Citation analysis for Statistical Inference for Stochastic Processes / Springer

Citation Profile [Updated: 2019-12-04 10:36:47]

5 Years H

Impact Factor

0.11

5 Years IF

0.13

Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw Data

	IF	AIF	CIF	IF5	DOC	CDO	CIT	NCI	CCU	D2Y	C2Y	D5Y	C5Y	SC	%SC	CiY	II	AII
1990	0	0.08	0	0	0	0	0		0	0		0			0		0	0.04
1991	0	0.08	0	0	0	0	0		0	0		0			0		0	0.04
1992	0	0.08	0	0	0	0	0		0	0		0			0		0	0.04
1993	0	0.1	0	0	0	0	0		0	0		0			0		0	0.05
1994	0	0.11	0	0	0	0	0		0	0		0			0		0	0.05
1995	0	0.19	0	0	0	0	0		0	0		0			0		0	0.08
1996	0	0.22	0	0	0	0	0		0	0		0			0		0	0.1
1997	0	0.22	0	0	0	0	0		1	0		0			0		0	0.09
1998	0	0.26	0	0	15	15	18		1	0		0			0		0	0.12
1999	0	0.28	0.03	0	15	30	14		2	15		15			0		0	0.14
2000	0.03	0.33	0.04	0.03	19	49	52	2	4	30	1	30	1	1	50	1	0.05	0.15
2001	0.03	0.36	0.06	0.06	16	65	36	4	8	34	1	49	3		0		0	0.15
2002	0.11	0.39	0.05	0.06	15	80	24	4	12	35	4	65	4	1	25		0	0.21
2003	0.03	0.4	0.08	0.08	15	95	22	8	20	31	1	80	6	2	25		0	0.2
2004	0.03	0.45	0.08	0.08	12	107	54	9	29	30	1	80	6	1	11.1	1	0.08	0.2
2005	0.04	0.46	0.1	0.12	16	123	19	12	41	27	1	77	9		0		0	0.22
2006	0.11	0.46	0.07	0.07	12	135	55	10	51	28	3	74	5		0	1	0.08	0.21
2007	0.07	0.42	0.11	0.13	13	148	17	16	67	28	2	70	9		0		0	0.18
2008	0.04	0.44	0.1	0.06	18	166	21	17	84	25	1	68	4	3	17.6	1	0.06	0.21
2009	0.1	0.44	0.22	0.3	14	180	20	39	124	31	3	71	21		0		0	0.21
2010	0.09	0.43	0.1	0.11	13	193	23	20	144	32	3	73	8	1	5		0	0.18
2011	0	0.46	0.12	0.16	13	206	17	24	168	27		70	11	5	20.8		0	0.21
2012	0.12	0.47	0.16	0.15	13	219	13	34	202	26	3	71	11	7	20.6	1	0.08	0.19
2013	0.15	0.53	0.21	0.23	14	233	9	49	251	26	4	71	16	1	2		0	0.22
2014	0.07	0.55	0.12	0.16	14	247	9	29	280	27	2	67	11	3	10.3		0	0.22
2015	0.14	0.56	0.16	0.21	13	260	3	42	322	28	4	67	14	5	11.9		0	0.21
2016	0.11	0.58	0.09	0.09	17	277	4	26	348	27	3	67	6	3	11.5		0	0.2
2017	0.07	0.6	0.17	0.08	18	295	4	51	399	30	2	71	6	2	3.9		0	0.22
2018	0.11	0.76	0.13	0.13	29	324	1	42	441	35	4	76	10	14	33.3		0	0.31

IF:	Impact Factor: C2Y / D2Y
AIF:	Average Impact Factor for series in RePEc in year y
CIF:	Cumulative impact factor
IF5:	Impact Factor: C5Y / D5Y
DOC:	Number of documents published in year y
CDO:	Cumulative number of documents published until year y
CIT:	Number of citations to papers published in year y
NCI:	Number of citations in year y
CCU:	Cumulative number of citations to papers published until 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:	selft citations 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

50 most cited documents in this series

#	Year	Title	Cited
1	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	26
2	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	21
3	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	14
4	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	13
5	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	12
6	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	12
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	11
8	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	10
9	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	9
10	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	9
11	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	8
12	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	8
13	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	8
14	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	8
15	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	8
16	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	8
17	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	7
18	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	7
19	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	7
20	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
21	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	6
22	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	6
23	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	6
24	2001	Semi-parametric Estimation of the HÃ¶lder 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
25	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	6
26	2005	Estimation and Simulation of Autoregressive Hilbertian Processes with Exogenous Variables. (2005). Damon, Julien ; Guillas, Serge . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:8:y:2005:i:2:p:185-204. Full description at Econpapers \|\| Download paper	6
27	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	5
28	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	5
29	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
30	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	5
31	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	5
32	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
33	2000	Semiparametric Bootstrap Approach to Hypothesis Tests and Confidence Intervals for the Hurst Coefficient. (2000). HÃÂ¤rdle, 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	5
34	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	5
35	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
36	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	4
37	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
38	2010	Estimating discontinuous periodic signals in a time inhomogeneous diffusion. (2010). Hopfner, Reinhard ; Kutoyants, Yury. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:13:y:2010:i:3:p:193-230. Full description at Econpapers \|\| Download paper	4
39	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	4
40	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	4
41	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	3
42	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
43	2003	On a Problem of Statistical Inference in Null Recurrent Diffusions. (2003). Hopfner, R. ; Yu. Kutoyants, . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:6:y:2003:i:1:p:25-42. Full description at Econpapers \|\| Download paper	3
44	2012	Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size. (2012). Breton, Jean-Christophe ; Coeurjolly, Jean-Franois . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:15:y:2012:i:1:p:1-26. Full description at Econpapers \|\| Download paper	3
45	2002	Rates in the Empirical Central Limit Theorem for Stationary Weakly Dependent Random Fields. (2002). Lang, Gabriel ; Doukhan, Paul . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:5:y:2002:i:2:p:199-228. Full description at Econpapers \|\| Download paper	3
46	2007	Nonparametric Regression Estimation for Random Fields in a Fixed-Design. (2007). Machkouri, Mohamed. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:10:y:2007:i:1:p:29-47. Full description at Econpapers \|\| Download paper	3
47	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
48	2003	Prediction of Continuous Time Autoregressive Processes via the Reproducing Kernel Spaces. (2003). Mokhtari, Fatiha ; Mourid, Tahar. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:6:y:2003:i:3:p:247-266. Full description at Econpapers \|\| Download paper	3
49	2015	Hybrid multi-step estimators for stochastic differential equations based on sampled data. (2015). Uchida, Masayuki ; Kamatani, Kengo . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:18:y:2015:i:2:p:177-204. Full description at Econpapers \|\| Download paper	3
50	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

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

#	Year	Title	Cited
1	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	6
2	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	4
3	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
4	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	4
5	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
6	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	4
7	2005	Estimation and Simulation of Autoregressive Hilbertian Processes with Exogenous Variables. (2005). Damon, Julien ; Guillas, Serge . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:8:y:2005:i:2:p:185-204. Full description at Econpapers \|\| Download paper	4
8	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	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	3
11	2003	Prediction of Continuous Time Autoregressive Processes via the Reproducing Kernel Spaces. (2003). Mokhtari, Fatiha ; Mourid, Tahar. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:6:y:2003:i:3:p:247-266. Full description at Econpapers \|\| Download paper	3
12	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	3
13	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	3
14	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
15	2014	Adaptive Bayes type estimators of ergodic diffusion processes from discrete observations. (2014). Uchida, Masayuki ; Yoshida, Nakahiro. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:17:y:2014:i:2:p:181-219. Full description at Econpapers \|\| Download paper	2
16	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
17	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	2
18	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	2
19	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	2
20	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	2
21	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	2
22	2010	Estimating discontinuous periodic signals in a time inhomogeneous diffusion. (2010). Hopfner, Reinhard ; Kutoyants, Yury. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:13:y:2010:i:3:p:193-230. Full description at Econpapers \|\| Download paper	2
23	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	2
24	2013	Maximum likelihood estimation for small noise multiscale diffusions. (2013). Chronopoulou, Alexandra ; Spiliopoulos, Konstantinos. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:16:y:2013:i:3:p:237-266. Full description at Econpapers \|\| Download paper	2
25	2014	A least square-type procedure for parameter estimation in stochastic differential equations with additive fractional noise. (2014). Neuenkirch, Andreas ; Tindel, Samy . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:17:y:2014:i:1:p:99-120. Full description at Econpapers \|\| Download paper	2
26	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	2
27	2015	Hybrid multi-step estimators for stochastic differential equations based on sampled data. (2015). Uchida, Masayuki ; Kamatani, Kengo . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:18:y:2015:i:2:p:177-204. Full description at Econpapers \|\| Download paper	2
28	2012	Proving consistency of non-standard kernel estimators. (2012). Mason, David. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:15:y:2012:i:2:p:151-176. Full description at Econpapers \|\| Download paper	2
29	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
30	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	2
31	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	2
32	2003	On a Problem of Statistical Inference in Null Recurrent Diffusions. (2003). Hopfner, R. ; Yu. Kutoyants, . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:6:y:2003:i:1:p:25-42. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor: 4

Year	Title
2018	Estimating the integrated volatility using high-frequency data with zero durations. (2018). Liu, Zhi ; Jing, Bing-Yi ; Kong, Xin-Bing. In: Journal of Econometrics. RePEc:eee:econom:v:204:y:2018:i:1:p:18-32. Full description at Econpapers \|\| Download paper
2018	Estimation error for occupation time functionals of stationary Markov processes. (2018). Altmeyer, Randolf ; Chorowski, Jakub. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:128:y:2018:i:6:p:1830-1848. Full description at Econpapers \|\| Download paper
2018	Moderate deviation principle in nonlinear bifurcating autoregressive models. (2018). Bitseki, Valere S ; Olivier, Adelaide. In: Statistics & Probability Letters. RePEc:eee:stapro:v:138:y:2018:i:c:p:20-26. Full description at Econpapers \|\| Download paper
2018	The multiple filter test for change point detection in time series. (2018). Messer, Michael ; Schneider, Gaby ; Albert, Stefan. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:81:y:2018:i:6:d:10.1007_s00184-018-0672-1. Full description at Econpapers \|\| Download paper

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10 most frequent citing series

#	Series	H	Cites
1	Stochastic Processes and their Applications / Elsevier	32	49
2	Statistics & Probability Letters / Elsevier	25	41
3	Journal of Multivariate Analysis / Elsevier	39	31
4	Statistical Inference for Stochastic Processes / Springer	9	29
5	Journal of Econometrics / Elsevier	188	15
6	Scandinavian Journal of Statistics / Danish Society for Theoretical Statistics	23	11
7	Computational Statistics & Data Analysis / Elsevier	37	5
8	Papers / arXiv.org	51	5
9	Physica A: Statistical Mechanics and its Applications / Elsevier	52	3
10	CREATES Research Papers / Department of Economics and Business Economics, Aarhus University	22	2
11	Journal of Nonparametric Statistics / Taylor & Francis Journals	8	2