Citation analysis for Statistical Inference for Stochastic Processes / Springer

Statistical Inference for Stochastic Processes / Springer

0.07

Impact Factor

0.16

5-Years IF

5-Years H index

[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	IF5	DOC	CDO	CCU	CIF	CIT	D2Y	C2Y	D5Y	C5Y	%SC	CiY	II	AII
1990		0.1			0				0		0		(%)			0.04
1991		0.09			0				0		0		(%)			0.04
1992		0.1			0				0		0		(%)			0.04
1993		0.11			0				0		0		(%)			0.05
1994		0.12			0				0		0		(%)			0.05
1995		0.19			0				0		0		(%)			0.07
1996		0.22			0				0		0		(%)			0.09
1997		0.27			0	1			0		0		(%)			0.09
1998		0.27		15	15			14	0		0		2 (14.3%)			0.1
1999		0.31		15	30	1	0.03	7	15		15		1 (14.3%)			0.13
2000	0.03	0.4	0.03	19	49	2	0.04	43	30	1	30	1	3 (7%)	1	0.05	0.15
2001	0.03	0.4	0.06	16	65	4	0.06	26	34	1	49	3	4 (15.4%)			0.15
2002	0.09	0.42	0.05	15	80	3	0.04	18	35	3	65	3	(%)			0.18
2003		0.44	0.06	15	95	7	0.07	12	31		80	5	3 (25%)			0.18
2004		0.49	0.06	12	107	7	0.07	42	30		80	5	4 (9.5%)	1	0.08	0.2
2005	0.04	0.53	0.08	16	123	9	0.07	15	27	1	77	6	2 (13.3%)			0.21
2006	0.11	0.51	0.07	12	135	10	0.07	37	28	3	74	5	1 (2.7%)	1	0.08	0.2
2007	0.07	0.44	0.13	13	148	15	0.1	11	28	2	70	9	(%)			0.18
2008	0.08	0.47	0.07	18	166	16	0.1	19	25	2	68	5	3 (15.8%)	1	0.06	0.2
2009	0.06	0.47	0.21	14	180	29	0.16	16	31	2	71	15	1 (6.3%)			0.19
2010	0.09	0.44	0.11	13	193	19	0.1	14	32	3	73	8	3 (21.4%)			0.16
2011		0.51	0.16	13	206	24	0.12	8	27		70	11	2 (25%)			0.2
2012	0.12	0.56	0.15	13	219	32	0.15	8	26	3	71	11	(%)	1	0.08	0.21
2013	0.15	0.66	0.2	14	233	47	0.2	3	26	4	71	14	1 (33.3%)			0.23
2014	0.07	0.67	0.13	14	247	25	0.1	2	27	2	67	9	1 (50%)			0.22
2015	0.07	0.82	0.16	13	260	36	0.14	1	28	2	67	11	(%)			0.27

IF:	Impact Factor: C2Y / D2Y
AIF:	Average Impact Factor for series in RePEc in year y
IF5:	Impact Factor: C5Y / D5Y
DOC:	Number of documents published in year y
CDO:	Cumulative number of documents published until year y
CCU:	Cumulative number of citations to papers published until year y
CIF:	Cumulative impact factor
CIT:	Number of citations to papers published in year y
D2Y:	Number of articles published in y-1 plus y-2
C2Y:	Cites in y to articles published in y-1 plus y-2
D5Y:	Number of articles published in y-1 until y-5
C5Y:	Cites in y to articles published in y-1 until y-5
%SC:	Percentage of selft citations in y to articles published in y-1 plus y-2
CiY:	Cites in year y to documents published in year y
II:	Immediacy Index: CiY / Documents.
AII:	Average Immediacy Index for series in RePEc in year y

50 most cited documents in this series:

#	Year	Title	Cited
1	2004	An Asymptotic Expansion Scheme for Optimal Investment Problems. (2004). Takahashi, Akihiko ; Yoshida, Nakahiro . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:7:y:2004:i:2:p:153-188. Full description at Econpapers \|\| Download paper	18
2	2006	Estimation of Parameters for Diffusion Processes with Jumps from Discrete Observations. (2006). Yoshida, Nakahiro . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:9:y:2006:i:3:p:227-277. Full description at Econpapers \|\| Download paper	15
3	2000	Wavelet Estimator of Long-Range Dependent Processes. (2000). Moulines, E. ; Soulier, P. ; Bardet, J. ; Lang, G.. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:3:y:2000:i:1:p:85-99. Full description at Econpapers \|\| Download paper	11
4	2006	Estimating Some Characteristics of the Conditional Distribution in Nonparametric Functional Models. (2006). Laksaci, Ali ; Vieu, Philippe ; Ferraty, Frederic . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:9:y:2006:i:1:p:47-76. Full description at Econpapers \|\| Download paper	11
5	2001	Estimating the Parameters of a Fractional Brownian Motion by Discrete Variations of its Sample Paths. (2001). Coeurjolly, Jean-Franois . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:4:y:2001:i:2:p:199-227. Full description at Econpapers \|\| Download paper	9
6	2002	Statistical Analysis of the Fractional OrnsteinâUhlenbeck Type Process. (2002). Le Breton, A. ; Kleptsyna, M. L.. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:5:y:2002:i:3:p:229-248. Full description at Econpapers \|\| Download paper	9
7	2004	Asymptotic Expansion for Small Diffusions Applied to Option Pricing. (2004). Uchida, Masayuki ; Yoshida, Nakahiro . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:7:y:2004:i:3:p:189-223. Full description at Econpapers \|\| Download paper	8
8	2000	The Averaged Periodogram for Nonstationary Vector Time Series. (2000). Marinucci, D. ; Robinson, P. M.. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:3:y:2000:i:1:p:149-160. Full description at Econpapers \|\| Download paper	7
9	2004	Information Criteria for Small Diffusions via the Theory of MalliavinâWatanabe. (2004). Uchida, Masayuki ; Yoshida, Nakahiro . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:7:y:2004:i:1:p:35-67. Full description at Econpapers \|\| Download paper	6
10	2001	Semi-parametric Estimation of the HÃ¶lder Exponent of a Stationary Gaussian Process with Minimax Rates. (2001). Roueff, Franois ; Lang, Gabriel . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:4:y:2001:i:3:p:283-306. Full description at Econpapers \|\| Download paper	6
11	2005	Exact Inference for Random Dirichlet Means. (2005). Ongaro, Andrea ; Hjort, Nils. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:8:y:2005:i:3:p:227-254. Full description at Econpapers \|\| Download paper	6
12	2009	An empirical central limit theorem with applications to copulas under weak dependence. (2009). Lang, Gabriel ; Doukhan, Paul ; Fermanian, Jean-David . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:12:y:2009:i:1:p:65-87. Full description at Econpapers \|\| Download paper	6
13	2008	Consistent estimation of covariation under nonsynchronicity. (2008). Kusuoka, Shigeo ; Hayashi, Takaki . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:11:y:2008:i:1:p:93-106. Full description at Econpapers \|\| Download paper	6
14	2004	Nonparametric Spatial Prediction. (2004). Cadre, Benoit ; Biau, Gerard . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:7:y:2004:i:3:p:327-349. Full description at Econpapers \|\| Download paper	6
15	2001	Information Criteria in Model Selection for Mixing Processes. (2001). Uchida, Masayuki ; Yoshida, Nakahiro . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:4:y:2001:i:1:p:73-98. Full description at Econpapers \|\| Download paper	6
16	2004	General Asymptotic Confidence Bands Based on Kernel-type Function Estimators. (2004). Mason, David ; Deheuvels, Paul . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:7:y:2004:i:3:p:225-277. Full description at Econpapers \|\| Download paper	5
17	2000	The Generalized Multifractional Brownian Motion. (2000). Ayache, Antoine ; Vehel, Jacques. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:3:y:2000:i:1:p:7-18. Full description at Econpapers \|\| Download paper	5
18	2008	On large deviations in testing OrnsteinâUhlenbeck-type models. (2008). Gapeev, Pavel ; Kuchler, Uwe . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:11:y:2008:i:2:p:143-155. Full description at Econpapers \|\| Download paper	5
19	2006	Asymptotic Properties of Quasi-Maximum Likelihood Estimators for ARMA Models with Time-Dependent Coefficients. (2006). Melard, Guy ; Azrak, Rajae . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:9:y:2006:i:3:p:279-330. Full description at Econpapers \|\| Download paper	5
20	1998	Efficient Density Estimation for Ergodic Diffusion Processes. (1998). Yu. Kutoyants, . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:1:y:1998:i:2:p:131-155. Full description at Econpapers \|\| Download paper	5
21	2000	Semiparametric Estimation of the Intensity of Long Memory in Conditional Heteroskedasticity. (2000). Giraitis, Liudas ; TEYSSIeRE, Gilles ; Leipus, Remigijus ; Kokoszka, Piotr . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:3:y:2000:i:1:p:113-128. Full description at Econpapers \|\| Download paper	4
22	2011	Quasi-likelihood analysis for the stochastic differential equation with jumps. (2011). Yoshida, N. ; Ogihara, T.. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:14:y:2011:i:3:p:189-229. Full description at Econpapers \|\| Download paper	4
23	2000	Parameter Estimation and Optimal Filtering for Fractional Type Stochastic Systems. (2000). Le Breton, A. ; Kleptsyna, M. L. ; M.-C. Roubaud, . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:3:y:2000:i:1:p:173-182. Full description at Econpapers \|\| Download paper	4
24	2010	New tests for jumps in semimartingale models. (2010). Podolskij, Mark ; Ziggel, D.. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:13:y:2010:i:1:p:15-41. Full description at Econpapers \|\| Download paper	4
25	2004	Identification and Inference for Multivariate Cointegrated and Ergodic Gaussian Diffusions. (2004). Rahbek, Anders ; Kessler, M.. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:7:y:2004:i:2:p:137-151. Full description at Econpapers \|\| Download paper	4
26	2000	Semiparametric Bootstrap Approach to Hypothesis Tests and Confidence Intervals for the Hurst Coefficient. (2000). HÃÂ¤rdle, Wolfgang ; Hall, Peter ; Hardle, Wolfgang ; Kleinow, Torsten ; Schmidt, Peter . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:3:y:2000:i:3:p:263-276. Full description at Econpapers \|\| Download paper	4
27	1998	Stationary Distribution Function Estimation for Ergodic Diffusion Process. (1998). Negri, Ilia . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:1:y:1998:i:1:p:61-84. Full description at Econpapers \|\| Download paper	3
28	2009	On approximating max-stable processes and constructing extremal copula functions. (2009). Zhang, Zhengjun . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:12:y:2009:i:1:p:89-114. Full description at Econpapers \|\| Download paper	3
29	2002	Estimation of Mean and Covariance Operator of Autoregressive Processes in Banach Spaces. (2002). Bosq, Denis . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:5:y:2002:i:3:p:287-306. Full description at Econpapers \|\| Download paper	3
30	2012	Estimation of the instantaneous volatility. (2012). Alvarez, Alexander ; Savy, Nicolas ; Pontier, Monique ; Panloup, Fabien . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:15:y:2012:i:1:p:27-59. Full description at Econpapers \|\| Download paper	3
31	2010	Asymptotic properties of MLE for partially observed fractional diffusion system. (2010). Brouste, Alexandre ; Kleptsyna, Marina . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:13:y:2010:i:1:p:1-13. Full description at Econpapers \|\| Download paper	3
32	1999	Large and Moderate Deviations for Estimators of Quadratic Variational Processes of Diffusions. (1999). Guillin, Arnaud ; Wu, Liming ; Djellout, Hacene . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:2:y:1999:i:3:p:195-225. Full description at Econpapers \|\| Download paper	3
33	2000	Semiparametric Estimation of the State of a Dynamical System with Small Noise. (2000). Iacus, Stefano. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:3:y:2000:i:3:p:277-288. Full description at Econpapers \|\| Download paper	3
34	2009	Maximum likelihood estimation in processes of Ornstein-Uhlenbeck type. (2009). Tuerlinckx, Francis ; Schoutens, Wim ; Valdivieso, Luis . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:12:y:2009:i:1:p:1-19. Full description at Econpapers \|\| Download paper	3
35	2003	Sequential Estimation of the Parameters in a Trigonometric Regression Model with the Gaussian Coloured Noise. (2003). Pergamenshchikov, Sergey ; Konev, V.. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:6:y:2003:i:3:p:215-235. Full description at Econpapers \|\| Download paper	3
36	2006	Asymptotically Efficient Sequential Kernel Estimates of the Drift Coefficient in Ergodic Diffusion Processes. (2006). Pergamenshchikov, Sergey ; Galtchouk, L.. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:9:y:2006:i:1:p:1-16. Full description at Econpapers \|\| Download paper	3
37	2007	Invariance principles for non-isotropic long memory random fields. (2007). Lavancier, Frederic . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:10:y:2007:i:3:p:255-282. Full description at Econpapers \|\| Download paper	3
38	2006	M-Estimation for Discretely Observed Ergodic Diffusion Processes with Infinitely Many Jumps. (2006). . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:9:y:2006:i:2:p:179-225. Full description at Econpapers \|\| Download paper	3
39	2010	Global property of error density estimation in nonlinear autoregressive time series models. (2010). Cheng, Fuxia . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:13:y:2010:i:1:p:43-53. Full description at Econpapers \|\| Download paper	2
40	2003	On Uniform Laws of Large Numbers for Ergodic Diffusions and Consistency of Estimators. (2003). van Zanten, Harry . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:6:y:2003:i:2:p:199-213. Full description at Econpapers \|\| Download paper	2
41	2007	Estimating the Hurst Parameter. (2007). Berzin, Corinne ; Leon, Jose . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:10:y:2007:i:1:p:49-73. Full description at Econpapers \|\| Download paper	2
42	2009	Test for parameter change in discretely observed diffusion processes. (2009). Song, Junmo ; Lee, Sangyeol . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:12:y:2009:i:2:p:165-183. Full description at Econpapers \|\| Download paper	2
43	2003	Estimation of Cusp Location by Poisson Observations. (2003). Dachian, S.. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:6:y:2003:i:1:p:1-14. Full description at Econpapers \|\| Download paper	2
44	2012	Asymptotic inference of unstable periodic ARCH processes. (2012). Aknouche, Abdelhakim ; Al-Eid, Eid . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:15:y:2012:i:1:p:61-79. Full description at Econpapers \|\| Download paper	2
45	2001	Modeling and Smoothing Unequally Spaced Sequence Data. (2001). Jong, Piet ; Mazzi, Sonia. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:4:y:2001:i:1:p:53-71. Full description at Econpapers \|\| Download paper	2
46	2005	Bayesian Nonparametric Analysis for a Generalized Dirichlet Process Prior. (2005). Lijoi, Antonio ; Mena, Ramses ; Prunster, Igor . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:8:y:2005:i:3:p:283-309. Full description at Econpapers \|\| Download paper	2
47	1998	Prediction of Continuous Time Processes by C[0,1]âValued Autoregressive Process. (1998). Pumo, Besnik. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:1:y:1998:i:3:p:297-309. Full description at Econpapers \|\| Download paper	2
48	2000	Approximation of Some Gaussian Processes. (2000). Montseny, G. ; Carmona, Philippe ; Coutin, Laure . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:3:y:2000:i:1:p:161-171. Full description at Econpapers \|\| Download paper	2
49	2005	Estimation of Mean and Covariance Operator for Banach Space Valued Autoregressive Processes with Dependent Innovations. (2005). Dehling, Herold ; Sharipov, Olimjon. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:8:y:2005:i:2:p:137-149. Full description at Econpapers \|\| Download paper	2
50	2006	Testing Epidemic Changes of Infinite Dimensional Parameters. (2006). Rakauskas, Alfredas ; Suquet, Charles. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:9:y:2006:i:2:p:111-134. Full description at Econpapers \|\| Download paper	2

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

#	Year	Title	Cited
1	2006	Estimating Some Characteristics of the Conditional Distribution in Nonparametric Functional Models. (2006). Laksaci, Ali ; Vieu, Philippe ; Ferraty, Frederic . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:9:y:2006:i:1:p:47-76. Full description at Econpapers \|\| Download paper	5
2	2001	Estimating the Parameters of a Fractional Brownian Motion by Discrete Variations of its Sample Paths. (2001). Coeurjolly, Jean-Franois . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:4:y:2001:i:2:p:199-227. Full description at Econpapers \|\| Download paper	5
3	2006	Asymptotic Properties of Quasi-Maximum Likelihood Estimators for ARMA Models with Time-Dependent Coefficients. (2006). Melard, Guy ; Azrak, Rajae . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:9:y:2006:i:3:p:279-330. Full description at Econpapers \|\| Download paper	4
4	2004	Asymptotic Expansion for Small Diffusions Applied to Option Pricing. (2004). Uchida, Masayuki ; Yoshida, Nakahiro . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:7:y:2004:i:3:p:189-223. Full description at Econpapers \|\| Download paper	4
5	2002	Statistical Analysis of the Fractional OrnsteinâUhlenbeck Type Process. (2002). Le Breton, A. ; Kleptsyna, M. L.. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:5:y:2002:i:3:p:229-248. Full description at Econpapers \|\| Download paper	4
6	2006	Estimation of Parameters for Diffusion Processes with Jumps from Discrete Observations. (2006). Yoshida, Nakahiro . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:9:y:2006:i:3:p:227-277. Full description at Econpapers \|\| Download paper	3
7	2012	Estimation of the instantaneous volatility. (2012). Alvarez, Alexander ; Savy, Nicolas ; Pontier, Monique ; Panloup, Fabien . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:15:y:2012:i:1:p:27-59. Full description at Econpapers \|\| Download paper	3
8	2009	On approximating max-stable processes and constructing extremal copula functions. (2009). Zhang, Zhengjun . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:12:y:2009:i:1:p:89-114. Full description at Econpapers \|\| Download paper	3
9	2010	New tests for jumps in semimartingale models. (2010). Podolskij, Mark ; Ziggel, D.. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:13:y:2010:i:1:p:15-41. Full description at Econpapers \|\| Download paper	3
10	1998	Prediction of Continuous Time Processes by C[0,1]âValued Autoregressive Process. (1998). Pumo, Besnik. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:1:y:1998:i:3:p:297-309. Full description at Econpapers \|\| Download paper	2
11	2005	Estimation of Mean and Covariance Operator for Banach Space Valued Autoregressive Processes with Dependent Innovations. (2005). Dehling, Herold ; Sharipov, Olimjon. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:8:y:2005:i:2:p:137-149. Full description at Econpapers \|\| Download paper	2
12	2007	Invariance principles for non-isotropic long memory random fields. (2007). Lavancier, Frederic . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:10:y:2007:i:3:p:255-282. Full description at Econpapers \|\| Download paper	2
13	2013	On inference for fractional differential equations. (2013). Chronopoulou, Alexandra ; Tindel, Samy . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:16:y:2013:i:1:p:29-61. Full description at Econpapers \|\| Download paper	2
14	2008	Consistent estimation of covariation under nonsynchronicity. (2008). Kusuoka, Shigeo ; Hayashi, Takaki . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:11:y:2008:i:1:p:93-106. Full description at Econpapers \|\| Download paper	2
15	2004	Nonparametric Spatial Prediction. (2004). Cadre, Benoit ; Biau, Gerard . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:7:y:2004:i:3:p:327-349. Full description at Econpapers \|\| Download paper	2
16	2000	Wavelet Estimator of Long-Range Dependent Processes. (2000). Moulines, E. ; Soulier, P. ; Bardet, J. ; Lang, G.. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:3:y:2000:i:1:p:85-99. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor 2:

Year	Title
2015	A formula of small time expansion for Young SDE driven by fractional Brownian motion. (2015). Yamada, Toshihiro . In: Statistics & Probability Letters. RePEc:eee:stapro:v:101:y:2015:i:c:p:64-72. Full description at Econpapers \|\| Download paper
2015	Maximum likelihood estimation for the non-ergodic fractional OrnsteinâUhlenbeck process. (2015). Tanaka, Katsuto . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:18:y:2015:i:3:p:315-332. Full description at Econpapers \|\| Download paper

Recent citations (cites in year: CiY)

Recent citations received in 2014

Year	Citing document

Recent citations received in 2013

Year	Citing document

Recent citations received in 2012

Year	Citing document
2012	The rate of convergence of Hurst index estimate for the stochastic differential equation. (2012). Kubilius, K. ; Mishura, Y.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:122:y:2012:i:11:p:3718-3739. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	Cites
1	Journal of Multivariate Analysis / Elsevier	20
2	Statistics & Probability Letters / Elsevier	20
3	Stochastic Processes and their Applications / Elsevier	16
4	Statistical Inference for Stochastic Processes / Springer	8
5	Journal of Econometrics / Elsevier	4
6	Computational Statistics & Data Analysis / Elsevier	3
7	Economics Letters / Elsevier	2
8	Journal of Empirical Finance / Elsevier	2
9	TEST: An Official Journal of the Spanish Society of Statistics and Operations Research / Springer	2
10	Papers / arXiv.org	2
11	Working Papers ECARES / ULB -- Universite Libre de Bruxelles	2

Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.

Source data used to compute the impact factor of RePEc series.