0.07
Impact Factor
0.16
5-Years IF
7
5-Years H index
0.07
Impact Factor
0.16
5-Years IF
7
5-Years H index
IF | AIF | IF5 | DOC | CDO | CCU | CIF | CIT | D2Y | C2Y | D5Y | C5Y | %SC | CiY | II | AII | |
1990 | 0.1 | 0 | 0 | 0 | (%) | 0.04 | ||||||||||
1991 | 0.09 | 0 | 0 | 0 | (%) | 0.04 | ||||||||||
1992 | 0.1 | 0 | 0 | 0 | (%) | 0.04 | ||||||||||
1993 | 0.11 | 0 | 0 | 0 | (%) | 0.05 | ||||||||||
1994 | 0.12 | 0 | 0 | 0 | (%) | 0.05 | ||||||||||
1995 | 0.19 | 0 | 0 | 0 | (%) | 0.07 | ||||||||||
1996 | 0.22 | 0 | 0 | 0 | (%) | 0.09 | ||||||||||
1997 | 0.27 | 0 | 1 | 0 | 0 | (%) | 0.09 | |||||||||
1998 | 0.27 | 15 | 15 | 14 | 0 | 0 | 2 (14.3%) | 0.1 | ||||||||
1999 | 0.31 | 15 | 30 | 1 | 0.03 | 7 | 15 | 15 | 1 (14.3%) | 0.13 | ||||||
2000 | 0.03 | 0.4 | 0.03 | 19 | 49 | 2 | 0.04 | 43 | 30 | 1 | 30 | 1 | 3 (7%) | 1 | 0.05 | 0.15 |
2001 | 0.03 | 0.4 | 0.06 | 16 | 65 | 4 | 0.06 | 26 | 34 | 1 | 49 | 3 | 4 (15.4%) | 0.15 | ||
2002 | 0.09 | 0.42 | 0.05 | 15 | 80 | 3 | 0.04 | 18 | 35 | 3 | 65 | 3 | (%) | 0.18 | ||
2003 | 0.44 | 0.06 | 15 | 95 | 7 | 0.07 | 12 | 31 | 80 | 5 | 3 (25%) | 0.18 | ||||
2004 | 0.49 | 0.06 | 12 | 107 | 7 | 0.07 | 42 | 30 | 80 | 5 | 4 (9.5%) | 1 | 0.08 | 0.2 | ||
2005 | 0.04 | 0.53 | 0.08 | 16 | 123 | 9 | 0.07 | 15 | 27 | 1 | 77 | 6 | 2 (13.3%) | 0.21 | ||
2006 | 0.11 | 0.51 | 0.07 | 12 | 135 | 10 | 0.07 | 37 | 28 | 3 | 74 | 5 | 1 (2.7%) | 1 | 0.08 | 0.2 |
2007 | 0.07 | 0.44 | 0.13 | 13 | 148 | 15 | 0.1 | 11 | 28 | 2 | 70 | 9 | (%) | 0.18 | ||
2008 | 0.08 | 0.47 | 0.07 | 18 | 166 | 16 | 0.1 | 19 | 25 | 2 | 68 | 5 | 3 (15.8%) | 1 | 0.06 | 0.2 |
2009 | 0.06 | 0.47 | 0.21 | 14 | 180 | 29 | 0.16 | 16 | 31 | 2 | 71 | 15 | 1 (6.3%) | 0.19 | ||
2010 | 0.09 | 0.44 | 0.11 | 13 | 193 | 19 | 0.1 | 14 | 32 | 3 | 73 | 8 | 3 (21.4%) | 0.16 | ||
2011 | 0.51 | 0.16 | 13 | 206 | 24 | 0.12 | 8 | 27 | 70 | 11 | 2 (25%) | 0.2 | ||||
2012 | 0.12 | 0.56 | 0.15 | 13 | 219 | 32 | 0.15 | 8 | 26 | 3 | 71 | 11 | (%) | 1 | 0.08 | 0.21 |
2013 | 0.15 | 0.66 | 0.2 | 14 | 233 | 47 | 0.2 | 3 | 26 | 4 | 71 | 14 | 1 (33.3%) | 0.23 | ||
2014 | 0.07 | 0.67 | 0.13 | 14 | 247 | 25 | 0.1 | 2 | 27 | 2 | 67 | 9 | 1 (50%) | 0.22 | ||
2015 | 0.07 | 0.82 | 0.16 | 13 | 260 | 36 | 0.14 | 1 | 28 | 2 | 67 | 11 | (%) | 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 |
 
# | Year | Title | Cited |
---|---|---|---|
1 | 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 |
2 | 2006 | Estimation 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 | 15 |
3 | 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 | 11 |
4 | 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 | 11 |
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 | 9 |
6 | 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 | 9 |
7 | 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 | 8 |
8 | 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 | 7 |
9 | 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 |
10 | 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 |
11 | 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 |
12 | 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 | 6 |
13 | 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 | 6 |
14 | 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 | 6 |
15 | 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 |
16 | 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 |
17 | 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 |
18 | 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 | 5 |
19 | 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 | 5 |
20 | 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 |
21 | 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 |
22 | 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 | 4 |
23 | 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 |
24 | 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 | 4 |
25 | 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 | 4 |
26 | 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 |
27 | 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 |
28 | 2009 | On 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 |
29 | 2002 | Estimation 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. Full description at Econpapers || Download paper | 3 |
30 | 2012 | Estimation 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 |
31 | 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 |
32 | 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 |
33 | 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 |
34 | 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 | 3 |
35 | 2003 | Sequential 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. Full description at Econpapers || Download paper | 3 |
36 | 2006 | Asymptotically 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. Full description at Econpapers || Download paper | 3 |
37 | 2007 | Invariance 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 | 3 |
38 | 2006 | M-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. Full description at Econpapers || Download paper | 3 |
39 | 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 | 2 |
40 | 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 |
41 | 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 |
42 | 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 |
43 | 2003 | Estimation 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. Full description at Econpapers || Download paper | 2 |
44 | 2012 | Asymptotic 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. Full description at Econpapers || Download paper | 2 |
45 | 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 |
46 | 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 |
47 | 1998 | Prediction of Continuous Time Processes by C[0,1]âValued 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 |
48 | 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 |
49 | 2005 | Estimation 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 |
50 | 2006 | Testing 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. Full description at Econpapers || Download paper | 2 |
# | Year | Title | Cited |
---|---|---|---|
1 | 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 | 5 |
2 | 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 |
3 | 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 | 4 |
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 |
5 | 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 | 4 |
6 | 2006 | Estimation 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 |
7 | 2012 | Estimation 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 |
8 | 2009 | On 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 |
9 | 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 | 3 |
10 | 1998 | Prediction of Continuous Time Processes by C[0,1]âValued 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 |
11 | 2005 | Estimation 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 |
12 | 2007 | Invariance 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 |
13 | 2013 | On 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 |
14 | 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 | 2 |
15 | 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 | 2 |
16 | 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 | 2 |
Year | Title | |
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2015 | A 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. Full description at Econpapers || Download paper | |
2015 | Maximum likelihood estimation for the non-ergodic fractional OrnsteinâUhlenbeck process. (2015). Tanaka, Katsuto . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:18:y:2015:i:3:p:315-332. Full description at Econpapers || Download paper |
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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 |
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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