Citation analysis for Statistical Inference for Stochastic Processes / Springer

Citation Profile [Updated: 2026-03-14 21:09:38]

5 Years H Index

Impact Factor (IF)

0.13

5 Years IF

0.13

Data available in this report

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

Main indicators

Raw Data

	IF	AIF	CIF	IF5	DOC	CDO	CIT	NCI	CCU	D2Y	C2Y	D5Y	C5Y	SC	%SC	CiY	II	AII
1998	0	0.27	0	0	15	15	34		1	0		0			0		0	0.13
1999	0	0.29	0.03	0	15	30	36		2	15		15			0		0	0.14
2000	0.03	0.34	0.04	0.03	19	49	118	2	4	30	1	30	1	1	50	1	0.05	0.16
2001	0.06	0.38	0.08	0.08	16	65	88	5	9	34	2	49	4		0		0	0.17
2002	0.17	0.39	0.08	0.09	15	80	40	6	15	35	6	65	6	1	16.7		0	0.2
2003	0.03	0.43	0.09	0.08	15	95	40	8	24	31	1	80	6	2	25		0	0.21
2004	0.07	0.47	0.16	0.15	12	107	155	17	41	30	2	80	12	1	5.9	1	0.08	0.21
2005	0.07	0.51	0.15	0.16	16	123	31	19	60	27	2	77	12		0		0	0.23
2006	0.14	0.49	0.09	0.08	12	135	122	12	72	28	4	74	6		0	1	0.08	0.22
2007	0.11	0.44	0.15	0.19	13	148	36	22	94	28	3	70	13		0		0	0.2
2008	0.08	0.47	0.16	0.15	18	166	38	26	120	25	2	68	10	3	11.5	1	0.06	0.22
2009	0.13	0.46	0.31	0.38	14	180	52	55	176	31	4	71	27		0	1	0.07	0.23
2010	0.16	0.46	0.2	0.16	13	193	85	38	214	32	5	73	12	1	2.6		0	0.2
2011	0.19	0.51	0.19	0.26	13	206	45	39	253	27	5	70	18	6	15.4	1	0.08	0.23
2012	0.15	0.5	0.31	0.23	13	219	47	67	320	26	4	71	16	8	11.9	2	0.15	0.21
2013	0.31	0.54	0.3	0.32	14	233	30	69	389	26	8	71	23	3	4.3		0	0.24
2014	0.07	0.53	0.21	0.24	14	247	44	53	442	27	2	67	16	11	20.8		0	0.22
2015	0.18	0.52	0.28	0.34	13	260	32	72	514	28	5	67	23	11	15.3		0	0.22
2016	0.11	0.5	0.18	0.15	6	266	2	48	562	27	3	67	10	1	2.1		0	0.2
2017	0.05	0.52	0.31	0.22	18	284	31	87	649	19	1	60	13	7	8	2	0.11	0.21
2018	0.25	0.53	0.28	0.25	29	313	50	89	738	24	6	65	16	28	31.5	2	0.07	0.22
2019	0.26	0.54	0.27	0.25	19	332	31	88	826	47	12	80	20	18	20.5	1	0.05	0.21
2020	0.38	0.64	0.32	0.28	25	357	32	113	939	48	18	85	24	32	28.3	1	0.04	0.3
2021	0.09	0.74	0.22	0.13	24	381	19	84	1023	44	4	97	13	18	21.4	1	0.04	0.27
2022	0.35	0.73	0.27	0.29	25	406	5	108	1131	49	17	115	33	21	19.4	2	0.08	0.22
2023	0.18	0.69	0.23	0.22	21	427	6	99	1230	49	9	122	27	14	14.1	1	0.05	0.2
2024	0.07	0.81	0.14	0.12	24	451	2	61	1291	46	3	114	14	18	29.5		0	0.23
2025	0.13		0.09	0.13	23	474	0	44	1335	45	6	119	16	9	20.5		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

#	Year	Title	Cited
1	2004	An Asymptotic Expansion Scheme for Optimal Investment Problems. (2004). Yoshida, Nakahiro ; Takahashi, Akihiko. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:7:y:2004:i:2:p:153-188. Full description at Econpapers \|\| Download paper	79
2	2006	Estimation of Parameters for Diffusion Processes with Jumps from Discrete Observations. (2006). Shimizu, Yasutaka ; Yoshida, Nakahiro. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:9:y:2006:i:3:p:227-277. Full description at Econpapers \|\| Download paper	53
3	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	38
4	2001	Estimating the Parameters of a Fractional Brownian Motion by Discrete Variations of its Sample Paths. (2001). Coeurjolly, Jean-Franois. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:4:y:2001:i:2:p:199-227. Full description at Econpapers \|\| Download paper	38
5	2006	Estimating Some Characteristics of the Conditional Distribution in Nonparametric Functional Models. (2006). Vieu, Philippe ; Ferraty, Frederic ; Laksaci, Ali. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:9:y:2006:i:1:p:47-76. Full description at Econpapers \|\| Download paper	30
6	2004	Nonparametric Spatial Prediction. (2004). Biau, Gerard ; Cadre, Benoit . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:7:y:2004:i:3:p:327-349. Full description at Econpapers \|\| Download paper	27
7	2011	Quasi-likelihood analysis for the stochastic differential equation with jumps. (2011). Ogihara, T. ; Yoshida, N.. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:14:y:2011:i:3:p:189-229. Full description at Econpapers \|\| Download paper	26
8	2000	Approximation of Some Gaussian Processes. (2000). Carmona, Philippe ; Coutin, Laure ; Montseny, G.. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:3:y:2000:i:1:p:161-171. Full description at Econpapers \|\| Download paper	25
9	2006	Asymptotic Properties of Quasi-Maximum Likelihood Estimators for ARMA Models with Time-Dependent Coefficients. (2006). Azrak, Rajae ; Melard, Guy. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:9:y:2006:i:3:p:279-330. Full description at Econpapers \|\| Download paper	25
10	2002	Statistical Analysis of the Fractional OrnsteinâUhlenbeck Type Process. (2002). Kleptsyna, M. L. ; Le Breton, A.. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:5:y:2002:i:3:p:229-248. Full description at Econpapers \|\| Download paper	20
11	2001	Information Criteria in Model Selection for Mixing Processes. (2001). Yoshida, Nakahiro ; Uchida, Masayuki. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:4:y:2001:i:1:p:73-98. Full description at Econpapers \|\| Download paper	20
12	2000	The Averaged Periodogram for Nonstationary Vector Time Series. (2000). Robinson, P. M. ; Marinucci, D.. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:3:y:2000:i:1:p:149-160. Full description at Econpapers \|\| Download paper	18
13	2004	Asymptotic Expansion for Small Diffusions Applied to Option Pricing. (2004). Yoshida, Nakahiro ; Uchida, Masayuki. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:7:y:2004:i:3:p:189-223. Full description at Econpapers \|\| Download paper	18
14	2006	M-Estimation for Discretely Observed Ergodic Diffusion Processes with Infinitely Many Jumps. (2006). Shimizu, Yasutaka. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:9:y:2006:i:2:p:179-225. Full description at Econpapers \|\| Download paper	18
15	1999	Nonparametric Estimation for Semi-Markov Processes Based on its Hazard Rate Functions. (1999). Limnios, Nikolaos ; Ouhbi, Brahim. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:2:y:1999:i:2:p:151-173. Full description at Econpapers \|\| Download paper	17
16	2019	Parameter estimation for fractional OrnsteinâUhlenbeck processes of general Hurst parameter. (2019). Hu, Yaozhong ; Zhou, Hongjuan ; Nualart, David. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:22:y:2019:i:1:d:10.1007_s11203-017-9168-2. Full description at Econpapers \|\| Download paper	17
17	2010	Drift estimation for a periodic mean reversion process. (2010). Kott, Thomas ; Dehling, Herold ; Franke, Brice. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:13:y:2010:i:3:p:175-192. Full description at Econpapers \|\| Download paper	16
18	2004	General Asymptotic Confidence Bands Based on Kernel-type Function Estimators. (2004). Deheuvels, Paul ; Mason, David. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:7:y:2004:i:3:p:225-277. Full description at Econpapers \|\| Download paper	15
19	2014	Adaptive Bayes type estimators of ergodic diffusion processes from discrete observations. (2014). Yoshida, Nakahiro ; Uchida, Masayuki. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:17:y:2014:i:2:p:181-219. Full description at Econpapers \|\| Download paper	15
20	2004	Information Criteria for Small Diffusions via the Theory of MalliavinâWatanabe. (2004). Yoshida, Nakahiro ; Uchida, Masayuki. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:7:y:2004:i:1:p:35-67. Full description at Econpapers \|\| Download paper	15
21	2012	Estimation of the instantaneous volatility. (2012). Savy, Nicolas ; Pontier, Monique ; Panloup, Fabien ; Alvarez, Alexander. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:15:y:2012:i:1:p:27-59. Full description at Econpapers \|\| Download paper	15
22	2010	Asymptotic properties of MLE for partially observed fractional diffusion system. (2010). Kleptsyna, Marina ; Brouste, Alexandre. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:13:y:2010:i:1:p:1-13. Full description at Econpapers \|\| Download paper	14
23	2000	Wavelet Estimator of Long-Range Dependent Processes. (2000). Soulier, P. ; Bardet, J. ; Lang, G. ; Moulines, E.. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:3:y:2000:i:1:p:85-99. Full description at Econpapers \|\| Download paper	14
24	2015	Hybrid multi-step estimators for stochastic differential equations based on sampled data. (2015). Uchida, Masayuki ; Kamatani, Kengo. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:18:y:2015:i:2:p:177-204. Full description at Econpapers \|\| Download paper	14
25	2008	Consistent estimation of covariation under nonsynchronicity. (2008). Hayashi, Takaki ; Kusuoka, Shigeo. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:11:y:2008:i:1:p:93-106. Full description at Econpapers \|\| Download paper	13
26	2010	Estimating discontinuous periodic signals in a time inhomogeneous diffusion. (2010). Kutoyants, Yury ; Hopfner, Reinhard. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:13:y:2010:i:3:p:193-230. Full description at Econpapers \|\| Download paper	13
27	2009	An empirical central limit theorem with applications to copulas under weak dependence. (2009). Doukhan, Paul ; Fermanian, Jean-David ; Lang, Gabriel. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:12:y:2009:i:1:p:65-87. Full description at Econpapers \|\| Download paper	13
28	2000	The Generalized Multifractional Brownian Motion. (2000). Vehel, Jacques ; Ayache, Antoine. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:3:y:2000:i:1:p:7-18. Full description at Econpapers \|\| Download paper	13
29	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	12
30	2001	Semi-parametric Estimation of the HÃ¶lder Exponent of a Stationary Gaussian Process with Minimax Rates. (2001). Lang, Gabriel ; Roueff, Franois. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:4:y:2001:i:3:p:283-306. Full description at Econpapers \|\| Download paper	12
31	2018	Statistical inference for SPDEs: an overview. (2018). Cialenco, Igor. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:21:y:2018:i:2:d:10.1007_s11203-018-9177-9. Full description at Econpapers \|\| Download paper	12
32	1999	Large and Moderate Deviations for Estimators of Quadratic Variational Processes of Diffusions. (1999). Wu, Liming ; Djellout, Hacene ; Guillin, Arnaud. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:2:y:1999:i:3:p:195-225. Full description at Econpapers \|\| Download paper	12
33	2003	On a Problem of Statistical Inference in Null Recurrent Diffusions. (2003). Yu. Kutoyants, ; Hopfner, R.. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:6:y:2003:i:1:p:25-42. Full description at Econpapers \|\| Download paper	12
34	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	12
35	2007	Invariance principles for non-isotropic long memory random fields. (2007). Lavancier, Frederic. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:10:y:2007:i:3:p:255-282. Full description at Econpapers \|\| Download paper	11
36	2014	A least square-type procedure for parameter estimation in stochastic differential equations with additive fractional noise. (2014). Tindel, Samy ; Neuenkirch, Andreas. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:17:y:2014:i:1:p:99-120. Full description at Econpapers \|\| Download paper	11
37	2012	Asymptotic inference of unstable periodic ARCH processes. (2012). Al-Eid, Eid ; Aknouche, Abdelhakim. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:15:y:2012:i:1:p:61-79. Full description at Econpapers \|\| Download paper	11
38	2000	Identification of the Hurst Index of a Step Fractional Brownian Motion. (2000). Cohen, Serge ; Bertrand, Pierre ; Istas, Jacques ; Benassi, Albert . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:3:y:2000:i:1:p:101-111. Full description at Econpapers \|\| Download paper	11
39	2002	Estimation of Mean and Covariance Operator of Autoregressive Processes in Banach Spaces. (2002). Bosq, Denis . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:5:y:2002:i:3:p:287-306. Full description at Econpapers \|\| Download paper	10
40	1998	Efficient Density Estimation for Ergodic Diffusion Processes. (1998). Yu. Kutoyants, . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:1:y:1998:i:2:p:131-155. Full description at Econpapers \|\| Download paper	10
41	2009	Maximum likelihood estimation in processes of Ornstein-Uhlenbeck type. (2009). Schoutens, Wim ; Valdivieso, Luis ; Tuerlinckx, Francis. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:12:y:2009:i:1:p:1-19. Full description at Econpapers \|\| Download paper	9
42	2009	Test for parameter change in discretely observed diffusion processes. (2009). Lee, Sangyeol ; Song, Junmo. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:12:y:2009:i:2:p:165-183. Full description at Econpapers \|\| Download paper	9
43	2005	Estimation and Simulation of Autoregressive Hilbertian Processes with Exogenous Variables. (2005). Guillas, Serge ; Damon, Julien. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:8:y:2005:i:2:p:185-204. Full description at Econpapers \|\| Download paper	9
44	2005	Estimation of Mean and Covariance Operator for Banach Space Valued Autoregressive Processes with Dependent Innovations. (2005). Sharipov, Olimjon ; Dehling, Herold. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:8:y:2005:i:2:p:137-149. Full description at Econpapers \|\| Download paper	8
45	2001	On Determination of the Order of a Markov Chain. (2001). Zhao, L. ; Gonalves, C. ; Dorea, C.. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:4:y:2001:i:3:p:273-282. Full description at Econpapers \|\| Download paper	8
46	2000	Semiparametric Bootstrap Approach to Hypothesis Tests and Confidence Intervals for the Hurst Coefficient. (2000). HÃ¤rdle, Wolfgang ; Hardle, Wolfgang ; Kleinow, Torsten ; Schmidt, Peter ; Hall, Peter. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:3:y:2000:i:3:p:263-276. Full description at Econpapers \|\| Download paper	8
47	2012	Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size. (2012). Coeurjolly, Jean-Franois ; Breton, Jean-Christophe. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:15:y:2012:i:1:p:1-26. Full description at Econpapers \|\| Download paper	7
48	2005	Exact Inference for Random Dirichlet Means. (2005). Hjort, Nils ; Ongaro, Andrea. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:8:y:2005:i:3:p:227-254. Full description at Econpapers \|\| Download paper	7
49	2009	Parameter estimation in diagonalizable bilinear stochastic parabolic equations. (2009). Lototsky, Sergey ; Cialenco, Igor. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:12:y:2009:i:3:p:203-219. Full description at Econpapers \|\| Download paper	7
50	2007	Nonparametric Regression Estimation for Random Fields in a Fixed-Design. (2007). Machkouri, Mohamed. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:10:y:2007:i:1:p:29-47. Full description at Econpapers \|\| Download paper	7

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

#	Year	Title	Cited
1	2023	Weak-convergence of empirical conditional processes and conditional U-processes involving functional mixing data. (2023). Bouzebda, Salim ; Nemouchi, Boutheina. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:26:y:2023:i:1:d:10.1007_s11203-022-09276-6. Full description at Econpapers \|\| Download paper	5
2	2019	Parameter estimation for fractional OrnsteinâUhlenbeck processes of general Hurst parameter. (2019). Hu, Yaozhong ; Zhou, Hongjuan ; Nualart, David. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:22:y:2019:i:1:d:10.1007_s11203-017-9168-2. Full description at Econpapers \|\| Download paper	5
3	2018	Statistical inference for SPDEs: an overview. (2018). Cialenco, Igor. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:21:y:2018:i:2:d:10.1007_s11203-018-9177-9. Full description at Econpapers \|\| Download paper	4
4	2006	Estimation of Parameters for Diffusion Processes with Jumps from Discrete Observations. (2006). Shimizu, Yasutaka ; Yoshida, Nakahiro. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:9:y:2006:i:3:p:227-277. Full description at Econpapers \|\| Download paper	4
5	2009	Maximum likelihood estimation in processes of Ornstein-Uhlenbeck type. (2009). Schoutens, Wim ; Valdivieso, Luis ; Tuerlinckx, Francis. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:12:y:2009:i:1:p:1-19. Full description at Econpapers \|\| Download paper	3
6	2020	Spot estimation for fractional OrnsteinâUhlenbeck stochastic volatility model: consistency and central limit theorem. (2020). Eumenius-Schulz, Yaroslav. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:23:y:2020:i:2:d:10.1007_s11203-020-09209-1. Full description at Econpapers \|\| Download paper	3
7	2002	Statistical Analysis of the Fractional OrnsteinâUhlenbeck Type Process. (2002). Kleptsyna, M. L. ; Le Breton, A.. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:5:y:2002:i:3:p:229-248. Full description at Econpapers \|\| Download paper	2
8	2020	A minimal contrast estimator for the linear fractional stable motion. (2020). Ljungdahl, Mathias Morck ; Podolskij, Mark. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:23:y:2020:i:2:d:10.1007_s11203-020-09216-2. Full description at Econpapers \|\| Download paper	2
9	2006	M-Estimation for Discretely Observed Ergodic Diffusion Processes with Infinitely Many Jumps. (2006). Shimizu, Yasutaka. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:9:y:2006:i:2:p:179-225. Full description at Econpapers \|\| Download paper	2
10	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	2
11	2020	Parametric inference for hypoelliptic ergodic diffusions with full observations. (2020). Melnykova, Anna. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:23:y:2020:i:3:d:10.1007_s11203-020-09222-4. Full description at Econpapers \|\| Download paper	2
12	2006	Testing Epidemic Changes of Infinite Dimensional Parameters. (2006). Suquet, Charles ; Rakauskas, Alfredas. 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
13	2014	Adaptive Bayes type estimators of ergodic diffusion processes from discrete observations. (2014). Yoshida, Nakahiro ; Uchida, Masayuki. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:17:y:2014:i:2:p:181-219. Full description at Econpapers \|\| Download paper	2
14	2010	Drift estimation for a periodic mean reversion process. (2010). Kott, Thomas ; Dehling, Herold ; Franke, Brice. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:13:y:2010:i:3:p:175-192. Full description at Econpapers \|\| Download paper	2
15	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	2
16	2021	Estimation of all parameters in the fractional OrnsteinâUhlenbeck model under discrete observations. (2021). Hu, Yaozhong ; Haress, El Mehdi. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:24:y:2021:i:2:d:10.1007_s11203-020-09235-z. Full description at Econpapers \|\| Download paper	2
17	2020	Asymptotic expansion of the quadratic variation of a mixed fractional Brownian motion. (2020). Yoshida, Nakahiro ; Tudor, Ciprian A. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:23:y:2020:i:2:d:10.1007_s11203-020-09220-6. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor: 6

Year	Title
2025	Bootstrap of Reliability Indicators for Semi-Markov Processes. (2025). Bouzebda, Salim ; Votsi, Irene. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:27:y:2025:i:1:d:10.1007_s11009-024-10125-7. Full description at Econpapers \|\| Download paper
2025	Asymptotic results of the randomly censored kernel-type expectile regression estimator for functional dependent data. (2025). Mohammedi, Mustapha ; Bouzebda, Salim ; Laksaci, Ali. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:28:y:2025:i:2:d:10.1007_s11203-025-09328-7. Full description at Econpapers \|\| Download paper
2025	Asymptotics for non-degenerate multivariate U-statistics with estimated nuisance parameters under the null and local alternative hypotheses. (2025). Ouimet, Frdric ; Genest, Christian ; Desgagn, Alain. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:208:y:2025:i:c:s0047259x24001052. Full description at Econpapers \|\| Download paper
2025	Caged Markov process â A continuous-time framework for modeling a constrained Markov process within a freely-evolving Markov process. (2025). Aiewsakun, Pakorn ; Printechapat, Tanes ; Krityakierne, Tipaluck. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:230:y:2025:i:c:p:350-369. Full description at Econpapers \|\| Download paper
2025	A goodness-of-fit test for functional time series with applications to Ornstein-Uhlenbeck processes. (2025). Lpez-Prez, A ; Lvarez-Libana, J ; Gonzlez-Manteiga, W ; Febrero-Bande, M. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:203:y:2025:i:c:s0167947324001762. Full description at Econpapers \|\| Download paper
2025	Small diffusivity asymptotics for a linear parabolic SPDE in two space dimensions. (2025). Tonaki, Yozo ; Kaino, Yusuke ; Uchida, Masayuki. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:28:y:2025:i:2:d:10.1007_s11203-025-09330-z. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2024

Year	Citing document

Recent citations received in 2023

Year	Citing document
2023	Dynamic reliability and sensitivity analysis based on HMM models with Markovian signal process. (2023). Raya-Miranda, R ; Gmiz, M L ; Segovia-Garca, M C ; Navas-Gmez, F. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:239:y:2023:i:c:s095183202300412x. Full description at Econpapers \|\| Download paper

Recent citations received in 2022

Year	Citing document
2022	On a Moving Average with Internal Degrees of Freedom. (2022). Malyshkin, Vladislav ; Davydov, Vadim ; Boudjemila, Linda ; Bobyl, Alexander. In: Papers. RePEc:arx:papers:2211.14075. Full description at Econpapers \|\| Download paper
2022	Pricing Energy Derivatives in Markets Driven by Tempered Stable and CGMY Processes of OrnsteinâUhlenbeck Type. (2022). Sabino, Piergiacomo. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:8:p:148-:d:872004. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	Statistical Inference for Stochastic Processes / Springer	16	80
2	Stochastic Processes and their Applications / Elsevier	49	46
3	Statistics & Probability Letters / Elsevier	36	24
4	Papers / arXiv.org	97	20
5	Annals of the Institute of Statistical Mathematics / Springer	27	19
6	Journal of Econometrics / Elsevier	238	16
7	Mathematics / MDPI	20	15
8	Journal of Theoretical Probability / Springer	9	13
9	Scandinavian Journal of Statistics / Danish Society for Theoretical Statistics	33	12
10	Sankhya A: The Indian Journal of Statistics / Springer	4	10
11	Chaos, Solitons & Fractals / Elsevier	43	10