.

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[Citation Analysis]
2014A survey of functional principal component analysis. (2014). Shang, Han . In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:98:y:2014:i:2:p:121-142.

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[Citation Analysis]
2014Model determination and estimation for the growth curve model via group SCAD penalty. (2014). Hu, Jianhua ; You, Jinhong ; Xin, Xin . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:124:y:2014:i:c:p:199-213.

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[Citation Analysis]
2014An Inequality for Correlations in Unidimensional Monotone Latent Variable Models for Binary Variables. (2014). Ellis, Jules. In: Psychometrika. RePEc:spr:psycho:v:79:y:2014:i:2:p:303-316.

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[Citation Analysis]
2014Adaptive linear step-up multiple testing procedure with the bias-reduced estimator. (2014). Kim, Donggyu ; Zhang, Chunming . In: Statistics & Probability Letters. RePEc:eee:stapro:v:87:y:2014:i:c:p:31-39.

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[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2013

YearTitleSee
2013Oracle Inequalities for Convex Loss Functions with Non-Linear Targets. (2013). Caner, Mehmet ; Kock, Anders Bredahl . In: CREATES Research Papers. RePEc:aah:create:2013-51.

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[Citation Analysis]
2013Two algorithms for fitting constrained marginal models. (2013). Forcina, A. ; Evans, R. J.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:66:y:2013:i:c:p:1-7.

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[Citation Analysis]
2013Conjugate and conditional conjugate Bayesian analysis of discrete graphical models of marginal independence. (2013). Tarantola, Claudia ; Ntzoufras, Ioannis . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:66:y:2013:i:c:p:161-177.

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[Citation Analysis]
2013Least-squares estimation of a convex discrete distribution. (2013). Durot, Cecile ; Robin, Stephane ; Koladjo, Franois ; Huet, Sylvie . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:67:y:2013:i:c:p:282-298.

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[Citation Analysis]
2013Test of independence for functional data. (2013). Horvath, Lajos ; Rice, Gregory ; Hukova, Marie . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:117:y:2013:i:c:p:100-119.

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[Citation Analysis]
2013Asymptotic normality of the principal components of functional time series. (2013). Reimherr, Matthew ; Kokoszka, Piotr . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:123:y:2013:i:5:p:1546-1562.

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[Citation Analysis]
2013Cramér–Karhunen–Loève representation and harmonic principal component analysis of functional time series. (2013). Tavakoli, Shahin ; Panaretos, Victor M.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:123:y:2013:i:7:p:2779-2807.

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[Citation Analysis]
2013A class of hazard rate mixtures for combining survival data from different experiments. (2013). Lijoi, Antonio ; Nipoti, Bernardo . In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0059.

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[Citation Analysis]
2013Sign-based portmanteau test for ARCH-type models with heavy-tailed innovations. (2013). Zhu, Ke ; Chen, Min . In: MPRA Paper. RePEc:pra:mprapa:50487.

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[Citation Analysis]
2013Consistent estimation of the Value-at-Risk when the error distribution of the volatility model is misspecified. (2013). Francq, Christian ; El Ghourabi, Mohamed ; Telmoudi, Fedya . In: MPRA Paper. RePEc:pra:mprapa:51150.

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[Citation Analysis]
2013A new Pearson-type QMLE for conditionally heteroskedastic models. (2013). Zhu, Ke ; Li, Wai Keung . In: MPRA Paper. RePEc:pra:mprapa:52344.

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[Citation Analysis]

Recent citations received in: 2012

YearTitleSee

Recent citations received in: 2011

YearTitleSee
2011Practical variable selection for generalized additive models. (2011). Marra, Giampiero ; Wood, Simon N.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:55:y:2011:i:7:p:2372-2387.

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[Citation Analysis]
2011Hybrid Monte Carlo on Hilbert spaces. (2011). Beskos, A. ; Sanz-Serna, J. M. ; Pinski, F. J. ; Stuart, A. M.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:121:y:2011:i:10:p:2201-2230.

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[Citation Analysis]
2011Non-Parametric Estimation of Forecast Distributions in Non-Gaussian, Non-linear State Space Models. (2011). McCabe, Brendan ; Martin, Gael ; Forbes, Catherine ; Brendan P. M. McCabe, ; Ng, Jason . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2011-11.

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[Citation Analysis]

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