providing citation data for Economics since 2001
[Raw data] [Main indicators] [Most cited papers] [cites used to compute the impact factor] [Recent citations ][documents published in EconPapers] [
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| 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 |
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Most cited documents in this series:
| Year | Title | Cited |
|---|---|---|
| 2004 | An Asymptotic Expansion Scheme for Optimal Investment Problems. (2004). Takahashi, Akihiko ; Yoshida, Nakahiro . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:7:y:2004:i:2:p:153-188. Full description at Econpapers || Download paper | 18 |
| 2006 | Estimation of Parameters for Diffusion Processes with Jumps from Discrete Observations. (2006). Yoshida, Nakahiro ; Shimizu, Yasutaka . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:9:y:2006:i:3:p:227-277. Full description at Econpapers || Download paper | 11 |
| 2000 | The Averaged Periodogram for Nonstationary Vector Time Series. (2000). Marinucci, D. ; Robinson, P. M.. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:3:y:2000:i:1:p:149-160. Full description at Econpapers || Download paper | 10 |
| 2000 | Wavelet Estimator of Long-Range Dependent Processes. (2000). Moulines, E. ; Soulier, P. ; Bardet, J. ; Lang, G.. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:3:y:2000:i:1:p:85-99. Full description at Econpapers || Download paper | 9 |
| 2006 | Estimating Some Characteristics of the Conditional Distribution in Nonparametric Functional Models. (2006). Laksaci, Ali ; VIEU, Philippe ; Ferraty, Frederic . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:9:y:2006:i:1:p:47-76. Full description at Econpapers || Download paper | 7 |
| 2002 | Statistical Analysis of the Fractional OrnsteinâUhlenbeck Type Process. (2002). Le Breton, A. ; Kleptsyna, M. L.. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:5:y:2002:i:3:p:229-248. Full description at Econpapers || Download paper | 7 |
| 2005 | Exact Inference for Random Dirichlet Means. (2005). Ongaro, Andrea ; Hjort, Nils. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:8:y:2005:i:3:p:227-254. Full description at Econpapers || Download paper | 6 |
| 2001 | Semi-parametric Estimation of the Hölder Exponent of a Stationary Gaussian Process with Minimax Rates. (2001). Roueff, Franois ; Lang, Gabriel. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:4:y:2001:i:3:p:283-306. Full description at Econpapers || Download paper | 6 |
| 2004 | Information Criteria for Small Diffusions via the Theory of MalliavinâWatanabe. (2004). Uchida, Masayuki ; Yoshida, Nakahiro . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:7:y:2004:i:1:p:35-67. Full description at Econpapers || Download paper | 6 |
| 2001 | Information Criteria in Model Selection for Mixing Processes. (2001). Uchida, Masayuki ; Yoshida, Nakahiro . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:4:y:2001:i:1:p:73-98. Full description at Econpapers || Download paper | 6 |
| 1998 | Efficient Density Estimation for Ergodic Diffusion Processes. (1998). Yu. Kutoyants, . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:1:y:1998:i:2:p:131-155. Full description at Econpapers || Download paper | 5 |
| 2000 | The Generalized Multifractional Brownian Motion. (2000). Ayache, Antoine ; Vehel, Jacques. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:3:y:2000:i:1:p:7-18. Full description at Econpapers || Download paper | 5 |
| 2004 | General Asymptotic Confidence Bands Based on Kernel-type Function Estimators. (2004). Mason, David ; Deheuvels, Paul . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:7:y:2004:i:3:p:225-277. Full description at Econpapers || Download paper | 5 |
| 2001 | Estimating the Parameters of a Fractional Brownian Motion by Discrete Variations of its Sample Paths. (2001). Coeurjolly, Jean-Franois . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:4:y:2001:i:2:p:199-227. Full description at Econpapers || Download paper | 5 |
| 2009 | An empirical central limit theorem with applications to copulas under weak dependence. (2009). Lang, Gabriel ; Doukhan, Paul ; Fermanian, Jean-David . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:12:y:2009:i:1:p:65-87. Full description at Econpapers || Download paper | 4 |
| 2004 | Nonparametric Spatial Prediction. (2004). Cadre, Benoit ; Biau, Gerard . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:7:y:2004:i:3:p:327-349. Full description at Econpapers || Download paper | 4 |
| 2008 | On large deviations in testing OrnsteinâUhlenbeck-type models. (2008). Gapeev, Pavel ; Kuchler, Uwe . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:11:y:2008:i:2:p:143-155. Full description at Econpapers || Download paper | 4 |
| 2000 | Semiparametric Estimation of the Intensity of Long Memory in Conditional Heteroskedasticity. (2000). Giraitis, Liudas ; TEYSSIeRE, Gilles ; Leipus, Remigijus ; Kokoszka, Piotr . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:3:y:2000:i:1:p:113-128. Full description at Econpapers || Download paper | 4 |
| 2000 | Semiparametric Bootstrap Approach to Hypothesis Tests and Confidence Intervals for the Hurst Coefficient. (2000). Härdle, Wolfgang ; Hall, Peter ; Hardle, Wolfgang ; Kleinow, Torsten ; Schmidt, Peter . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:3:y:2000:i:3:p:263-276. Full description at Econpapers || Download paper | 4 |
| 2000 | Parameter Estimation and Optimal Filtering for Fractional Type Stochastic Systems. (2000). Le Breton, A. ; Kleptsyna, M. L. ; M.-C. Roubaud, . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:3:y:2000:i:1:p:173-182. Full description at Econpapers || Download paper | 4 |
| 2004 | Asymptotic Expansion for Small Diffusions Applied to Option Pricing. (2004). Uchida, Masayuki ; Yoshida, Nakahiro . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:7:y:2004:i:3:p:189-223. Full description at Econpapers || Download paper | 4 |
| 2008 | Consistent estimation of covariation under nonsynchronicity. (2008). Kusuoka, Shigeo ; Hayashi, Takaki . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:11:y:2008:i:1:p:93-106. Full description at Econpapers || Download paper | 4 |
| 2004 | Identification and Inference for Multivariate Cointegrated and Ergodic Gaussian Diffusions. (2004). Rahbek, Anders ; Kessler, M.. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:7:y:2004:i:2:p:137-151. Full description at Econpapers || Download paper | 3 |
| 2000 | Semiparametric Estimation of the State of a Dynamical System with Small Noise. (2000). Iacus, Stefano. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:3:y:2000:i:3:p:277-288. Full description at Econpapers || Download paper | 3 |
| 2006 | Asymptotically Efficient Sequential Kernel Estimates of the Drift Coefficient in Ergodic Diffusion Processes. (2006). Galtchouk, L. ; Pergamenshchikov, S.. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:9:y:2006:i:1:p:1-16. Full description at Econpapers || Download paper | 3 |
| 2010 | Asymptotic properties of MLE for partially observed fractional diffusion system. (2010). Brouste, Alexandre ; Kleptsyna, Marina . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:13:y:2010:i:1:p:1-13. Full description at Econpapers || Download paper | 3 |
| 2006 | M-Estimation for Discretely Observed Ergodic Diffusion Processes with Infinitely Many Jumps. (2006). Shimizu, Yasutaka . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:9:y:2006:i:2:p:179-225. Full description at Econpapers || Download paper | 3 |
| 1998 | Stationary Distribution Function Estimation for Ergodic Diffusion Process. (1998). Negri, Ilia . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:1:y:1998:i:1:p:61-84. Full description at Econpapers || Download paper | 3 |
| 1999 | Large and Moderate Deviations for Estimators of Quadratic Variational Processes of Diffusions. (1999). Guillin, Arnaud ; Wu, Liming ; Djellout, Hacene. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:2:y:1999:i:3:p:195-225. Full description at Econpapers || Download paper | 3 |
| 2007 | Estimating the Hurst Parameter. (2007). Berzin, Corinne ; Leon, Jose. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:10:y:2007:i:1:p:49-73. Full description at Econpapers || Download paper | 2 |
| 2001 | Modeling and Smoothing Unequally Spaced Sequence Data. (2001). Jong, Piet ; Mazzi, Sonia. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:4:y:2001:i:1:p:53-71. Full description at Econpapers || Download paper | 2 |
| 1998 | Note on Functional Large Deviation Principle for Fractional ARIMA Processes. (1998). Broniatowski, Michel ; Barbe, Philippe . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:1:y:1998:i:1:p:17-27. Full description at Econpapers || Download paper | 2 |
| 2003 | Sequential Estimation of the Parameters in a Trigonometric Regression Model with the Gaussian Coloured Noise. (2003). Pergamenshchikov, S. ; Konev, V.. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:6:y:2003:i:3:p:215-235. Full description at Econpapers || Download paper | 2 |
| 2010 | New tests for jumps in semimartingale models. (2010). Podolskij, Mark ; Ziggel, D.. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:13:y:2010:i:1:p:15-41. Full description at Econpapers || Download paper | 2 |
| 2003 | On Uniform Laws of Large Numbers for Ergodic Diffusions and Consistency of Estimators. (2003). van Zanten, Harry . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:6:y:2003:i:2:p:199-213. Full description at Econpapers || Download paper | 2 |
| 2009 | Maximum likelihood estimation in processes of Ornstein-Uhlenbeck type. (2009). Tuerlinckx, Francis ; Schoutens, Wim ; Valdivieso, Luis . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:12:y:2009:i:1:p:1-19. Full description at Econpapers || Download paper | 2 |
| 1998 | Asymptotic Expansion of M âEstimator Over Wiener Space. (1998). Yoshida, Nakahiro ; Sakamoto, Yuji. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:1:y:1998:i:1:p:85-103. Full description at Econpapers || Download paper | 2 |
| 2007 | Testing for the Mean of Random Curves: A Penalization Approach. (2007). Mas, Andre . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:10:y:2007:i:2:p:147-163. Full description at Econpapers || Download paper | 2 |
| 2003 | Asymptotically Efficient Estimation of the Derivative of the Invariant Density. (2003). Dalalyan, Arnak ; Kutoyants, Yury . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:6:y:2003:i:1:p:89-107. Full description at Econpapers || Download paper | 2 |
| 2000 | Approximation of Some Gaussian Processes. (2000). Montseny, G. ; Carmona, Philippe ; Coutin, Laure . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:3:y:2000:i:1:p:161-171. Full description at Econpapers || Download paper | 2 |
| 2005 | Bayesian Nonparametric Analysis for a Generalized Dirichlet Process Prior. (2005). Lijoi, Antonio ; Mena, Ramses ; Prunster, Igor . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:8:y:2005:i:3:p:283-309. Full description at Econpapers || Download paper | 2 |
| 2009 | Test for parameter change in discretely observed diffusion processes. (2009). Song, Junmo ; Lee, Sangyeol . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:12:y:2009:i:2:p:165-183. Full description at Econpapers || Download paper | 2 |
| 2011 | Quasi-likelihood analysis for the stochastic differential equation with jumps. (2011). Yoshida, N. ; Ogihara, T.. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:14:y:2011:i:3:p:189-229. Full description at Econpapers || Download paper | 2 |
| 2003 | Prediction Problems for Square-Transformed Stationary Processes. (2003). Choi, In-Bong ; Taniguchi, Masanobu . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:6:y:2003:i:1:p:43-64. Full description at Econpapers || Download paper | 1 |
| 2008 | Parameter estimation for stochastic equations with additive fractional Brownian sheet. (2008). Sottinen, Tommi ; Tudor, Ciprian. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:11:y:2008:i:3:p:221-236. Full description at Econpapers || Download paper | 1 |
| 2010 | Global property of error density estimation in nonlinear autoregressive time series models. (2010). Cheng, Fuxia . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:13:y:2010:i:1:p:43-53. Full description at Econpapers || Download paper | 1 |
| 2002 | Extension of the KalmanâBucy Filter to Elementary Linear Systems with Fractional Brownian Noises. (2002). Le Breton, A. ; Kleptsyna, M. L.. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:5:y:2002:i:3:p:249-271. Full description at Econpapers || Download paper | 1 |
| 2006 | Asymptotic Properties of Quasi-Maximum Likelihood Estimators for ARMA Models with Time-Dependent Coefficients. (2006). Melard, Guy ; Azrak, Rajae . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:9:y:2006:i:3:p:279-330. Full description at Econpapers || Download paper | 1 |
| 2007 | Discrete Periodic Sampling with Jitter and Almost Periodically Correlated Processes. (2007). Dehay, Dominique ; Monsan, Vincent. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:10:y:2007:i:3:p:223-253. Full description at Econpapers || Download paper | 1 |
| 1999 | Nonparametric Estimation for Semi-Markov Processes Based on its Hazard Rate Functions. (1999). Ouhbi, Brahim ; Limnios, Nikolaos . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:2:y:1999:i:2:p:151-173. Full description at Econpapers || Download paper | 1 |
Citing documents used to compute impact factor 1:
| Year | Title | See |
|---|---|---|
| 2014 | Parameter identification for fractional OrnsteinâUhlenbeck processes based on discrete observation. (2014). Zhang, Pu ; Niu, Pan-qiang ; Xiao, Wei-Lin . In: Economic Modelling. RePEc:eee:ecmode:v:36:y:2014:i:c:p:198-203. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2012
| Year | Title | See |
|---|---|---|
| 2012 | The rate of convergence of Hurst index estimate for the stochastic differential equation. (2012). Kubilius, K. ; Mishura, Y.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:122:y:2012:i:11:p:3718-3739. Full description at Econpapers || Download paper | [Citation Analysis] |
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.