[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]
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 |
# | 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 | 79 |
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 | 50 |
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 | 38 |
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 | 37 |
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 | 29 |
6 | 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 | 27 |
7 | 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 | 25 |
8 | 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 | 25 |
9 | 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 | 25 |
10 | 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 | 19 |
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 | 19 |
12 | 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 |
13 | 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 | 18 |
14 | 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 | 16 |
15 | 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 | 16 |
16 | 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 | 14 |
17 | 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 |
18 | 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 | 14 |
19 | 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 |
20 | 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 | 14 |
21 | 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 | 13 |
22 | 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 |
23 | 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 | 13 |
24 | 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 | 13 |
25 | 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 | 13 |
26 | 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 |
27 | 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 |
28 | 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 |
29 | 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 |
30 | 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 |
31 | 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 |
32 | 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 |
33 | 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 | 11 |
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 | 11 |
35 | 2001 | Semi-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. Full description at Econpapers || Download paper | 11 |
36 | 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 |
37 | 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 |
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 | 10 |
39 | 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 |
40 | 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 | 9 |
41 | 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 | 9 |
42 | 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 | 9 |
43 | 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 | 8 |
44 | 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 |
45 | 2000 | Semiparametric 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. Full description at Econpapers || Download paper | 8 |
46 | 2005 | Exact 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. Full description at Econpapers || Download paper | 7 |
47 | 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 |
48 | 2009 | Maximum 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. Full description at Econpapers || Download paper | 7 |
49 | 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 |
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 | 7 |
# | Year | Title | Cited |
---|---|---|---|
1 | 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 | 7 |
2 | 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 | 6 |
3 | 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 | 6 |
4 | 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 | 5 |
5 | 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 | 5 |
6 | 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 | 5 |
7 | 2001 | Estimating the Parameters of a Fractional Brownian Motion by Discrete Variations of its Sample Paths. (2001). Coeurjolly, Jean-Franois. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:4:y:2001:i:2:p:199-227. Full description at Econpapers || Download paper | 5 |
8 | 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 | 5 |
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 | 4 |
10 | 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 | 4 |
11 | 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 | 4 |
12 | 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 | 4 |
13 | 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 | 4 |
14 | 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 | 4 |
15 | 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 | 3 |
16 | 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 | 3 |
17 | 2018 | Hybrid 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. Full description at Econpapers || Download paper | 3 |
18 | 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 | 3 |
19 | 2009 | Maximum 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. Full description at Econpapers || Download paper | 3 |
20 | 2018 | Asymptotically 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. Full description at Econpapers || Download paper | 3 |
21 | 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 | 3 |
22 | 2012 | Multistage 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. Full description at Econpapers || Download paper | 3 |
23 | 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 | 3 |
24 | 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 | 3 |
25 | 2013 | Distributions of the maximum likelihood and minimum contrast estimators associated with the fractional OrnsteinâUhlenbeck process. (2013). Tanaka, Katsuto. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:16:y:2013:i:3:p:173-192. Full description at Econpapers || Download paper | 3 |
26 | 2020 | Asymptotic 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. Full description at Econpapers || Download paper | 3 |
27 | 2008 | Parametric 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. Full description at Econpapers || Download paper | 2 |
28 | 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 |
29 | 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 |
30 | 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 | 2 |
31 | 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 | 2 |
32 | 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 | 2 |
33 | 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 |
34 | 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 | 2 |
35 | 1998 | Asymptotic 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. Full description at Econpapers || Download paper | 2 |
36 | 2001 | Semi-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. Full description at Econpapers || Download paper | 2 |
37 | 2015 | Quadratic 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. Full description at Econpapers || Download paper | 2 |
38 | 2021 | Hawkes 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. Full description at Econpapers || Download paper | 2 |
39 | 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 | 2 |
40 | 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 | 2 |
41 | 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 | 2 |
42 | 2021 | Joint 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. Full description at Econpapers || Download paper | 2 |
43 | 2020 | Recursive 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. Full description at Econpapers || Download paper | 2 |
44 | 2021 | On NeymanâPearson 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. Full description at Econpapers || Download paper | 2 |
45 | 2020 | Parametric 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. Full description at Econpapers || Download paper | 2 |
46 | 2018 | Estimation 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. Full description at Econpapers || Download paper | 2 |
47 | 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 | 2 |
48 | 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 | 2 |
49 | 2018 | Oracle 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. Full description at Econpapers || Download paper | 2 |
50 | 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 | 2 |
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2023 | Threshold 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. Full description at Econpapers || Download paper | |
2023 | Parameter 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. Full description at Econpapers || Download paper | |
2023 | On Steinâs 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. Full description at Econpapers || Download paper | |
2023 | Sparse 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. Full description at Econpapers || Download paper | |
2023 | High 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. Full description at Econpapers || Download paper | |
2023 | Adaptive 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. Full description at Econpapers || Download paper | |
2023 | Nonparametric 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. Full description at Econpapers || Download paper | |
2023 | Nonparametric 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. Full description at Econpapers || Download paper | |
2023 | Change 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. Full description at Econpapers || Download paper |
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2023 | Dynamic reliability and sensitivity analysis based on HMM models with Markovian signal process. (2023). Segovia-Garca, M C ; Raya-Miranda, R ; Navas-Gmez, F ; Gmiz, M L. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:239:y:2023:i:c:s095183202300412x. Full description at Econpapers || Download paper |
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2022 | On a Moving Average with Internal Degrees of Freedom. (2022). Malyshkin, Vladislav ; Davydov, Vadim ; Bobyl, Alexander ; Boudjemila, Linda. In: Papers. RePEc:arx:papers:2211.14075. Full description at Econpapers || Download paper | |
2022 | Pricing Energy Derivatives in Markets Driven by Tempered Stable and CGMY Processes of OrnsteinâUhlenbeck Type. (2022). Sabino, Piergiacomo. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:8:p:148-:d:872004. Full description at Econpapers || Download paper |
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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 |