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Statistical Inference for Stochastic Processes / Springer


0.07

Impact Factor

0.16

5-Years IF

7

5-Years H index

Main indicators


Raw data


IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.1000 (%)0.04
19910.09000 (%)0.04
19920.1000 (%)0.04
19930.11000 (%)0.05
19940.12000 (%)0.05
19950.19000 (%)0.07
19960.22000 (%)0.09
19970.270100 (%)0.09
19980.27151514002 (14.3%)0.1
19990.31153010.03715151 (14.3%)0.13
20000.030.40.03194920.04433013013 (7%)10.050.15
20010.030.40.06166540.06263414934 (15.4%)0.15
20020.090.420.05158030.0418353653 (%)0.18
20030.440.06159570.0712318053 (25%)0.18
20040.490.061210770.0742308054 (9.5%)10.080.2
20050.040.530.081612390.07152717762 (13.3%)0.21
20060.110.510.0712135100.07372837451 (2.7%)10.080.2
20070.070.440.1313148150.111282709 (%)0.18
20080.080.470.0718166160.1192526853 (15.8%)10.060.2
20090.060.470.2114180290.161631271151 (6.3%)0.19
20100.090.440.1113193190.1143237383 (21.4%)0.16
20110.510.1613206240.1282770112 (25%)0.2
20120.120.560.1513219320.1582637111 (%)10.080.21
20130.150.660.214233470.2326471141 (33.3%)0.23
20140.070.670.1314247250.122726791 (50%)0.22
20150.070.820.1613260360.1412826711 (%)0.27
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
IF5: Impact Factor: C5Y / D5Y
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
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
%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

 

50 most cited documents in this series:


#YearTitleCited
12004An 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.

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18
22006Estimation of Parameters for Diffusion Processes with Jumps from Discrete Observations. (2006). Yoshida, Nakahiro . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:9:y:2006:i:3:p:227-277.

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15
32000Wavelet 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.

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11
42006Estimating 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.

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11
52001Estimating 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.

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9
62002Statistical Analysis of the Fractional Ornstein–Uhlenbeck 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.

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9
72004Asymptotic 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.

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8
82000The 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.

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7
92004Information Criteria for Small Diffusions via the Theory of Malliavin–Watanabe. (2004). Uchida, Masayuki ; Yoshida, Nakahiro . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:7:y:2004:i:1:p:35-67.

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6
102001Semi-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.

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6
112005Exact 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.

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6
122009An 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.

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6
132008Consistent 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.

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6
142004Nonparametric 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.

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6
152001Information 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.

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6
162004General 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.

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5
172000The 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.

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5
182008On large deviations in testing Ornstein–Uhlenbeck-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.

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5
192006Asymptotic 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.

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5
201998Efficient 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.

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5
212000Semiparametric 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.

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4
222011Quasi-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.

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4
232000Parameter 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.

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4
242010New 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.

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4
252004Identification 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.

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4
262000Semiparametric 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.

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4
271998Stationary 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.

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3
282009On approximating max-stable processes and constructing extremal copula functions. (2009). Zhang, Zhengjun . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:12:y:2009:i:1:p:89-114.

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3
292002Estimation of Mean and Covariance Operator of Autoregressive Processes in Banach Spaces. (2002). Bosq, Denis . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:5:y:2002:i:3:p:287-306.

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3
302012Estimation of the instantaneous volatility. (2012). Alvarez, Alexander ; Savy, Nicolas ; Pontier, Monique ; Panloup, Fabien . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:15:y:2012:i:1:p:27-59.

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3
312010Asymptotic 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.

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3
321999Large 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.

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3
332000Semiparametric 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.

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3
342009Maximum 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.

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3
352003Sequential Estimation of the Parameters in a Trigonometric Regression Model with the Gaussian Coloured Noise. (2003). Pergamenshchikov, Sergey ; Konev, V.. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:6:y:2003:i:3:p:215-235.

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3
362006Asymptotically Efficient Sequential Kernel Estimates of the Drift Coefficient in Ergodic Diffusion Processes. (2006). Pergamenshchikov, Sergey ; Galtchouk, L.. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:9:y:2006:i:1:p:1-16.

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3
372007Invariance principles for non-isotropic long memory random fields. (2007). Lavancier, Frederic . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:10:y:2007:i:3:p:255-282.

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3
382006M-Estimation for Discretely Observed Ergodic Diffusion Processes with Infinitely Many Jumps. (2006). . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:9:y:2006:i:2:p:179-225.

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3
392010Global 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.

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2
402003On 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.

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2
412007Estimating 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.

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2
422009Test 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.

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2
432003Estimation of Cusp Location by Poisson Observations. (2003). Dachian, S.. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:6:y:2003:i:1:p:1-14.

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2
442012Asymptotic inference of unstable periodic ARCH processes. (2012). Aknouche, Abdelhakim ; Al-Eid, Eid . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:15:y:2012:i:1:p:61-79.

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2
452001Modeling 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.

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2
462005Bayesian 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.

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2
471998Prediction of Continuous Time Processes by C[0,1]‐Valued Autoregressive Process. (1998). Pumo, Besnik. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:1:y:1998:i:3:p:297-309.

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2
482000Approximation 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.

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2
492005Estimation of Mean and Covariance Operator for Banach Space Valued Autoregressive Processes with Dependent Innovations. (2005). Dehling, Herold ; Sharipov, Olimjon. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:8:y:2005:i:2:p:137-149.

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2
502006Testing Epidemic Changes of Infinite Dimensional Parameters. (2006). Rakauskas, Alfredas ; Suquet, Charles. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:9:y:2006:i:2:p:111-134.

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2

50 most relevant documents in this series (papers most cited in the last two years)


#YearTitleCited
12006Estimating 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

5
22001Estimating 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
32006Asymptotic 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

4
42004Asymptotic 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
52002Statistical Analysis of the Fractional Ornstein–Uhlenbeck 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

4
62006Estimation of Parameters for Diffusion Processes with Jumps from Discrete Observations. (2006). Yoshida, Nakahiro . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:9:y:2006:i:3:p:227-277.

Full description at Econpapers || Download paper

3
72012Estimation of the instantaneous volatility. (2012). Alvarez, Alexander ; Savy, Nicolas ; Pontier, Monique ; Panloup, Fabien . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:15:y:2012:i:1:p:27-59.

Full description at Econpapers || Download paper

3
82009On approximating max-stable processes and constructing extremal copula functions. (2009). Zhang, Zhengjun . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:12:y:2009:i:1:p:89-114.

Full description at Econpapers || Download paper

3
92010New 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

3
101998Prediction of Continuous Time Processes by C[0,1]‐Valued Autoregressive Process. (1998). Pumo, Besnik. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:1:y:1998:i:3:p:297-309.

Full description at Econpapers || Download paper

2
112005Estimation of Mean and Covariance Operator for Banach Space Valued Autoregressive Processes with Dependent Innovations. (2005). Dehling, Herold ; Sharipov, Olimjon. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:8:y:2005:i:2:p:137-149.

Full description at Econpapers || Download paper

2
122007Invariance principles for non-isotropic long memory random fields. (2007). Lavancier, Frederic . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:10:y:2007:i:3:p:255-282.

Full description at Econpapers || Download paper

2
132013On inference for fractional differential equations. (2013). Chronopoulou, Alexandra ; Tindel, Samy . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:16:y:2013:i:1:p:29-61.

Full description at Econpapers || Download paper

2
142008Consistent 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

2
152004Nonparametric 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

2
162000Wavelet 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

2

Citing documents used to compute impact factor 2:


YearTitle
2015A formula of small time expansion for Young SDE driven by fractional Brownian motion. (2015). Yamada, Toshihiro . In: Statistics & Probability Letters. RePEc:eee:stapro:v:101:y:2015:i:c:p:64-72.

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2015Maximum likelihood estimation for the non-ergodic fractional Ornstein–Uhlenbeck process. (2015). Tanaka, Katsuto . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:18:y:2015:i:3:p:315-332.

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Recent citations (cites in year: CiY)


Recent citations received in 2014

YearCiting document

Recent citations received in 2013

YearCiting document

Recent citations received in 2012

YearCiting document
2012The 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

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Source data used to compute the impact factor of RePEc series.

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 1 2016. Contact: CitEc Team