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Citation Profile [Updated: 2026-03-14 21:09:38]
5 Years H Index
5
Impact Factor (IF)
0.32
5 Years IF
0.16
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
2016 0 0.5 0 0 12 12 8 0 0 0 0 0 0.2
2017 0 0.52 0 0 17 29 16 0 12 12 0 0 0.21
2018 0.1 0.53 0.06 0.1 23 52 20 3 3 29 3 29 3 0 0 0.22
2019 0.05 0.54 0.11 0.06 23 75 39 8 11 40 2 52 3 6 75 5 0.22 0.21
2020 0.28 0.64 0.22 0.27 15 90 6 20 31 46 13 75 20 0 0 0.3
2021 0.11 0.74 0.09 0.14 48 138 30 13 44 38 4 90 13 2 15.4 0 0.27
2022 0.13 0.73 0.17 0.17 37 175 20 30 74 63 8 126 22 1 3.3 7 0.19 0.22
2023 0.2 0.69 0.19 0.23 25 200 7 37 111 85 17 146 34 2 5.4 0 0.2
2024 0.11 0.81 0.16 0.18 31 231 15 37 148 62 7 148 26 5 13.5 4 0.13 0.23
2025 0.32 0.11 0.16 28 259 0 29 177 56 18 156 25 3 10.3 0
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
12019Exponent of Cross-sectional Dependence for Residuals. (2019). Pesaran, Mohammad ; Kapetanios, George ; Bailey, Natalia. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:81:y:2019:i:1:d:10.1007_s13571-019-00196-9.

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15
22024Rough Volatility: Fact or Artefact?. (2024). Cont, Rama ; Das, Purba. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:86:y:2024:i:1:d:10.1007_s13571-024-00322-2.

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14
32021On Making Valid Inferences by Integrating Data from Surveys and Other Sources. (2021). J. N. K. Rao, . In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:83:y:2021:i:1:d:10.1007_s13571-020-00227-w.

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7
42019A Simple Adaptation of Variable Selection Software for Regression Models to Select Variables in Nested Error Regression Models. (2019). Li, Yan ; Lahiri, Partha. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:81:y:2019:i:2:d:10.1007_s13571-018-0161-6.

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6
52017Influence Diagnostics in Possibly Asymmetric Circular-Linear Multivariate Regression Models. (2017). Sengupta, atanu ; Ma, T ; Liu, S ; Shimizu, K. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:79:y:2017:i:1:d:10.1007_s13571-016-0116-8.

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6
62022Novel Log Type Class Of Estimators Under Ranked Set Sampling. (2022). Bhushan, Shashi ; Kumar, Anoop. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:84:y:2022:i:1:d:10.1007_s13571-021-00265-y.

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5
72019Volatility and Variance Swap Using Superposition of the Barndorff-Nielsen and Shephard type Lévy Processes. (2019). Habtemicael, Semere ; Ghebremichael, Musie ; Sengupta, Indranil. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:81:y:2019:i:1:d:10.1007_s13571-017-0145-y.

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5
82021High Precision Numerical Computation of Principal Points for Univariate Distributions. (2021). Chakraborty, Santanu ; Roychowdhury, Mrinal Kanti ; Sifuentes, Josef. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:83:y:2021:i:2:d:10.1007_s13571-020-00239-6.

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5
92019Point and Interval Estimation of Weibull Parameters Based on Joint Progressively Censored Data. (2019). Mondal, Shuvashree ; Kundu, Debasis. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:81:y:2019:i:1:d:10.1007_s13571-017-0134-1.

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5
102018Dynamic Measurement of Poverty: Modeling and Estimation. (2018). Regnault, Philippe ; Damico, Guglielmo. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:80:y:2018:i:2:d:10.1007_s13571-018-0153-6.

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4
112022Correction to: Novel Log Type Class of Estimators Under Ranked Set Sampling. (2022). S Kumar, Anoop ; Bhushan, Shashi. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:84:y:2022:i:1:d:10.1007_s13571-021-00270-1.

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4
122016Variable Family Size Based Spatial Moving Correlations Model. (2016). Mariathas, Hensley H ; Sutradhar, Brajendra C. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:78:y:2016:i:1:d:10.1007_s13571-015-0104-4.

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4
132020Bayesian Analysis of Double Seasonal Autoregressive Models. (2020). Amin, Ayman A. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:82:y:2020:i:2:d:10.1007_s13571-019-00192-z.

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3
142022Bivariate Semi-parametric Singular Family of Distributions and its Applications. (2022). Kundu, Debasis. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:84:y:2022:i:2:d:10.1007_s13571-022-00289-y.

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3
152018Inferences in Binary Dynamic Fixed Models in a Semi-parametric Setup. (2018). Zheng, Nan ; Sutradhar, Brajendra C. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:80:y:2018:i:2:d:10.1007_s13571-018-0160-7.

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3
162021Marginal Continuation odds Ratio Model and Decomposition of Marginal Homogeneity Model for Multi-way Contingency Tables. (2021). Shinoda, Satoru ; Tomizawa, Sadao ; Yamamoto, Kouji ; Tahata, Kouji. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:83:y:2021:i:2:d:10.1007_s13571-020-00228-9.

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3
172018Testing Composite Hypothesis Based on the Density Power Divergence. (2018). Martin, N ; Pardo, L ; Mandal, A ; Basu, A. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:80:y:2018:i:2:d:10.1007_s13571-017-0143-0.

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3
182017Adjusted Empirical Likelihood for Time Series Models. (2017). Ning, Wei ; Piyadi, Ramadha D ; Gupta, Arjun K. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:79:y:2017:i:2:d:10.1007_s13571-017-0137-y.

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3
192017Penalized Likelihood Approach for Simultaneous Analysis of Survival Time and Binary Longitudinal Outcome. (2017). Cai, Jianwen ; Choi, Ja Eun ; Zeng, Donglin. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:79:y:2017:i:2:d:10.1007_s13571-017-0132-3.

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2
202018Order Restricted Bayesian Analysis of a Simple Step Stress Model. (2018). Kundu, Debasis ; Samanta, Debashis ; Ganguly, Ayon. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:80:y:2018:i:2:d:10.1007_s13571-017-0139-9.

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2
212019A New Decision Theoretic Sampling Plan for Type-I and Type-I Hybrid Censored Samples from the Exponential Distribution. (2019). Mitra, Sharmistha ; Prajapati, Deepak ; Kundu, Debasis. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:81:y:2019:i:2:d:10.1007_s13571-018-0167-0.

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2
222021Logistic Quantile Regression for Bounded Outcomes Using a Family of Heavy-Tailed Distributions. (2021). Lachos, Victor H ; Zhang, Panpan ; Galarza, Christian E. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:83:y:2021:i:2:d:10.1007_s13571-020-00231-0.

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2
232022Reliability Estimation in a Multicomponent Stress-Strength Model Based on Inverse Weibull Distribution. (2022). Tripathi, Yogesh Mani ; Kayal, Tanmay ; Maurya, Raj Kamal. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:84:y:2022:i:1:d:10.1007_s13571-021-00263-0.

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2
242017Bayesian Wavelet Analysis Using Nonlocal Priors with an Application to fMRI Analysis. (2017). Sanyal, Nilotpal. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:79:y:2017:i:2:d:10.1007_s13571-016-0129-3.

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2
252020Generalized Modified Inverse Weibull Distribution: Its Properties and Applications. (2020). Ayat, Seyyed Masih ; Saboori, Hadi ; Barmalzan, Ghobad. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:82:y:2020:i:2:d:10.1007_s13571-018-0182-1.

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2
262022An Investigation into Adult Human Height Distributions Using Kernel Density Estimation. (2022). Jayasinghe, D Y. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:84:y:2022:i:1:d:10.1007_s13571-020-00243-w.

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2
272017The Complementary Lindley-Geometric Distribution and Its Application in Lifetime Analysis. (2017). Gui, Wenhao ; Guo, Lei ; Zhang, Huainian. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:79:y:2017:i:2:d:10.1007_s13571-017-0142-1.

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2
282023Review of Statistical Approaches for Modeling High-Frequency Trading Data. (2023). Basu, Sumanta ; Ravishanker, Nalini ; Karpman, Kara ; Dutta, Chiranjit. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:85:y:2023:i:1:d:10.1007_s13571-022-00280-7.

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2
292018Similar Coefficient of Cluster for Discrete Elements. (2018). Nguyentrang, Thao ; Vovan, Tai. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:80:y:2018:i:1:d:10.1007_s13571-018-0159-0.

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2
302017Minimum Risk Point Estimation of Gini Index. (2017). De, Shyamal K ; Chattopadhyay, Bhargab. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:79:y:2017:i:2:d:10.1007_s13571-017-0140-3.

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2
312021A Hierarchical Bayes Unit-Level Small Area Estimation Model for Normal Mixture Populations. (2021). Goyal, Shuchi ; Datta, Gauri Sankar ; Mandal, Abhyuday. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:83:y:2021:i:1:d:10.1007_s13571-019-00216-8.

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2
322022A Curtailed Procedure for Selecting Among Treatments With Two Bernoulli Endpoints. (2022). Chen, Pinyuen ; Hsu, Lifang ; Buzaianu, Elena M. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:84:y:2022:i:1:d:10.1007_s13571-021-00261-2.

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2
332018Application of Two Gamma Distributions Mixture to Financial Auditing. (2018). Wywia, Janusz L. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:80:y:2018:i:1:d:10.1007_s13571-018-0154-5.

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2
342021Poisson Generated Family of Distributions: A Review. (2021). Nadarajah, Saralees ; Maurya, Sandeep Kumar. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:83:y:2021:i:2:d:10.1007_s13571-020-00237-8.

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2
352019Variable Selection with Spatially Autoregressive Errors: A Generalized Moments LASSO Estimator. (2019). Bhattacharjee, Arnab ; Maiti, Taps ; Calantone, Roger ; Cai, Liqian. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:81:y:2019:i:1:d:10.1007_s13571-018-0176-z.

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2
362022Fixed versus Mixed Effects Based Marginal Models for Clustered Correlated Binary Data: an Overview on Advances and Challenges. (2022). Sutradhar, Brajendra C. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:84:y:2022:i:1:d:10.1007_s13571-021-00260-3.

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2
372019Skew-Normal-Cauchy Linear Mixed Models. (2019). Arellano-Valle, R B ; Kahrari, F ; Ferreira, C S. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:81:y:2019:i:2:d:10.1007_s13571-018-0173-2.

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2
382018A Variant of AIC Based on the Bayesian Marginal Likelihood. (2018). Kawakubo, Yuki ; Kubokawa, Tatsuya ; Srivastava, Muni S. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:80:y:2018:i:1:d:10.1007_s13571-018-0152-7.

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1
392021On Some Smooth Estimators of the Quantile Function for a Stationary Associated Process. (2021). Chaubey, Yogendra P ; Li, Jun ; Dewan, Isha. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:83:y:2021:i:1:d:10.1007_s13571-020-00242-x.

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1
402018Data-Driven Bandwidth Selection for Recursive Kernel Density Estimators Under Double Truncation. (2018). Slaoui, Yousri. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:80:y:2018:i:2:d:10.1007_s13571-018-0165-2.

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1
412021Recursive Modified Pattern Search on High-Dimensional Simplex : A Blackbox Optimization Technique. (2021). Das, Priyam. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:83:y:2021:i:2:d:10.1007_s13571-020-00236-9.

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1
422019Fitting a pth Order Parametric Generalized Linear Autoregressive Multiplicative Error Model. (2019). Balakrishna, N ; Ossiander, M ; Sakhanenko, L ; Koul, H L. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:81:y:2019:i:1:d:10.1007_s13571-019-00195-w.

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1
432023Modeling Long Term Return Distribution and Nonparametric Market Risk Estimation. (2023). Powdel, Tushar Kanti ; Dutta, Santanu. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:85:y:2023:i:1:d:10.1007_s13571-023-00303-x.

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1
442021A Shared Spatial Model for Multivariate Extreme-Valued Binary Data with Non-Random Missingness. (2021). Zhao, Xiaoyue ; Zhang, Lin ; Bandyopadhyay, Dipankar. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:83:y:2021:i:2:d:10.1007_s13571-019-00198-7.

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1
452019Revisiting Non-Parametric Maximum Likelihood Estimation of Current Status Data with Competing Risks. (2019). Koley, Tamalika ; Dewanji, Anup. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:81:y:2019:i:1:d:10.1007_s13571-018-0172-3.

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1
462022Estimation and Influence Diagnostics for the Multivariate Linear Regression Models with Skew Scale Mixtures of Normal Distributions. (2022). , Graciliano ; Ferreira, Clecio S ; Zeller, Camila B. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:84:y:2022:i:1:d:10.1007_s13571-021-00257-y.

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1
472016Sampling from Correlated Populations: Optimal Strategies and Comparison Study. (2016). Papageorgiou, Ioulia. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:78:y:2016:i:1:d:10.1007_s13571-015-0111-5.

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1
482018An Alternate Approach to Pseudo-Likelihood Model Selection in the Generalized Linear Mixed Modeling Framework. (2018). Eyck, Patrick Ten ; Cavanaugh, Joseph E. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:80:y:2018:i:1:d:10.1007_s13571-017-0130-5.

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1
492024Optimum Plans for Progressive Censored Competing Risk Data Under Kies Distribution. (2024). Tripathi, Yogesh Mani ; Lodhi, Chandrakant ; Chandra, Prakash. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:86:y:2024:i:1:d:10.1007_s13571-023-00315-7.

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1
502019Partial Distributional Policy Effects Under Endogeneity. (2019). Baltagi, Badi ; Ghosh, Pallab K. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:81:y:2019:i:1:d:10.1007_s13571-019-00190-1.

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1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12024Rough Volatility: Fact or Artefact?. (2024). Cont, Rama ; Das, Purba. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:86:y:2024:i:1:d:10.1007_s13571-024-00322-2.

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14
22021On Making Valid Inferences by Integrating Data from Surveys and Other Sources. (2021). J. N. K. Rao, . In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:83:y:2021:i:1:d:10.1007_s13571-020-00227-w.

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3
32019Exponent of Cross-sectional Dependence for Residuals. (2019). Pesaran, Mohammad ; Kapetanios, George ; Bailey, Natalia. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:81:y:2019:i:1:d:10.1007_s13571-019-00196-9.

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3
42019Point and Interval Estimation of Weibull Parameters Based on Joint Progressively Censored Data. (2019). Mondal, Shuvashree ; Kundu, Debasis. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:81:y:2019:i:1:d:10.1007_s13571-017-0134-1.

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2
52022Bivariate Semi-parametric Singular Family of Distributions and its Applications. (2022). Kundu, Debasis. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:84:y:2022:i:2:d:10.1007_s13571-022-00289-y.

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2
62023Review of Statistical Approaches for Modeling High-Frequency Trading Data. (2023). Basu, Sumanta ; Ravishanker, Nalini ; Karpman, Kara ; Dutta, Chiranjit. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:85:y:2023:i:1:d:10.1007_s13571-022-00280-7.

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2
72021Marginal Continuation odds Ratio Model and Decomposition of Marginal Homogeneity Model for Multi-way Contingency Tables. (2021). Shinoda, Satoru ; Tomizawa, Sadao ; Yamamoto, Kouji ; Tahata, Kouji. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:83:y:2021:i:2:d:10.1007_s13571-020-00228-9.

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2
82019A New Decision Theoretic Sampling Plan for Type-I and Type-I Hybrid Censored Samples from the Exponential Distribution. (2019). Mitra, Sharmistha ; Prajapati, Deepak ; Kundu, Debasis. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:81:y:2019:i:2:d:10.1007_s13571-018-0167-0.

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2
92021High Precision Numerical Computation of Principal Points for Univariate Distributions. (2021). Chakraborty, Santanu ; Roychowdhury, Mrinal Kanti ; Sifuentes, Josef. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:83:y:2021:i:2:d:10.1007_s13571-020-00239-6.

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2
102022An Investigation into Adult Human Height Distributions Using Kernel Density Estimation. (2022). Jayasinghe, D Y. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:84:y:2022:i:1:d:10.1007_s13571-020-00243-w.

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2
Citing documents used to compute impact factor: 18
YearTitle
2025Major Issues in High-Frequency Financial Data Analysis: A Survey of Solutions. (2025). Hua, Lei ; Zhang, LU. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:3:p:347-:d:1573432.

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2025Estimation Procedures for Population Mean using EWMA for Time Scaled Survey. (2025). Sharma, Prayas ; Singh, Poonam ; Kumari, Mamta. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:87:y:2025:i:1:d:10.1007_s13571-024-00347-7.

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2025Characterizing asymmetric and bimodal long-term financial return distributions through quantum walks. (2025). Schoors, Koen ; Ryckebusch, Jan ; de Backer, Stijn. In: Papers. RePEc:arx:papers:2505.13019.

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2025Construction of weighted efficiency optimal designs for experiments with mixtures. (2025). Li, Junpeng ; Leng, Wei ; Zhang, Chongqi ; Su, Hongyu. In: Statistics & Probability Letters. RePEc:eee:stapro:v:216:y:2025:i:c:s0167715224002244.

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2025The law of the iterated logarithm for functionals of the Wiener process. (2025). Logachov, A ; Yambartsev, A. In: Statistics & Probability Letters. RePEc:eee:stapro:v:219:y:2025:i:c:s0167715224003109.

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2025Mean and Dispersion Regression Model for Extremes with Application in Humidity. (2025). da Silva, Lara Roberta ; Bourguignon, Marcelo ; Do, Fernando Ferraz. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:18:p:2993-:d:1750628.

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2025On the rate of convergence of estimating the Hurst parameter of rough stochastic volatility models. (2025). Schied, Alexander ; Han, Xiyue. In: Papers. RePEc:arx:papers:2504.09276.

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2025Pricing of geometric Asian options in the Volterra-Heston model. (2025). Aichinger, Florian ; Desmettre, Sascha. In: Review of Derivatives Research. RePEc:kap:revdev:v:28:y:2025:i:1:d:10.1007_s11147-025-09211-w.

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2025Trading Devil Final: Backdoor attack via Stock market and Bayesian Optimization. (2025). Mengara, Orson. In: Papers. RePEc:arx:papers:2407.14573.

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2025Market information of the fractional stochastic regularity model. (2024). Garcin, Matthieu ; Angelini, Daniele. In: Papers. RePEc:arx:papers:2409.07159.

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2025Multifractality and sample size influence on Bitcoin volatility patterns. (2025). Takaishi, Tetsuya. In: Finance Research Letters. RePEc:eee:finlet:v:74:y:2025:i:c:s1544612324017124.

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2025Multifractality in Bitcoin Realised Volatility: Implications for Rough Volatility Modelling. (2025). Pontiggia, Milan. In: Papers. RePEc:arx:papers:2507.00575.

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2025Prediction of linear fractional stable motions using codifference. (2025). Valade, Thomas ; Sawaya, Karl ; Garcin, Matthieu. In: Papers. RePEc:arx:papers:2507.15437.

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2025Multifactor Quadratic Hobson and Rogers models. (2025). Foschi, Paolo. In: Papers. RePEc:arx:papers:2508.08773.

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2025Volatility models in practice: Rough, Path-dependent or Markovian?. (2025). Li, Shaun Xiaoyuan ; Jaber, Eduardo Abi. In: Post-Print. RePEc:hal:journl:hal-04372797.

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2025Bias-Corrected Method of Moments Estimation of the Hurst Parameter for Improved Option Pricing Under the Fractional Black-Scholes Model. (2025). Boone, Edward L ; Sagor, Hana ; Ghanam, Ryad. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:10:p:588-:d:1772886.

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2025Multifractality and sample size influence on Bitcoin volatility patterns. (2025). Takaishi, Tetsuya. In: Papers. RePEc:arx:papers:2511.03314.

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2025On the xgamma k-record values and associated inference. (2025). Jamkhaneh, Masoud Bazari ; S. M. T. K. MirMostafaee, ; Jadidi, Marziye. In: Annals of Data Science. RePEc:spr:aodasc:v:12:y:2025:i:5:d:10.1007_s40745-024-00582-9.

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Recent citations received in 2024

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2024A nonparametric test for rough volatility. (2024). Todorov, Viktor ; Chong, Carsten H. In: Papers. RePEc:arx:papers:2407.10659.

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2024Path-dependent Fractional Volterra Equations and the Microstructure of Rough Volatility Models driven by Poisson Random Measures. (2024). Zhang, Rouyi ; Xu, Wei ; Horst, Ulrich. In: Papers. RePEc:arx:papers:2412.16436.

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2024Analysis of Block Adaptive Type-II Progressive Hybrid Censoring with Weibull Distribution. (2024). Wu, Shuo-Jye ; Wang, Liang ; Tripathi, Yogesh Mani ; Singh, Kundan. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:24:p:4026-:d:1549866.

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2024A Noisy Fractional Brownian Motion Model for Multiscale Correlation Analysis of High-Frequency Prices. (2024). Leung, Tim ; Zhao, Theodore. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:6:p:864-:d:1357687.

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Recent citations received in 2022

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2022On Some Improved Class of Estimators by Using Stratified Ranked Set Sampling. (2022). Shahzad, Usman ; Bhushan, Shashi ; Almanjahie, Ibrahim Mufrah ; Kumar, Anoop ; Al-Omari, Amer Ibrahim. In: Mathematics. RePEc:gam:jmathe:v:10:y:2022:i:18:p:3283-:d:911445.

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2022Modified Class of Estimators Using Ranked Set Sampling. (2022). Lone, Showkat Ahmad ; Bhushan, Shashi ; Shahab, Sana ; Almutlak, Salemah A ; Kumar, Anoop. In: Mathematics. RePEc:gam:jmathe:v:10:y:2022:i:21:p:3921-:d:950283.

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2022Three-fold utilization of supplementary information for mean estimation under median ranked set sampling scheme. (2022). Shahzad, Usman ; Al-Omari, Amer Ibrahim ; Almanjahie, Ibrahim Mufrah ; Ahmad, Ishfaq. In: PLOS ONE. RePEc:plo:pone00:0276514.

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2022Improved regression in ratio type estimators based on robust M-estimation. (2022). Ul, Khalid ; Onyango, Ronald ; Koyiit, Eda Gizem ; Kadilar, Cem. In: PLOS ONE. RePEc:plo:pone00:0278868.

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