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Citation Profile [Updated: 2026-03-14 21:09:38]
5 Years H Index
36
Impact Factor (IF)
0.13
5 Years IF
0.14
Data available in this report

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

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1990 0 0.1 0.03 0.01 143 143 354 4 4 215 1 455 3 0 0 0.05
1991 0.01 0.11 0.02 0.01 169 312 403 6 11 258 2 532 3 0 1 0.01 0.06
1992 0.02 0.12 0.03 0.02 189 501 427 14 25 312 6 631 10 0 2 0.01 0.06
1993 0.01 0.13 0.02 0.01 181 682 449 17 42 358 3 716 6 0 0 0.06
1994 0.01 0.14 0.02 0.01 169 851 469 19 61 370 4 797 11 0 1 0.01 0.07
1995 0.07 0.22 0.11 0.07 198 1049 536 110 173 350 23 851 61 60 54.5 0 0.1
1996 0.09 0.25 0.1 0.07 271 1320 636 132 305 367 33 906 62 96 72.7 4 0.01 0.11
1997 0.07 0.24 0.12 0.09 268 1588 847 193 500 469 33 1008 87 80 41.5 4 0.01 0.11
1998 0.06 0.27 0.08 0.05 206 1794 684 150 650 539 35 1087 59 75 50 7 0.03 0.13
1999 0.08 0.29 0.1 0.07 249 2043 887 209 860 474 39 1112 78 89 42.6 8 0.03 0.14
2000 0.09 0.34 0.12 0.09 242 2285 823 267 1130 455 42 1192 109 108 40.4 4 0.02 0.16
2001 0.12 0.38 0.12 0.1 253 2538 1112 299 1430 491 59 1236 123 139 46.5 8 0.03 0.17
2002 0.13 0.39 0.11 0.11 226 2764 693 296 1726 495 63 1218 134 104 35.1 10 0.04 0.2
2003 0.11 0.43 0.1 0.1 231 2995 743 307 2036 479 54 1176 118 84 27.4 7 0.03 0.21
2004 0.1 0.47 0.12 0.13 201 3196 623 388 2424 457 47 1201 151 110 28.4 10 0.05 0.21
2005 0.09 0.51 0.11 0.11 198 3394 695 383 2807 432 38 1153 123 98 25.6 10 0.05 0.23
2006 0.11 0.49 0.12 0.12 253 3647 669 448 3256 399 42 1109 135 131 29.2 8 0.03 0.22
2007 0.1 0.44 0.13 0.12 228 3875 518 489 3747 451 47 1109 137 123 25.2 5 0.02 0.2
2008 0.16 0.47 0.15 0.18 477 4352 1426 674 4421 481 75 1111 202 256 38 11 0.02 0.22
2009 0.14 0.46 0.16 0.17 367 4719 913 769 5190 705 102 1357 232 230 29.9 16 0.04 0.23
2010 0.16 0.46 0.16 0.16 277 4996 903 779 5969 844 132 1523 239 192 24.6 13 0.05 0.2
2011 0.14 0.51 0.14 0.12 276 5272 611 711 6683 644 91 1602 194 162 22.8 12 0.04 0.23
2012 0.2 0.5 0.17 0.18 308 5580 740 964 7647 553 109 1625 295 223 23.1 10 0.03 0.21
2013 0.21 0.54 0.18 0.2 332 5912 642 1047 8694 584 124 1705 336 222 21.2 13 0.04 0.24
2014 0.2 0.53 0.16 0.18 246 6158 485 1001 9695 640 128 1560 276 135 13.5 6 0.02 0.22
2015 0.16 0.52 0.17 0.19 349 6507 526 1098 10793 578 95 1439 274 253 23 20 0.06 0.22
2016 0.21 0.5 0.16 0.17 279 6786 627 1103 11897 595 127 1511 256 189 17.1 23 0.08 0.2
2017 0.15 0.52 0.16 0.16 312 7098 396 1143 13040 628 94 1514 246 190 16.6 21 0.07 0.21
2018 0.16 0.53 0.15 0.14 273 7371 431 1122 14162 591 92 1518 218 177 15.8 54 0.2 0.22
2019 0.17 0.54 0.15 0.17 275 7646 280 1168 15330 585 100 1459 248 175 15 18 0.07 0.21
2020 0.16 0.64 0.16 0.17 243 7889 205 1226 16556 548 86 1488 249 133 10.8 11 0.05 0.3
2021 0.13 0.74 0.16 0.19 216 8105 199 1277 17833 518 65 1382 257 124 9.7 8 0.04 0.27
2022 0.21 0.73 0.16 0.2 200 8305 84 1308 19143 459 97 1319 259 145 11.1 8 0.04 0.22
2023 0.19 0.69 0.13 0.17 163 8468 67 1137 20280 416 81 1207 206 95 8.4 10 0.06 0.2
2024 0.13 0.81 0.13 0.16 217 8685 28 1108 21388 363 48 1097 180 123 11.1 11 0.05 0.23
2025 0.13 0.09 0.14 194 8879 8 842 22230 380 50 1039 141 108 12.8 9 0.05
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
12001Bayesian quantile regression. (2001). Moyeed, Rana A. ; Yu, Keming. In: Statistics & Probability Letters. RePEc:eee:stapro:v:54:y:2001:i:4:p:437-447.

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241
22010Improved penalization for determining the number of factors in approximate factor models. (2010). Capasso, Marco ; Barigozzi, Matteo ; Alessi, Lucia. In: Statistics & Probability Letters. RePEc:eee:stapro:v:80:y:2010:i:23-24:p:1806-1813.

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238
32016Efficient computation of adjusted p-values for resampling-based stepdown multiple testing. (2016). Wolf, Michael ; Romano, Joseph P. In: Statistics & Probability Letters. RePEc:eee:stapro:v:113:y:2016:i:c:p:38-40.

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221
41988Estimating the number of change-points via Schwarz criterion. (1988). Yao, Yi-Ching . In: Statistics & Probability Letters. RePEc:eee:stapro:v:6:y:1988:i:3:p:181-189.

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191
51999Functional linear model. (1999). Sarda, Pascal ; Cardot, Herve ; Ferraty, Frederic. In: Statistics & Probability Letters. RePEc:eee:stapro:v:45:y:1999:i:1:p:11-22.

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106
61983Descriptive statistics for multivariate distributions. (1983). Oja, Hannu. In: Statistics & Probability Letters. RePEc:eee:stapro:v:1:y:1983:i:6:p:327-332.

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102
72006Semi-functional partial linear regression. (2006). Vieu, Philippe ; Aneiros-Perez, German . In: Statistics & Probability Letters. RePEc:eee:stapro:v:76:y:2006:i:11:p:1102-1110.

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85
81994Expectiles and M-quantiles are quantiles. (1994). Jones, M. C.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:20:y:1994:i:2:p:149-153.

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85
91989Maxima of normal random vectors: Between independence and complete dependence. (1989). Reiss, Rolf-Dieter ; Husler, Jurg. In: Statistics & Probability Letters. RePEc:eee:stapro:v:7:y:1989:i:4:p:283-286.

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66
101997Backward stochastic differential equations with continuous coefficient. (1997). San Martin, J. ; Lepeltier, J. P.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:32:y:1997:i:4:p:425-430.

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66
111996On the Chambers-Mallows-Stuck method for simulating skewed stable random variables. (1996). Weron, Rafał. In: Statistics & Probability Letters. RePEc:eee:stapro:v:28:y:1996:i:2:p:165-171.

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61
121999Recursive mean adjustment in time-series inferences. (1999). Shin, Dong Wan ; So, Beong Soo. In: Statistics & Probability Letters. RePEc:eee:stapro:v:43:y:1999:i:1:p:65-73.

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58
131998A lifetime distribution with decreasing failure rate. (1998). Loukas, S. ; Adamidis, K.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:39:y:1998:i:1:p:35-42.

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56
142001On the multivariate probability integral transformation. (2001). Rivest, Louis-Paul ; Genest, Christian. In: Statistics & Probability Letters. RePEc:eee:stapro:v:53:y:2001:i:4:p:391-399.

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53
151986Convergence rates for partially splined models. (1986). Rice, John. In: Statistics & Probability Letters. RePEc:eee:stapro:v:4:y:1986:i:4:p:203-208.

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52
162000A new two-parameter lifetime distribution with bathtub shape or increasing failure rate function. (2000). Chen, Zhenmin. In: Statistics & Probability Letters. RePEc:eee:stapro:v:49:y:2000:i:2:p:155-161.

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50
171997Sparse spatial autoregressions. (1997). Pace, Kelley ; Barry, Ronald. In: Statistics & Probability Letters. RePEc:eee:stapro:v:33:y:1997:i:3:p:291-297.

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50
182012On weak dependence conditions for Poisson autoregressions. (2012). Doukhan, Paul ; Fokianos, Konstantinos ; Tjstheim, Dag. In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:5:p:942-948.

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48
191987Estimation of integrated squared density derivatives. (1987). Hall, Peter ; Marron, J. S.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:6:y:1987:i:2:p:109-115.

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46
202008Testing for random effects and spatial lag dependence in panel data models. (2008). Baltagi, Badi ; Liu, Long. In: Statistics & Probability Letters. RePEc:eee:stapro:v:78:y:2008:i:18:p:3304-3306.

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46
212001Moments of skew-normal random vectors and their quadratic forms. (2001). Liu, Xiangwei ; Genton, Marc G. ; He, LI. In: Statistics & Probability Letters. RePEc:eee:stapro:v:51:y:2001:i:4:p:319-325.

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45
222010Parameter estimation for fractional Ornstein-Uhlenbeck processes. (2010). Hu, Yaozhong ; Nualart, David. In: Statistics & Probability Letters. RePEc:eee:stapro:v:80:y:2010:i:11-12:p:1030-1038.

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44
232003Elliptical copulas: applicability and limitations. (2003). Junker, Markus ; Frahm, Gabriel ; Szimayer, Alexander. In: Statistics & Probability Letters. RePEc:eee:stapro:v:63:y:2003:i:3:p:275-286.

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44
242013Extinction and stationary distribution of a stochastic SIRS epidemic model with non-linear incidence. (2013). Omari, Lahcen ; Lahrouz, Aadil. In: Statistics & Probability Letters. RePEc:eee:stapro:v:83:y:2013:i:4:p:960-968.

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43
251990A note on the almost sure central limit theorem. (1990). Philipp, Walter ; Lacey, Michael T.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:9:y:1990:i:3:p:201-205.

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42
262008A note on endogenous control variables in causal studies. (2008). Lechner, Michael. In: Statistics & Probability Letters. RePEc:eee:stapro:v:78:y:2008:i:2:p:190-195.

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42
272004Sub-fractional Brownian motion and its relation to occupation times. (2004). Bojdecki, Tomasz ; Gorostiza, Luis G. ; Talarczyk, Anna. In: Statistics & Probability Letters. RePEc:eee:stapro:v:69:y:2004:i:4:p:405-419.

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41
281998Parameterizations and modes of stable distributions. (1998). Nolan, John P.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:38:y:1998:i:2:p:187-195.

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41
292007Multivariate extensions of Spearmans rho and related statistics. (2007). Schmidt, Rafael. In: Statistics & Probability Letters. RePEc:eee:stapro:v:77:y:2007:i:4:p:407-416.

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40
302005A note on comparisons among coherent systems with dependent components using signatures. (2005). Ruiz, Jose M. ; Navarro, Jorge ; Sandoval, Carlos J.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:72:y:2005:i:2:p:179-185.

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40
312002An EM type algorithm for maximum likelihood estimation of the normal-inverse Gaussian distribution. (2002). Karlis, Dimitris. In: Statistics & Probability Letters. RePEc:eee:stapro:v:57:y:2002:i:1:p:43-52.

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39
322001Identifiability of cure models. (2001). Taylor, Jeremy M. G., ; Sy, Judy P. ; Li, Chin-Shang. In: Statistics & Probability Letters. RePEc:eee:stapro:v:54:y:2001:i:4:p:389-395.

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38
331997Unifying the derivations for the Akaike and corrected Akaike information criteria. (1997). Cavanaugh, Joseph E.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:33:y:1997:i:2:p:201-208.

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37
341991Using non-stochastic terms to advantage in kernel-based estimation of integrated squared density derivatives. (1991). Sheather, S. J. ; Jones, M. C.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:11:y:1991:i:6:p:511-514.

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37
352005Realistic variation of shock models. (2005). Husler, Jurg ; Gut, Allan. In: Statistics & Probability Letters. RePEc:eee:stapro:v:74:y:2005:i:2:p:187-204.

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37
362005Estimating parameters in autoregressive models with asymmetric innovations. (2005). Wong, Wing-Keung ; Bian, Guorui. In: Statistics & Probability Letters. RePEc:eee:stapro:v:71:y:2005:i:1:p:61-70.

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37
371988On binomial distributions of order k. (1988). Ling, K. D.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:6:y:1988:i:4:p:247-250.

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36
381997A multivariate Kolmogorov-Smirnov test of goodness of fit. (1997). Peña, Daniel ; Zamar, Ruben ; Pea, Daniel ; Justel, Ana. In: Statistics & Probability Letters. RePEc:eee:stapro:v:35:y:1997:i:3:p:251-259.

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35
392008On comonotonicity of Pareto optimal risk sharing. (2008). Ludkovski, Michael ; Ruschendorf, Ludger. In: Statistics & Probability Letters. RePEc:eee:stapro:v:78:y:2008:i:10:p:1181-1188.

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35
401993Testing the equality of nonparametric regression curves. (1993). Delgado, Miguel. In: Statistics & Probability Letters. RePEc:eee:stapro:v:17:y:1993:i:3:p:199-204.

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35
412010A note on bootstrap approximations for the empirical copula process. (2010). Dette, Holger ; Bucher, Axel. In: Statistics & Probability Letters. RePEc:eee:stapro:v:80:y:2010:i:23-24:p:1925-1932.

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34
421998Change-point in the mean of dependent observations. (1998). Leipus, Remigijus ; Kokoszka, Piotr. In: Statistics & Probability Letters. RePEc:eee:stapro:v:40:y:1998:i:4:p:385-393.

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34
432014Variable selection in infinite-dimensional problems. (2014). Vieu, Philippe ; Aneiros, German. In: Statistics & Probability Letters. RePEc:eee:stapro:v:94:y:2014:i:c:p:12-20.

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34
441997Kernel density estimation for random fields (density estimation for random fields). (1997). Carbon, Michel ; Tran, Lanh Tat ; Wu, Berlin. In: Statistics & Probability Letters. RePEc:eee:stapro:v:36:y:1997:i:2:p:115-125.

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34
452009Precise large deviations for dependent random variables with heavy tails. (2009). Liu, LI. In: Statistics & Probability Letters. RePEc:eee:stapro:v:79:y:2009:i:9:p:1290-1298.

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33
462004A new class of bivariate copulas. (2004). beda-Flores, Manuel ; Rodriguez-Lallena, Jose Antonio. In: Statistics & Probability Letters. RePEc:eee:stapro:v:66:y:2004:i:3:p:315-325.

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33
471992A note on the almost sure convergence of sums of negatively dependent random variables. (1992). Matula, Przemyslaw. In: Statistics & Probability Letters. RePEc:eee:stapro:v:15:y:1992:i:3:p:209-213.

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32
482011Multivariate causality tests with simulation and application. (2011). Wong, Wing-Keung ; Bai, Zhidong ; Li, Heng ; Zhang, Bingzhi. In: Statistics & Probability Letters. RePEc:eee:stapro:v:81:y:2011:i:8:p:1063-1071.

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32
491992Density estimation in Besov spaces. (1992). Kerkyacharian, G. ; Picard, D.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:13:y:1992:i:1:p:15-24.

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32
501997Studentized permutation tests for non-i.i.d. hypotheses and the generalized Behrens-Fisher problem. (1997). Janssen, Arnold. In: Statistics & Probability Letters. RePEc:eee:stapro:v:36:y:1997:i:1:p:9-21.

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32
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12016Efficient computation of adjusted p-values for resampling-based stepdown multiple testing. (2016). Wolf, Michael ; Romano, Joseph P. In: Statistics & Probability Letters. RePEc:eee:stapro:v:113:y:2016:i:c:p:38-40.

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54
22001Bayesian quantile regression. (2001). Moyeed, Rana A. ; Yu, Keming. In: Statistics & Probability Letters. RePEc:eee:stapro:v:54:y:2001:i:4:p:437-447.

Full description at Econpapers || Download paper

32
32010Improved penalization for determining the number of factors in approximate factor models. (2010). Capasso, Marco ; Barigozzi, Matteo ; Alessi, Lucia. In: Statistics & Probability Letters. RePEc:eee:stapro:v:80:y:2010:i:23-24:p:1806-1813.

Full description at Econpapers || Download paper

22
41994Expectiles and M-quantiles are quantiles. (1994). Jones, M. C.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:20:y:1994:i:2:p:149-153.

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12
52019Markovian structure of the Volterra Heston model. (2019). el Euch, Omar ; Jaber, Eduardo Abi. In: Statistics & Probability Letters. RePEc:eee:stapro:v:149:y:2019:i:c:p:63-72.

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11
62010Parameter estimation for fractional Ornstein-Uhlenbeck processes. (2010). Hu, Yaozhong ; Nualart, David. In: Statistics & Probability Letters. RePEc:eee:stapro:v:80:y:2010:i:11-12:p:1030-1038.

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11
71988Estimating the number of change-points via Schwarz criterion. (1988). Yao, Yi-Ching . In: Statistics & Probability Letters. RePEc:eee:stapro:v:6:y:1988:i:3:p:181-189.

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10
82008Existence and uniqueness of solutions to stochastic Volterra equations with singular kernels and non-Lipschitz coefficients. (2008). Wang, Zhidong. In: Statistics & Probability Letters. RePEc:eee:stapro:v:78:y:2008:i:9:p:1062-1071.

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9
92006Semi-functional partial linear regression. (2006). Vieu, Philippe ; Aneiros-Perez, German . In: Statistics & Probability Letters. RePEc:eee:stapro:v:76:y:2006:i:11:p:1102-1110.

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9
101999Functional linear model. (1999). Sarda, Pascal ; Cardot, Herve ; Ferraty, Frederic. In: Statistics & Probability Letters. RePEc:eee:stapro:v:45:y:1999:i:1:p:11-22.

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8
111997Studentized permutation tests for non-i.i.d. hypotheses and the generalized Behrens-Fisher problem. (1997). Janssen, Arnold. In: Statistics & Probability Letters. RePEc:eee:stapro:v:36:y:1997:i:1:p:9-21.

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7
121996Conditional Lp-quantiles and their application to the testing of symmetry in non-parametric regression. (1996). Chen, Zehua. In: Statistics & Probability Letters. RePEc:eee:stapro:v:29:y:1996:i:2:p:107-115.

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7
132005Penalization method for reflected backward stochastic differential equations with one r.c.l.l. barrier. (2005). Xu, M. ; Lepeltier, J. -P., . In: Statistics & Probability Letters. RePEc:eee:stapro:v:75:y:2005:i:1:p:58-66.

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7
142017The extropy of order statistics and record values. (2017). Qiu, Guoxin. In: Statistics & Probability Letters. RePEc:eee:stapro:v:120:y:2017:i:c:p:52-60.

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7
152019Assessing bivariate tail non-exchangeable dependence. (2019). Pramanik, Paramahansa ; Hua, Lei ; Polansky, Alan. In: Statistics & Probability Letters. RePEc:eee:stapro:v:155:y:2019:i:c:14.

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6
162004Sub-fractional Brownian motion and its relation to occupation times. (2004). Bojdecki, Tomasz ; Gorostiza, Luis G. ; Talarczyk, Anna. In: Statistics & Probability Letters. RePEc:eee:stapro:v:69:y:2004:i:4:p:405-419.

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6
172012The space-fractional Poisson process. (2012). Polito, Federico ; Orsingher, Enzo. In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:4:p:852-858.

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6
182014Necessary and sufficient conditions for Hölder continuity of Gaussian processes. (2014). Sottinen, Tommi ; Viitasaari, Lauri ; Azmoodeh, Ehsan ; Yazigi, Adil. In: Statistics & Probability Letters. RePEc:eee:stapro:v:94:y:2014:i:c:p:230-235.

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6
191997Backward stochastic differential equations with continuous coefficient. (1997). San Martin, J. ; Lepeltier, J. P.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:32:y:1997:i:4:p:425-430.

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6
202013Strong order one convergence of a drift implicit Euler scheme: Application to the CIR process. (2013). Alfonsi, Aurelien. In: Statistics & Probability Letters. RePEc:eee:stapro:v:83:y:2013:i:2:p:602-607.

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6
212019A variation of constant formula for Caputo fractional stochastic differential equations. (2019). Doan, T S ; Huong, P T ; Anh, P T. In: Statistics & Probability Letters. RePEc:eee:stapro:v:145:y:2019:i:c:p:351-358.

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6
222008Sharp bounds on the causal effects in randomized experiments with truncation-by-death. (2008). Imai, Kosuke. In: Statistics & Probability Letters. RePEc:eee:stapro:v:78:y:2008:i:2:p:144-149.

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6
232018Optimal allocation of active redundancies in weighted k-out-of-n systems. (2018). Zhang, Yiying. In: Statistics & Probability Letters. RePEc:eee:stapro:v:135:y:2018:i:c:p:110-117.

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6
242008A singular stochastic differential equation driven by fractional Brownian motion. (2008). Hu, Yaozhong ; Song, Xiaoming ; Nualart, David. In: Statistics & Probability Letters. RePEc:eee:stapro:v:78:y:2008:i:14:p:2075-2085.

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5
252009Precise large deviations for dependent random variables with heavy tails. (2009). Liu, LI. In: Statistics & Probability Letters. RePEc:eee:stapro:v:79:y:2009:i:9:p:1290-1298.

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5
261997Sparse spatial autoregressions. (1997). Pace, Kelley ; Barry, Ronald. In: Statistics & Probability Letters. RePEc:eee:stapro:v:33:y:1997:i:3:p:291-297.

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272008Asymptotics of sums of lognormal random variables with Gaussian copula. (2008). Asmussen, Soren ; Rojas-Nandayapa, Leonardo. In: Statistics & Probability Letters. RePEc:eee:stapro:v:78:y:2008:i:16:p:2709-2714.

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282000A new two-parameter lifetime distribution with bathtub shape or increasing failure rate function. (2000). Chen, Zhenmin. In: Statistics & Probability Letters. RePEc:eee:stapro:v:49:y:2000:i:2:p:155-161.

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292018Stochastic differential equations driven by fractional Brownian motion. (2018). Xu, Liping ; Luo, Jiaowan. In: Statistics & Probability Letters. RePEc:eee:stapro:v:142:y:2018:i:c:p:102-108.

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302022On the link between monetary and star-shaped risk measures. (2022). Righi, Marcelo ; Moresco, Marlon Ruoso. In: Statistics & Probability Letters. RePEc:eee:stapro:v:184:y:2022:i:c:s016771522100290x.

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312008On comonotonicity of Pareto optimal risk sharing. (2008). Ludkovski, Michael ; Ruschendorf, Ludger. In: Statistics & Probability Letters. RePEc:eee:stapro:v:78:y:2008:i:10:p:1181-1188.

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322021Generalized entropic risk measures and related BSDEs. (2021). Tian, Dejian ; Ma, Hanmin. In: Statistics & Probability Letters. RePEc:eee:stapro:v:174:y:2021:i:c:s0167715221000729.

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332023On the asymptotic null distribution of the symmetrized Chatterjee’s correlation coefficient. (2023). Zhang, Qingyang. In: Statistics & Probability Letters. RePEc:eee:stapro:v:194:y:2023:i:c:s0167715222002723.

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342014Coherent and convex risk measures for portfolios with applications. (2014). Hu, Yijun ; Wei, Linxiao. In: Statistics & Probability Letters. RePEc:eee:stapro:v:90:y:2014:i:c:p:114-120.

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351999Reliabilities for (n,f,k) systems. (1999). Cui, Lirong ; Chang, Gerard J. ; Hwang, Frank K.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:43:y:1999:i:3:p:237-242.

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362017CoVaR of families of copulas. (2017). Durante, Fabrizio ; Jaworski, P ; Bernardi, M. In: Statistics & Probability Letters. RePEc:eee:stapro:v:120:y:2017:i:c:p:8-17.

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372009Covariance function of vector self-similar processes. (2009). Lavancier, Frederic ; Surgailis, Donatas ; Philippe, Anne. In: Statistics & Probability Letters. RePEc:eee:stapro:v:79:y:2009:i:23:p:2415-2421.

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381989A characterization of gumbels family of extreme value distributions. (1989). Rivest, Louis-Paul ; Genest, Christian. In: Statistics & Probability Letters. RePEc:eee:stapro:v:8:y:1989:i:3:p:207-211.

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392008A canonical definition of shape. (2008). Paindaveine, Davy. In: Statistics & Probability Letters. RePEc:eee:stapro:v:78:y:2008:i:14:p:2240-2247.

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402020Construction of optimal fractional Order-of-Addition designs via block designs. (2020). Mukerjee, Rahul ; Chen, Jianbin. In: Statistics & Probability Letters. RePEc:eee:stapro:v:161:y:2020:i:c:s0167715220300316.

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412018The residual extropy of order statistics. (2018). Jia, Kai ; Qiu, Guoxin. In: Statistics & Probability Letters. RePEc:eee:stapro:v:133:y:2018:i:c:p:15-22.

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422008On the maximum likelihood estimation of parameters of Weibull distribution based on complete and censored data. (2008). Balakrishnan, N. ; Kateri, M.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:78:y:2008:i:17:p:2971-2975.

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432012On weak dependence conditions for Poisson autoregressions. (2012). Doukhan, Paul ; Fokianos, Konstantinos ; Tjstheim, Dag. In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:5:p:942-948.

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442006Smooth estimation of a distribution and density function on a hypercube using Bernstein polynomials for dependent random vectors. (2006). Chaubey, Yogendra P. ; Babu, Jogesh G.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:76:y:2006:i:9:p:959-969.

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452015Optimal reinsurance with both proportional and fixed costs. (2015). Zhou, Ming ; Li, Peng ; Yin, Chuancun. In: Statistics & Probability Letters. RePEc:eee:stapro:v:106:y:2015:i:c:p:134-141.

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462001On the multivariate probability integral transformation. (2001). Rivest, Louis-Paul ; Genest, Christian. In: Statistics & Probability Letters. RePEc:eee:stapro:v:53:y:2001:i:4:p:391-399.

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471997A multivariate Kolmogorov-Smirnov test of goodness of fit. (1997). Peña, Daniel ; Zamar, Ruben ; Pea, Daniel ; Justel, Ana. In: Statistics & Probability Letters. RePEc:eee:stapro:v:35:y:1997:i:3:p:251-259.

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481996On the Chambers-Mallows-Stuck method for simulating skewed stable random variables. (1996). Weron, Rafał. In: Statistics & Probability Letters. RePEc:eee:stapro:v:28:y:1996:i:2:p:165-171.

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491983Descriptive statistics for multivariate distributions. (1983). Oja, Hannu. In: Statistics & Probability Letters. RePEc:eee:stapro:v:1:y:1983:i:6:p:327-332.

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502011General Freidlin-Wentzell Large Deviations and positive diffusions. (2011). Baldi, P. ; Caramellino, L.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:81:y:2011:i:8:p:1218-1229.

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Citing documents used to compute impact factor: 50
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2025Discussion on “Assessing Predictability of Environmental Time Series With Statistical and Machine Learning Models”. (2025). Parker, Paul A ; Maranzano, Paolo. In: Environmetrics. RePEc:wly:envmet:v:36:y:2025:i:2:n:e70001.

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2025An exponential inequality for Hilbert-valued U-statistics of i.i.d. data. (2025). Giraudo, Davide. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:207:y:2025:i:c:s0047259x25000016.

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2025Testing the equality of high dimensional distributions. (2025). Modarres, Reza. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:212:y:2025:i:c:s0167947325001215.

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2025Robust Portfolio Optimisation Under Sparse Contamination. (2025). Autiero, Carlo E ; Farcomeni, Alessio. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:2:d:10.1007_s10614-024-10733-y.

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2025Robust Inference when Nuisance Parameters may be Partially Identified with Applications to Synthetic Controls. (2025). Fry, Joseph. In: Papers. RePEc:arx:papers:2507.00307.

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2025Higher moments under dependence uncertainty with applications in insurance. (2025). Vanduffel, Steven ; Bernard, Carole ; Chen, Jinghui. In: Papers. RePEc:arx:papers:2508.16600.

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2025Computing Probabilities of Finding Extremes in a Random Set. (2025). Rdulescu, Marius ; Rducan, Anioara Maria ; Zbganu, Gheorghi. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:19:p:3074-:d:1757295.

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2025A Stein characterisation of the distribution of the product of correlated normal random variables. (2025). Gaunt, Robert E ; Li, Siqi ; Sutcliffe, Heather L. In: Statistics & Probability Letters. RePEc:eee:stapro:v:216:y:2025:i:c:s0167715224002384.

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2025Posterior contraction rate and asymptotic Bayes optimality for one group global–local shrinkage priors in sparse normal means problem. (2025). Paul, Sayantan ; Chakrabarti, Arijit. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:77:y:2025:i:5:d:10.1007_s10463-025-00932-1.

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2025Discrete-Continuous Dual Families, Reciprocal Laws, Random Summation, and Mixtures of Gaussian Distributions. (2025). Kozubowski, Tomasz J ; Ohemeng, Matthew A. In: Sankhya A: The Indian Journal of Statistics. RePEc:spr:sankha:v:87:y:2025:i:2:d:10.1007_s13171-025-00401-0.

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2025Continuity of Gaussian extreme distributions. (2025). Yang, Lijian. In: Statistics & Probability Letters. RePEc:eee:stapro:v:216:y:2025:i:c:s0167715224002438.

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2025Inference and prediction for ARCH time series via innovation distribution function. (2025). Yang, Lijian ; Zhang, Yuan Yuan ; Zhong, Chen. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:34:y:2025:i:1:d:10.1007_s11749-024-00949-3.

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2025Strict monotonicity of stochastic process extreme distributions. (2025). Yang, Lijian. In: Statistics & Probability Letters. RePEc:eee:stapro:v:217:y:2025:i:c:s016771522400261x.

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2025Normal approximations for sequences with the property of strong N-demimartingale differences. (2025). Guo, Jingjun ; Zhang, Xiaomei. In: Statistics & Probability Letters. RePEc:eee:stapro:v:226:y:2025:i:c:s0167715225001439.

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2025Strong Approximation for Non-homogeneous Random Flights. (2025). Bashtova, Elena ; Shashkin, Alexey. In: Journal of Theoretical Probability. RePEc:spr:jotpro:v:38:y:2025:i:4:d:10.1007_s10959-025-01443-8.

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2025Machine learning-based stacked ensemble model for predicting and regulating oxygen-containing compounds in nitrogen-rich pyrolysis bio-oil. (2025). Zhang, Guanshuai ; Yao, Jingang ; Liu, Shanjian ; Yi, Weiming ; He, Zhisen ; Bi, Dongmei ; Wang, Hui. In: Renewable Energy. RePEc:eee:renene:v:241:y:2025:i:c:s096014812402398x.

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2025On weak convergence of Gaussian conditional distributions. (2025). Drton, Mathias ; Lumpp, Sarah. In: Statistics & Probability Letters. RePEc:eee:stapro:v:226:y:2025:i:c:s0167715225001427.

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2025Asymptotic constancy for solutions of abstract non-linear fractional equations with delay and generalized Hilfer (a,b,α)-derivatives. (2025). Koyuncuolu, Halis Can ; Katican, Tue ; Kosti, Marko. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:191:y:2025:i:c:s0960077924014863.

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2025Ulam–Hyers–Rassias stability of Hilfer fractional stochastic impulsive differential equations with non-local condition via Time-changed Brownian motion followed by the currency options pricing model. (2025). Chalishajar, Dimplekumar ; Kasinathan, Dhanalakshmi. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:197:y:2025:i:c:s0960077925004813.

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2025Semi-supervised learning for various comparison functions across two populations. (2025). Zhou, Yong ; Peng, Mengjiao ; Zhang, Menghua. In: Statistical Papers. RePEc:spr:stpapr:v:66:y:2025:i:1:d:10.1007_s00362-024-01632-3.

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2025A Powerful Bootstrap Test of Independence in High Dimensions. (2025). Olivares, Mauricio ; Wilhelm, Daniel ; Olma, Tomasz. In: Papers. RePEc:arx:papers:2503.21715.

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2025Individual welfare analysis: Random quasilinear utility, independence, and confidence bounds. (2025). Lee, Sokbae (Simon) ; Feng, Junlong. In: Journal of Econometrics. RePEc:eee:econom:v:247:y:2025:i:c:s0304407624002781.

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2025Non-parametric tests for cross-dependence based on multivariate extensions of ordinal patterns. (2025). Silbernagel, Angelika ; Schnurr, Alexander ; Weiss, Christian H. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:210:y:2025:i:c:s0167947325000659.

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2025Stokes phenomenon for the M-Wright function of order 1n. (2025). Ansari, Alireza ; Askari, Hassan. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:487:y:2025:i:c:s0096300324005496.

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2025Self-Weighted Quantile Estimation for Drift Coefficients of Ornstein–Uhlenbeck Processes with Jumps and Its Application to Statistical Arbitrage. (2025). Zhang, Yuetong ; Zhu, Min ; Cai, Chunchun ; Chen, Ruiqiu ; Song, Yuping. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:9:p:1399-:d:1641902.

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2025Power Levy motion: Correlations and relaxation. (2025). Eliazar, Iddo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:674:y:2025:i:c:s0378437125004169.

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2025Fast on-line changepoint detection using heavily-weighted CUSUM and veto-based decision rules. (2025). Ghezzi, Fabrizio ; Rossi, Eduardo ; Trapani, Lorenzo. In: Journal of Econometrics. RePEc:eee:econom:v:251:y:2025:i:c:s0304407625001253.

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2025First-Hitting Problems for Jump-Diffusion Processes with State-Dependent Uniform Jumps. (2025). Lefebvre, Mario ; Elmojtaba, Ibrahim. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:10:p:1629-:d:1657001.

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2025Solution to a generalized FBSDE with delay and anticipated terms and applications to control problem with time-varying delay. (2025). Li, Zheng ; Han, Yuecai. In: Statistics & Probability Letters. RePEc:eee:stapro:v:223:y:2025:i:c:s0167715225000598.

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2025Data driven modeling of multiple interest rates with generalized Vasicek-type models. (2025). Viitasaari, Lauri ; Sottinen, Tommi ; Ilmonen, Pauliina ; Laurikkala, Milla ; Ralchenko, Kostiantyn. In: Papers. RePEc:arx:papers:2509.03208.

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2025Optimality of a refraction strategy in the optimal dividends problem with absolutely continuous controls subject to Parisian ruin. (2025). Renaud, Jean-Franois ; Locas, Flix. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:120:y:2025:i:c:p:189-206.

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2025Nonparametric rich covariates without saturation. (2025). Santos Silva, João ; J. M. C. Santos Silva, ; Martellosio, Federico ; Glorias, Ludgero. In: Papers. RePEc:arx:papers:2505.21213.

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2024The Lognormal Distribution Is Characterized by Its Integer Moments. (2024). Tagliani, Aldo ; Novi, Pier Luigi. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:23:p:3830-:d:1536323.

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2024Generalized Iterated Poisson Process and Applications. (2024). Pathak, Ashok Kumar ; Soni, Ritik. In: Journal of Theoretical Probability. RePEc:spr:jotpro:v:37:y:2024:i:4:d:10.1007_s10959-024-01362-0.

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2024Generalized Fractional Risk Process. (2024). Pathak, Ashok Kumar ; Soni, Ritik. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:26:y:2024:i:4:d:10.1007_s11009-024-10111-z.

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2024Asymptotic normality of a modified estimator of Gini distance correlation. (2024). Dang, Xin ; Sang, Yongli. In: Statistical Papers. RePEc:spr:stpapr:v:65:y:2024:i:8:d:10.1007_s00362-024-01575-9.

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2024On limiting behaviors of stepwise multiple testing procedures. (2024). Dey, Monitirtha. In: Statistical Papers. RePEc:spr:stpapr:v:65:y:2024:i:9:d:10.1007_s00362-024-01613-6.

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2024A copula formulation for multivariate latent Markov models. (2024). Farcomeni, Alessio ; Russo, Alfonso. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:33:y:2024:i:3:d:10.1007_s11749-024-00919-9.

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Recent citations received in 2023

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2023On the failure of the bootstrap for Chatterjees rank correlation. (2023). Lin, Zhexiao ; Han, Fang. In: Papers. RePEc:arx:papers:2303.14088.

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2023Minimally capturing heterogeneous complier effect of endogenous treatment for any outcome variable. (2023). Lee, Myoung-jae ; Myoung-Jae, Lee ; Jin-Young, Choi. In: Journal of Causal Inference. RePEc:bpj:causin:v:11:y:2023:i:1:p:25:n:1015.

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2023The balanced split step theta approximations of stochastic neutral Hopfield neural networks with time delay and Poisson jumps. (2023). Mayavel, Pichamuthu ; Rathinasamy, Anandaraman. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:455:y:2023:i:c:s0096300323002989.

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2023Bayesian modeling of spatial integer-valued time series. (2023). Chen, Cathy W. S. ; Hsiung, Mo-Hua. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:188:y:2023:i:c:s016794732300138x.

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2023A study on the Poisson, geometric and Pascal distributions motivated by Chvátal’s conjecture. (2023). Hu, Ze-Chun ; Xu, Kun ; Li, Fu-Bo. In: Statistics & Probability Letters. RePEc:eee:stapro:v:200:y:2023:i:c:s0167715223000950.

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2023Mean-Square Stability of Uncertain Delayed Stochastic Systems Driven by G-Brownian Motion. (2023). Ma, Zhengqi ; Mei, Shuli ; Yuan, Shoucheng ; Meng, Kexin. In: Mathematics. RePEc:gam:jmathe:v:11:y:2023:i:10:p:2405-:d:1153074.

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2023Dynamical Behaviors in a Stage-Structured Model with a Birth Pulse. (2023). Liu, Yun ; Guo, Lifeng. In: Mathematics. RePEc:gam:jmathe:v:11:y:2023:i:15:p:3321-:d:1205372.

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2023On the Iterative Methods for the Solution of Three Types of Nonlinear Matrix Equations. (2023). Ivanov, Ivan G ; Yang, Hongli. In: Mathematics. RePEc:gam:jmathe:v:11:y:2023:i:21:p:4436-:d:1267810.

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2023Properties and Estimations of a Multivariate Folded Normal Distribution. (2023). Jin, Yiqiao ; Yang, Yifan ; Liu, XI ; Pan, Xiaoqing. In: Mathematics. RePEc:gam:jmathe:v:11:y:2023:i:23:p:4860-:d:1293437.

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2023Estimation of Fixed Effects Partially Linear Varying Coefficient Panel Data Regression Model with Nonseparable Space-Time Filters. (2023). Li, Shuangshuang ; Chen, Jianbao. In: Mathematics. RePEc:gam:jmathe:v:11:y:2023:i:6:p:1531-:d:1103643.

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Recent citations received in 2022

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2022Star-Shaped deviations. (2022). Righi, Marcelo ; Moresco, Marlon Ruoso. In: Papers. RePEc:arx:papers:2207.08613.

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2022Derive power law distribution with maximum Deng entropy. (2022). Yu, Zihan ; Deng, Yong. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:165:y:2022:i:p2:s0960077922010566.

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2022Multiscaling and rough volatility: An empirical investigation. (2022). di Matteo, T ; Brandi, Giuseppe. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922002757.

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2022A general large deviation result for partial sums of i.i.d. super-heavy tailed random variables. (2022). Miao, YU ; Stoica, George ; Li, Deli. In: Statistics & Probability Letters. RePEc:eee:stapro:v:184:y:2022:i:c:s0167715222000050.

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2022Quantitative Mean Square Exponential Stability and Stabilization of Linear Itô Stochastic Markovian Jump Systems Driven by Both Brownian and Poisson Noises. (2022). Yan, Zhiguo ; Zhou, Xiaomin ; Sun, Tingkun ; Zhang, Min ; Chang, Gaizhen. In: Mathematics. RePEc:gam:jmathe:v:10:y:2022:i:13:p:2330-:d:854896.

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2022Functional Ergodic Time Series Analysis Using Expectile Regression. (2022). Kaid, Zoulikha ; Elmezouar, Zouaoui Chikr ; Rachdi, Mustapha ; Almanjahie, Ibrahim M ; Alshahrani, Fatimah ; Laksaci, Ali. In: Mathematics. RePEc:gam:jmathe:v:10:y:2022:i:20:p:3919-:d:950049.

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2022Spatio-Temporal Dynamic of the Land Use/Cover Change and Scenario Simulation in the Southeast Coastal Shelterbelt System Construction Project Region of China. (2022). Bao, Shengwang ; Yang, Fan. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:14:p:8952-:d:868316.

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2022The SEIR Dynamic Evolutionary Model with Markov Chains in Hyper Networks. (2022). Wang, Zhiping ; Yu, Ping. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:20:p:13036-:d:939719.

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