Citation analysis for Statistical Inference for Stochastic Processes / Springer

Citation Profile [Updated: 2023-01-07 21:26:51]

5 Years H Index

Impact Factor (IF)

0.07

5 Years IF

0.1

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
1998	0	0.28	0	0	15	15	31		0	0		0			0		0	0.13
1999	0	0.3	0.03	0	15	30	30		1	15		15			0		0	0.15
2000	0.03	0.35	0.04	0.03	19	49	112	2	3	30	1	30	1	1	50	1	0.05	0.16
2001	0.06	0.38	0.08	0.08	16	65	75	5	8	34	2	49	4		0		0	0.17
2002	0.17	0.41	0.08	0.09	15	80	34	6	14	35	6	65	6	1	16.7		0	0.21
2003	0.03	0.44	0.09	0.08	15	95	39	8	23	31	1	80	6	2	25		0	0.22
2004	0.07	0.49	0.16	0.15	12	107	136	17	40	30	2	80	12	1	5.9	1	0.08	0.22
2005	0.07	0.5	0.15	0.16	16	123	27	19	59	27	2	77	12		0		0	0.23
2006	0.14	0.5	0.08	0.08	12	135	107	11	70	28	4	74	6		0	1	0.08	0.23
2007	0.07	0.46	0.14	0.17	13	148	33	21	91	28	2	70	12		0		0	0.2
2008	0.08	0.49	0.16	0.15	18	166	33	26	117	25	2	68	10	3	11.5	1	0.06	0.23
2009	0.13	0.47	0.3	0.38	14	180	42	53	171	31	4	71	27		0	1	0.07	0.23
2010	0.16	0.48	0.19	0.16	13	193	71	37	208	32	5	73	12	1	2.7		0	0.21
2011	0.15	0.52	0.18	0.24	13	206	37	38	246	27	4	70	17	6	15.8	1	0.08	0.24
2012	0.15	0.51	0.31	0.23	13	219	41	67	313	26	4	71	16	8	11.9	2	0.15	0.22
2013	0.27	0.56	0.28	0.31	14	233	22	65	378	26	7	71	22	2	3.1		0	0.24
2014	0.07	0.55	0.21	0.22	14	247	33	52	430	27	2	67	15	11	21.2		0	0.23
2015	0.18	0.55	0.27	0.34	13	260	22	70	500	28	5	67	23	11	15.7		0	0.23
2016	0.11	0.53	0.17	0.15	6	266	1	45	545	27	3	67	10	1	2.2		0	0.21
2017	0.05	0.55	0.3	0.2	18	284	25	84	629	19	1	60	12	7	8.3	1	0.06	0.21
2018	0.25	0.57	0.27	0.23	29	313	30	86	715	24	6	65	15	26	30.2	2	0.07	0.24
2019	0.26	0.6	0.25	0.25	19	332	17	84	799	47	12	80	20	16	19	1	0.05	0.24
2020	0.38	0.73	0.31	0.28	25	357	11	110	909	48	18	85	24	30	27.3	1	0.04	0.34
2021	0.07	1.02	0.2	0.1	24	381	3	78	987	44	3	97	10	18	23.1	1	0.04	0.38

IF:	Two years Impact Factor: C2Y / D2Y
AIF:	Average Impact Factor for all series in RePEc in year y
CIF:	Cumulative impact factor
IF5:	Five years 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	2004	An Asymptotic Expansion Scheme for Optimal Investment Problems. (2004). Yoshida, Nakahiro ; Takahashi, Akihiko. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:7:y:2004:i:2:p:153-188. Full description at Econpapers \|\| Download paper	75
2	2006	Estimation of Parameters for Diffusion Processes with Jumps from Discrete Observations. (2006). Shimizu, Yasutaka ; 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	46
3	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	34
4	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	34
5	2006	Estimating Some Characteristics of the Conditional Distribution in Nonparametric Functional Models. (2006). Vieu, Philippe ; Ferraty, Frederic ; Laksaci, Ali. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:9:y:2006:i:1:p:47-76. Full description at Econpapers \|\| Download paper	28
6	2000	Approximation of Some Gaussian Processes. (2000). Carmona, Philippe ; Coutin, Laure ; Montseny, G.. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:3:y:2000:i:1:p:161-171. Full description at Econpapers \|\| Download paper	23
7	2006	Asymptotic Properties of Quasi-Maximum Likelihood Estimators for ARMA Models with Time-Dependent Coefficients. (2006). Azrak, Rajae ; Melard, Guy. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:9:y:2006:i:3:p:279-330. Full description at Econpapers \|\| Download paper	23
8	2004	Nonparametric Spatial Prediction. (2004). Biau, Gerard ; Cadre, Benoit . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:7:y:2004:i:3:p:327-349. Full description at Econpapers \|\| Download paper	22
9	2011	Quasi-likelihood analysis for the stochastic differential equation with jumps. (2011). Ogihara, T. ; Yoshida, N.. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:14:y:2011:i:3:p:189-229. Full description at Econpapers \|\| Download paper	22
10	2000	The Averaged Periodogram for Nonstationary Vector Time Series. (2000). Robinson, P. M. ; Marinucci, D.. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:3:y:2000:i:1:p:149-160. Full description at Econpapers \|\| Download paper	18
11	2001	Information Criteria in Model Selection for Mixing Processes. (2001). Yoshida, Nakahiro ; Uchida, Masayuki. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:4:y:2001:i:1:p:73-98. Full description at Econpapers \|\| Download paper	17
12	2002	Statistical Analysis of the Fractional OrnsteinâUhlenbeck Type Process. (2002). Kleptsyna, M. L. ; Le Breton, A.. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:5:y:2002:i:3:p:229-248. Full description at Econpapers \|\| Download paper	15
13	2012	Estimation of the instantaneous volatility. (2012). Savy, Nicolas ; Pontier, Monique ; Panloup, Fabien ; Alvarez, Alexander. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:15:y:2012:i:1:p:27-59. Full description at Econpapers \|\| Download paper	14
14	2004	Asymptotic Expansion for Small Diffusions Applied to Option Pricing. (2004). Yoshida, Nakahiro ; Uchida, Masayuki. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:7:y:2004:i:3:p:189-223. Full description at Econpapers \|\| Download paper	14
15	2000	Wavelet Estimator of Long-Range Dependent Processes. (2000). Soulier, P. ; Bardet, J. ; Lang, G. ; Moulines, E.. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:3:y:2000:i:1:p:85-99. Full description at Econpapers \|\| Download paper	14
16	2008	Consistent estimation of covariation under nonsynchronicity. (2008). Hayashi, Takaki ; Kusuoka, Shigeo. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:11:y:2008:i:1:p:93-106. Full description at Econpapers \|\| Download paper	13
17	2010	Asymptotic properties of MLE for partially observed fractional diffusion system. (2010). Kleptsyna, Marina ; Brouste, Alexandre. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:13:y:2010:i:1:p:1-13. Full description at Econpapers \|\| Download paper	13
18	1999	Nonparametric Estimation for Semi-Markov Processes Based on its Hazard Rate Functions. (1999). Limnios, Nikolaos ; Ouhbi, Brahim. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:2:y:1999:i:2:p:151-173. Full description at Econpapers \|\| Download paper	12
19	2003	On a Problem of Statistical Inference in Null Recurrent Diffusions. (2003). Yu. Kutoyants, ; Hopfner, R.. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:6:y:2003:i:1:p:25-42. Full description at Econpapers \|\| Download paper	12
20	2010	Estimating discontinuous periodic signals in a time inhomogeneous diffusion. (2010). Kutoyants, Yury ; Hopfner, Reinhard. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:13:y:2010:i:3:p:193-230. Full description at Econpapers \|\| Download paper	12
21	2009	An empirical central limit theorem with applications to copulas under weak dependence. (2009). Doukhan, Paul ; Fermanian, Jean-David ; Lang, Gabriel. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:12:y:2009:i:1:p:65-87. Full description at Econpapers \|\| Download paper	12
22	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	11
23	2000	The Generalized Multifractional Brownian Motion. (2000). Vehel, Jacques ; Ayache, Antoine. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:3:y:2000:i:1:p:7-18. Full description at Econpapers \|\| Download paper	11
24	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	11
25	2012	Asymptotic inference of unstable periodic ARCH processes. (2012). Al-Eid, Eid ; Aknouche, Abdelhakim. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:15:y:2012:i:1:p:61-79. Full description at Econpapers \|\| Download paper	11
26	2004	General Asymptotic Confidence Bands Based on Kernel-type Function Estimators. (2004). Deheuvels, Paul ; Mason, David. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:7:y:2004:i:3:p:225-277. Full description at Econpapers \|\| Download paper	11
27	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	11
28	2015	Hybrid multi-step estimators for stochastic differential equations based on sampled data. (2015). Kamatani, Kengo ; Uchida, Masayuki. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:18:y:2015:i:2:p:177-204. Full description at Econpapers \|\| Download paper	11
29	1999	Large and Moderate Deviations for Estimators of Quadratic Variational Processes of Diffusions. (1999). Wu, Liming ; Djellout, Hacene ; Guillin, Arnaud . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:2:y:1999:i:3:p:195-225. Full description at Econpapers \|\| Download paper	11
30	2014	Adaptive Bayes type estimators of ergodic diffusion processes from discrete observations. (2014). Yoshida, Nakahiro ; Uchida, Masayuki. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:17:y:2014:i:2:p:181-219. Full description at Econpapers \|\| Download paper	11
31	2004	Information Criteria for Small Diffusions via the Theory of MalliavinâWatanabe. (2004). Yoshida, Nakahiro ; Uchida, Masayuki. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:7:y:2004:i:1:p:35-67. Full description at Econpapers \|\| Download paper	11
32	2000	Identification of the Hurst Index of a Step Fractional Brownian Motion. (2000). Cohen, Serge ; Bertrand, Pierre ; Istas, Jacques ; Benassi, Albert. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:3:y:2000:i:1:p:101-111. Full description at Econpapers \|\| Download paper	10
33	2010	Drift estimation for a periodic mean reversion process. (2010). Kott, Thomas ; Dehling, Herold ; Franke, Brice . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:13:y:2010:i:3:p:175-192. Full description at Econpapers \|\| Download paper	10
34	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	10
35	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	10
36	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	10
37	2019	Parameter estimation for fractional OrnsteinâUhlenbeck processes of general Hurst parameter. (2019). Zhou, Hongjuan ; Nualart, David ; Hu, Yaozhong. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:22:y:2019:i:1:d:10.1007_s11203-017-9168-2. Full description at Econpapers \|\| Download paper	9
38	2014	A least square-type procedure for parameter estimation in stochastic differential equations with additive fractional noise. (2014). Tindel, Samy ; Neuenkirch, Andreas. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:17:y:2014:i:1:p:99-120. Full description at Econpapers \|\| Download paper	9
39	2005	Estimation and Simulation of Autoregressive Hilbertian Processes with Exogenous Variables. (2005). Guillas, Serge ; Damon, Julien. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:8:y:2005:i:2:p:185-204. Full description at Econpapers \|\| Download paper	8
40	2000	Semiparametric Bootstrap Approach to Hypothesis Tests and Confidence Intervals for the Hurst Coefficient. (2000). HÃÂ¤rdle, Wolfgang ; Hardle, Wolfgang ; Kleinow, Torsten ; Schmidt, Peter ; Hall, 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	8
41	2005	Estimation of Mean and Covariance Operator for Banach Space Valued Autoregressive Processes with Dependent Innovations. (2005). Sharipov, Olimjon ; Dehling, Herold. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:8:y:2005:i:2:p:137-149. Full description at Econpapers \|\| Download paper	8
42	2000	Semiparametric Estimation of the Intensity of Long Memory in Conditional Heteroskedasticity. (2000). Giraitis, Liudas ; Leipus, Remigijus ; Kokoszka, Piotr ; Teyssiere, Gilles. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:3:y:2000:i:1:p:113-128. Full description at Econpapers \|\| Download paper	7
43	2009	Test for parameter change in discretely observed diffusion processes. (2009). Lee, Sangyeol ; Song, Junmo. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:12:y:2009:i:2:p:165-183. Full description at Econpapers \|\| Download paper	7
44	2001	Semi-parametric Estimation of the HÃ¶lder Exponent of a Stationary Gaussian Process with Minimax Rates. (2001). Lang, Gabriel ; Roueff, Franois. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:4:y:2001:i:3:p:283-306. Full description at Econpapers \|\| Download paper	7
45	2012	Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size. (2012). Coeurjolly, Jean-Franois ; Breton, Jean-Christophe. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:15:y:2012:i:1:p:1-26. Full description at Econpapers \|\| Download paper	7
46	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	6
47	2018	Statistical inference for SPDEs: an overview. (2018). Cialenco, Igor. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:21:y:2018:i:2:d:10.1007_s11203-018-9177-9. Full description at Econpapers \|\| Download paper	6
48	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	6
49	2009	Parameter estimation in diagonalizable bilinear stochastic parabolic equations. (2009). Lototsky, Sergey ; Cialenco, Igor. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:12:y:2009:i:3:p:203-219. Full description at Econpapers \|\| Download paper	6
50	2000	Parameter Estimation and Optimal Filtering for Fractional Type Stochastic Systems. (2000). Kleptsyna, M. L. ; M.-C. Roubaud, ; Le Breton, A.. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:3:y:2000:i:1:p:173-182. Full description at Econpapers \|\| Download paper	6

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). Shimizu, Yasutaka ; 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	13
2	2000	Approximation of Some Gaussian Processes. (2000). Carmona, Philippe ; Coutin, Laure ; Montseny, G.. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:3:y:2000:i:1:p:161-171. Full description at Econpapers \|\| Download paper	11
3	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	10
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	9
5	2019	Parameter estimation for fractional OrnsteinâUhlenbeck processes of general Hurst parameter. (2019). Zhou, Hongjuan ; Nualart, David ; Hu, Yaozhong. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:22:y:2019:i:1:d:10.1007_s11203-017-9168-2. Full description at Econpapers \|\| Download paper	9
6	2006	Estimating Some Characteristics of the Conditional Distribution in Nonparametric Functional Models. (2006). Vieu, Philippe ; Ferraty, Frederic ; Laksaci, Ali. 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
7	2006	Asymptotic Properties of Quasi-Maximum Likelihood Estimators for ARMA Models with Time-Dependent Coefficients. (2006). Azrak, Rajae ; Melard, Guy. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:9:y:2006:i:3:p:279-330. Full description at Econpapers \|\| Download paper	6
8	2014	Adaptive Bayes type estimators of ergodic diffusion processes from discrete observations. (2014). Yoshida, Nakahiro ; Uchida, Masayuki. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:17:y:2014:i:2:p:181-219. Full description at Econpapers \|\| Download paper	6
9	2018	Statistical inference for SPDEs: an overview. (2018). Cialenco, Igor. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:21:y:2018:i:2:d:10.1007_s11203-018-9177-9. Full description at Econpapers \|\| Download paper	6
10	2014	A least square-type procedure for parameter estimation in stochastic differential equations with additive fractional noise. (2014). Tindel, Samy ; Neuenkirch, Andreas. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:17:y:2014:i:1:p:99-120. Full description at Econpapers \|\| Download paper	6
11	2015	Hybrid multi-step estimators for stochastic differential equations based on sampled data. (2015). Kamatani, Kengo ; Uchida, Masayuki. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:18:y:2015:i:2:p:177-204. Full description at Econpapers \|\| Download paper	5
12	2010	Asymptotic properties of MLE for partially observed fractional diffusion system. (2010). Kleptsyna, Marina ; Brouste, Alexandre. 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
13	2011	Quasi-likelihood analysis for the stochastic differential equation with jumps. (2011). Ogihara, T. ; Yoshida, N.. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:14:y:2011:i:3:p:189-229. Full description at Econpapers \|\| Download paper	5
14	2017	Estimating drift parameters in a fractional Ornstein Uhlenbeck process with periodic mean. (2017). , Jeannette ; Franke, Brice ; Dehling, Herold. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:20:y:2017:i:1:d:10.1007_s11203-016-9136-2. Full description at Econpapers \|\| Download paper	5
15	2012	Estimation of the instantaneous volatility. (2012). Savy, Nicolas ; Pontier, Monique ; Panloup, Fabien ; Alvarez, Alexander. 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
16	2000	Identification of the Hurst Index of a Step Fractional Brownian Motion. (2000). Cohen, Serge ; Bertrand, Pierre ; Istas, Jacques ; Benassi, Albert. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:3:y:2000:i:1:p:101-111. Full description at Econpapers \|\| Download paper	4
17	2013	Improved estimation in a non-Gaussian parametric regression. (2013). Pchelintsev, Evgeny. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:16:y:2013:i:1:p:15-28. Full description at Econpapers \|\| Download paper	4
18	2002	Statistical Analysis of the Fractional OrnsteinâUhlenbeck Type Process. (2002). Kleptsyna, M. L. ; Le Breton, A.. 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
19	2001	On Determination of the Order of a Markov Chain. (2001). Zhao, L. ; Gonalves, C. ; Dorea, C.. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:4:y:2001:i:3:p:273-282. Full description at Econpapers \|\| Download paper	4
20	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	4
21	2018	Parameter estimation for the Langevin equation with stationary-increment Gaussian noise. (2018). Viitasaari, Lauri ; Sottinen, Tommi. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:21:y:2018:i:3:d:10.1007_s11203-017-9156-6. Full description at Econpapers \|\| Download paper	3
22	2019	Nonparametric estimation in fractional SDE. (2019). Marie, Nicolas ; Comte, Fabienne. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:22:y:2019:i:3:d:10.1007_s11203-019-09196-y. Full description at Econpapers \|\| Download paper	3
23	2015	Parameter estimation for reflected OrnsteinâUhlenbeck processes with discrete observations. (2015). Song, Jian ; Lee, Myung ; Hu, Yaozhong. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:18:y:2015:i:3:p:279-291. Full description at Econpapers \|\| Download paper	3
24	2005	Estimation of Mean and Covariance Operator for Banach Space Valued Autoregressive Processes with Dependent Innovations. (2005). Sharipov, Olimjon ; Dehling, Herold. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:8:y:2005:i:2:p:137-149. Full description at Econpapers \|\| Download paper	3
25	2009	Parameter estimation in diagonalizable bilinear stochastic parabolic equations. (2009). Lototsky, Sergey ; Cialenco, Igor. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:12:y:2009:i:3:p:203-219. Full description at Econpapers \|\| Download paper	3
26	2010	Estimating discontinuous periodic signals in a time inhomogeneous diffusion. (2010). Kutoyants, Yury ; Hopfner, Reinhard. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:13:y:2010:i:3:p:193-230. Full description at Econpapers \|\| Download paper	3
27	2020	Estimation of weak ARMA models with regime changes. (2020). Rabehasaina, Landy ; Mainassara, Yacouba Boubacar. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:23:y:2020:i:1:d:10.1007_s11203-019-09202-3. Full description at Econpapers \|\| Download paper	3
28	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
29	2007	Bayesian Nonparametric Estimation for Reinforced Markov Renewal Processes. (2007). Muliere, Pietro ; Bulla, Paolo. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:10:y:2007:i:3:p:283-303. Full description at Econpapers \|\| Download paper	3
30	2018	A non-parametric Bayesian approach to decompounding from high frequency data. (2018). Gugushvili, Shota ; Spreij, Peter ; Meulen, Frank. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:21:y:2018:i:1:d:10.1007_s11203-016-9153-1. Full description at Econpapers \|\| Download paper	3
31	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
32	2008	Consistent estimation of covariation under nonsynchronicity. (2008). Hayashi, Takaki ; Kusuoka, Shigeo. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:11:y:2008:i:1:p:93-106. Full description at Econpapers \|\| Download paper	3
33	2011	Nonparametric estimation of trend for stochastic differential equations driven by fractional Brownian motion. (2011). Rao, Prakasa B. ; Mishra, M.. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:14:y:2011:i:2:p:101-109. Full description at Econpapers \|\| Download paper	3
34	2004	An Asymptotic Expansion Scheme for Optimal Investment Problems. (2004). Yoshida, Nakahiro ; Takahashi, Akihiko. 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
35	2002	Minimax Rates for Nonparametric Drift Estimation in Affine Stochastic Delay Differential Equations. (2002). Reiss, Markus. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:5:y:2002:i:2:p:131-152. Full description at Econpapers \|\| Download paper	2
36	2000	The Averaged Periodogram for Nonstationary Vector Time Series. (2000). Robinson, P. M. ; Marinucci, D.. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:3:y:2000:i:1:p:149-160. Full description at Econpapers \|\| Download paper	2
37	2021	Hypotheses testing and posterior concentration rates for semi-Markov processes. (2021). Limnios, N ; Barbu, V S ; Gayraud, G ; Votsi, I. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:24:y:2021:i:3:d:10.1007_s11203-021-09247-3. Full description at Econpapers \|\| Download paper	2
38	2004	Nonparametric Spatial Prediction. (2004). Biau, Gerard ; Cadre, Benoit . 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
39	2012	Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size. (2012). Coeurjolly, Jean-Franois ; Breton, Jean-Christophe. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:15:y:2012:i:1:p:1-26. Full description at Econpapers \|\| Download paper	2
40	2013	On inference for fractional differential equations. (2013). Tindel, Samy ; Chronopoulou, Alexandra . 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
41	2010	Drift estimation for a periodic mean reversion process. (2010). Kott, Thomas ; Dehling, Herold ; Franke, Brice . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:13:y:2010:i:3:p:175-192. Full description at Econpapers \|\| Download paper	2
42	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	2
43	2019	The Dantzig selector for a linear model of diffusion processes. (2019). Fujimori, Kou. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:22:y:2019:i:3:d:10.1007_s11203-018-9191-y. Full description at Econpapers \|\| Download paper	2
44	2004	General Asymptotic Confidence Bands Based on Kernel-type Function Estimators. (2004). Deheuvels, Paul ; Mason, David. 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
45	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	2
46	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	2
47	2020	A minimal contrast estimator for the linear fractional stable motion. (2020). Podolskij, Mark ; Ljungdahl, Mathias Morck. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:23:y:2020:i:2:d:10.1007_s11203-020-09216-2. Full description at Econpapers \|\| Download paper	2
48	2010	Statistical estimation for reflected skew processes. (2010). Bardou, Olivier ; Martinez, Miguel. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:13:y:2010:i:3:p:231-248. Full description at Econpapers \|\| Download paper	2
49	2000	Asymptotic Normality of the Whittle Estimator in Linear Regression Models with Long Memory Errors. (2000). Koul, Hira ; Surgailis, Donatas. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:3:y:2000:i:1:p:129-147. Full description at Econpapers \|\| Download paper	2
50	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

Citing documents used to compute impact factor: 3

Year	Title
2021	Estimation of all parameters in the fractional OrnsteinâUhlenbeck model under discrete observations. (2021). Hu, Yaozhong ; Haress, El Mehdi. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:24:y:2021:i:2:d:10.1007_s11203-020-09235-z. Full description at Econpapers \|\| Download paper
2021	Least squares estimator of fractional OrnsteinâUhlenbeck processes with periodic mean for general Hurst parameter. (2021). Yu, Qian. In: Statistical Papers. RePEc:spr:stpapr:v:62:y:2021:i:2:d:10.1007_s00362-019-01113-y. Full description at Econpapers \|\| Download paper
2021	Nonparametric estimation for I.I.D. paths of fractional SDE. (2021). Marie, Nicolas ; Comte, Fabienne. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:24:y:2021:i:3:d:10.1007_s11203-021-09246-4. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2021

Year	Citing document
2021	. Full description at Econpapers \|\| Download paper

Recent citations received in 2020

Year	Citing document
2020	An Indirect Proof for the Asymptotic Properties of VARMA Model Estimators. (2020). Melard, Guy. In: Working Papers ECARES. RePEc:eca:wpaper:2013/304272. Full description at Econpapers \|\| Download paper

Recent citations received in 2019

Year	Citing document
2019	No arbitrage and leadÃ¢â¬âlag relationships. (2019). Koike, Yuta ; Hayashi, Takaki. In: Statistics & Probability Letters. RePEc:eee:stapro:v:154:y:2019:i:c:1. Full description at Econpapers \|\| Download paper

Recent citations received in 2018

Year	Citing document
2018	A general class of multifractional processes and stock price informativeness. (2018). Zhao, Ran ; Peng, Qidi. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:115:y:2018:i:c:p:248-267. Full description at Econpapers \|\| Download paper
2018	Bayesian MCMC analysis of periodic asymmetric power GARCH models. (2018). Aknouche, Abdelhakim ; Touche, Nassim ; Demmouche, Nacer. In: MPRA Paper. RePEc:pra:mprapa:91136. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	Statistical Inference for Stochastic Processes / Springer	14	117
2	Stochastic Processes and their Applications / Elsevier	44	61
3	Statistics & Probability Letters / Elsevier	33	44
4	Annals of the Institute of Statistical Mathematics / Springer	25	34
5	Papers / arXiv.org	80	28
6	Journal of Multivariate Analysis / Elsevier	50	24
7	Journal of Econometrics / Elsevier	220	18
8	Scandinavian Journal of Statistics / Danish Society for Theoretical Statistics	30	16
9			14
10	Metrika: International Journal for Theoretical and Applied Statistics / Springer	18	11
11			11