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Citation Profile [Updated: 2024-11-03 20:16:59]
5 Years H Index
15
Impact Factor (IF)
0.18
5 Years IF
0.2
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 34 1 0 0 0 0 0.13
1999 0 0.31 0.03 0 15 30 34 2 15 15 0 0 0.15
2000 0.03 0.36 0.04 0.03 19 49 118 2 4 30 1 30 1 1 50 1 0.05 0.16
2001 0.06 0.39 0.08 0.08 16 65 86 5 9 34 2 49 4 0 0 0.17
2002 0.17 0.41 0.08 0.09 15 80 39 6 15 35 6 65 6 1 16.7 0 0.21
2003 0.03 0.44 0.09 0.08 15 95 39 8 24 31 1 80 6 2 25 0 0.22
2004 0.07 0.5 0.16 0.15 12 107 152 17 41 30 2 80 12 1 5.9 1 0.08 0.22
2005 0.07 0.51 0.15 0.16 16 123 30 19 60 27 2 77 12 0 0 0.24
2006 0.14 0.51 0.09 0.08 12 135 115 12 72 28 4 74 6 0 1 0.08 0.23
2007 0.11 0.46 0.15 0.19 13 148 35 22 94 28 3 70 13 0 0 0.2
2008 0.08 0.49 0.16 0.15 18 166 37 26 120 25 2 68 10 3 11.5 1 0.06 0.23
2009 0.13 0.48 0.31 0.38 14 180 47 55 176 31 4 71 27 0 1 0.07 0.24
2010 0.16 0.49 0.19 0.15 13 193 80 36 212 32 5 73 11 1 2.8 0 0.21
2011 0.19 0.52 0.19 0.26 13 206 44 39 251 27 5 70 18 6 15.4 1 0.08 0.24
2012 0.15 0.52 0.31 0.23 13 219 45 67 318 26 4 71 16 8 11.9 2 0.15 0.22
2013 0.31 0.56 0.29 0.31 14 233 29 68 386 26 8 71 22 3 4.4 0 0.24
2014 0.07 0.55 0.21 0.24 14 247 37 52 438 27 2 67 16 11 21.2 0 0.23
2015 0.18 0.55 0.28 0.34 13 260 29 72 510 28 5 67 23 11 15.3 0 0.23
2016 0.11 0.53 0.18 0.15 6 266 2 48 558 27 3 67 10 1 2.1 0 0.21
2017 0.05 0.54 0.3 0.22 18 284 29 86 644 19 1 60 13 7 8.1 2 0.11 0.22
2018 0.25 0.55 0.28 0.25 29 313 42 89 733 24 6 65 16 28 31.5 2 0.07 0.24
2019 0.26 0.57 0.26 0.25 19 332 26 86 819 47 12 80 20 18 20.9 1 0.05 0.23
2020 0.38 0.68 0.31 0.28 25 357 20 112 931 48 18 85 24 32 28.6 1 0.04 0.32
2021 0.07 0.81 0.21 0.12 24 381 15 81 1012 44 3 97 12 18 22.2 1 0.04 0.3
2022 0.33 0.86 0.25 0.27 25 406 2 102 1114 49 16 115 31 21 20.6 2 0.08 0.26
2023 0.18 0.92 0.22 0.2 21 427 1 95 1209 49 9 122 25 14 14.7 1 0.05 0.27
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
#YearTitleCited
12004An 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.

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79
22006Estimation 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

50
32001Estimating 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

38
42010New 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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37
52006Estimating 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.

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29
62004Nonparametric 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.

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27
72011Quasi-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.

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25
82000Approximation 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.

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25
92006Asymptotic 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.

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25
102002Statistical Analysis of the Fractional Ornstein–Uhlenbeck 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.

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19
112001Information 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.

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19
122000The 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.

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18
132004Asymptotic 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.

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18
141999Nonparametric 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.

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16
152006M-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.

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16
162010Drift 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.

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14
172012Estimation 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.

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14
182004Information Criteria for Small Diffusions via the Theory of Malliavin–Watanabe. (2004). Yoshida, Nakahiro ; Uchida, Masayuki. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:7:y:2004:i:1:p:35-67.

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14
192000Wavelet 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.

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14
202004General 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.

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14
212019Parameter estimation for fractional Ornstein–Uhlenbeck 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.

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13
222010Asymptotic 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.

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13
232015Hybrid 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.

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13
242014Adaptive 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.

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13
252000The 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.

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13
262008Consistent 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.

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13
272003On 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.

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12
282010Estimating 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.

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12
292009An 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.

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12
301999Large 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.

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11
312007Invariance 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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11
322003Estimation 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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11
332000Identification 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.

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11
342004Identification 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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11
352001Semi-parametric Estimation of the Hölder 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.

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11
362012Asymptotic 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.

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11
371998Efficient 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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10
382014A 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.

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10
392002Estimation 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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10
402018Statistical 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.

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9
412005Estimation 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.

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9
422009Test 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.

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9
432001On 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.

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8
442005Estimation 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.

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8
452000Semiparametric Bootstrap Approach to Hypothesis Tests and Confidence Intervals for the Hurst Coefficient. (2000). Härdle, 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.

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8
462005Exact Inference for Random Dirichlet Means. (2005). Hjort, Nils ; Ongaro, Andrea. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:8:y:2005:i:3:p:227-254.

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7
472012Confidence 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.

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7
482009Maximum likelihood estimation in processes of Ornstein-Uhlenbeck type. (2009). Schoutens, Wim ; Valdivieso, Luis ; Tuerlinckx, Francis. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:12:y:2009:i:1:p:1-19.

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7
492000Semiparametric 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.

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7
502000Parameter 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.

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7
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12004Nonparametric 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

7
22019Parameter estimation for fractional Ornstein–Uhlenbeck 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

6
32002Statistical Analysis of the Fractional Ornstein–Uhlenbeck 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

6
42006Estimation 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

5
52000Approximation 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

5
62004General 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

5
72001Estimating 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
82018Statistical 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

5
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

4
102004Asymptotic 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

4
112014Adaptive 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

4
122006Asymptotic 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

4
132004An 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

4
142010Drift 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

4
152004Information Criteria for Small Diffusions via the Theory of Malliavin–Watanabe. (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

3
162014A 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

3
172018Hybrid estimators for stochastic differential equations from reduced data. (2018). Uchida, Masayuki ; Kaino, Yusuke. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:21:y:2018:i:2:d:10.1007_s11203-018-9184-x.

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3
182011Quasi-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

3
192009Maximum likelihood estimation in processes of Ornstein-Uhlenbeck type. (2009). Schoutens, Wim ; Valdivieso, Luis ; Tuerlinckx, Francis. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:12:y:2009:i:1:p:1-19.

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3
202018Asymptotically optimal pointwise and minimax quickest change-point detection for dependent data. (2018). Tartakovsky, Alexander G ; Pergamenchtchikov, Serguei. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:21:y:2018:i:1:d:10.1007_s11203-016-9149-x.

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3
212015Hybrid 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

3
222012Multistage weighted least squares estimation of ARCH processes in the stable and unstable cases. (2012). Aknouche, Abdelhakim. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:15:y:2012:i:3:p:241-256.

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3
232009Test 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

3
242006Estimating 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.

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3
252013Distributions of the maximum likelihood and minimum contrast estimators associated with the fractional Ornstein–Uhlenbeck process. (2013). Tanaka, Katsuto. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:16:y:2013:i:3:p:173-192.

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262020Asymptotic expansion of the quadratic variation of a mixed fractional Brownian motion. (2020). Yoshida, Nakahiro ; Tudor, Ciprian A. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:23:y:2020:i:2:d:10.1007_s11203-020-09220-6.

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272008Parametric estimation for the standard and geometric telegraph process observed at discrete times. (2008). Iacus, Stefano ; Gregorio, Alessandro. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:11:y:2008:i:3:p:249-263.

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282002Minimax 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.

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292019The 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.

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302021Nonparametric 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.

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312021Estimation of all parameters in the fractional Ornstein–Uhlenbeck 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.

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322013Improved 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.

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332006M-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.

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342001Information 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.

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351998Asymptotic Expansion of M ?Estimator Over Wiener Space. (1998). Sakamoto, Yuji ; Yoshida, Nakahiro. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:1:y:1998:i:1:p:85-103.

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362001Semi-parametric Estimation of the Hölder 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.

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372015Quadratic random coefficient autoregression with linear-in-parameters volatility. (2015). Aknouche, Abdelhakim. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:18:y:2015:i:2:p:99-125.

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382021Hawkes process and Edgeworth expansion with application to maximum likelihood estimator. (2021). Goda, Masatoshi. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:24:y:2021:i:2:d:10.1007_s11203-021-09237-5.

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392012Estimation 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.

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402020Estimation 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.

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412000The 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.

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422021Joint estimation for volatility and drift parameters of ergodic jump diffusion processes via contrast function. (2021). Gloter, Arnaud ; Amorino, Chiara. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:24:y:2021:i:1:d:10.1007_s11203-020-09227-z.

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432020Recursive nonparametric regression estimation for dependent strong mixing functional data. (2020). Slaoui, Yousri. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:23:y:2020:i:3:d:10.1007_s11203-020-09223-3.

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442021On Neyman–Pearson minimax detection of Poisson process intensity. (2021). Burnashev, M V. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:24:y:2021:i:1:d:10.1007_s11203-020-09230-4.

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452020Parametric inference for hypoelliptic ergodic diffusions with full observations. (2020). Melnykova, Anna. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:23:y:2020:i:3:d:10.1007_s11203-020-09222-4.

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462018Estimation and testing in generalized mean-reverting processes with change-point. (2018). Zhang, Pei Patrick ; Nkurunziza, Severien. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:21:y:2018:i:1:d:10.1007_s11203-016-9151-3.

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472001On 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.

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482000Identification 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.

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492018Oracle inequalities for the stochastic differential equations. (2018). Pergamenshchikov, S M ; Pchelintsev, E A. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:21:y:2018:i:2:d:10.1007_s11203-018-9180-1.

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502010Estimating 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.

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Citing documents used to compute impact factor: 9
YearTitle
2023Threshold estimation for jump-diffusions under small noise asymptotics. (2023). Shimizu, Yasutaka ; Kobayashi, Mitsuki. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:26:y:2023:i:2:d:10.1007_s11203-023-09286-y.

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2023Parameter estimation of discretely observed interacting particle systems. (2023). Podolskij, Mark ; Pilipauskait, Vytaut ; Heidari, Akram ; Amorino, Chiara. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:163:y:2023:i:c:p:350-386.

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2023On Stein’s lemma in hypotheses testing in general non-asymptotic case. (2023). Burnashev, M V. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:26:y:2023:i:1:d:10.1007_s11203-022-09278-4.

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2023Sparse estimation for generalized exponential marked Hawkes process. (2023). Goda, Masatoshi. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:26:y:2023:i:1:d:10.1007_s11203-022-09274-8.

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2023High order asymptotic expansion for Wiener functionals. (2023). Yoshida, Nakahiro ; Tudor, Ciprian A. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:164:y:2023:i:c:p:443-492.

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2023Adaptive and robust experimental design for linear dynamical models using Kalman filter. (2023). Goos, Peter ; Nicolai, Bart M ; Strouwen, Arno. In: Statistical Papers. RePEc:spr:stpapr:v:64:y:2023:i:4:d:10.1007_s00362-023-01438-9.

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2023Nonparametric estimation for i.i.d. paths of a martingale-driven model with application to non-autonomous financial models. (2023). Marie, Nicolas. In: Finance and Stochastics. RePEc:spr:finsto:v:27:y:2023:i:1:d:10.1007_s00780-022-00493-8.

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2023Nonparametric drift estimation from diffusions with correlated Brownian motions. (2023). Marie, Nicolas ; Comte, Fabienne. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:198:y:2023:i:c:s0047259x23000684.

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2023Change point inference in ergodic diffusion processes based on high frequency data. (2023). Uchida, Masayuki ; Tonaki, Yozo. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:158:y:2023:i:c:p:1-39.

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