Citation analysis for Statistical Inference for Stochastic Processes / Springer

Citation Profile [Updated: 2026-11-05 10:50:02]

5 Years H Index

Impact Factor (IF)

0.29

5 Years IF

0.22

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	0.28	0	0	15	15	35		1	0		0			0		0	0.13
1999	0	0.3	0.03	0	15	30	39		2	15		15			0		0	0.14
2000	0.03	0.35	0.04	0.03	19	49	124	2	4	30	1	30	1	1	50	1	0.05	0.16
2001	0.06	0.38	0.08	0.08	16	65	97	5	9	34	2	49	4		0		0	0.17
2002	0.17	0.39	0.08	0.09	15	80	45	6	15	35	6	65	6	1	16.7		0	0.21
2003	0.03	0.43	0.09	0.08	15	95	44	8	24	31	1	80	6	2	25		0	0.21
2004	0.07	0.47	0.16	0.15	12	107	164	17	41	30	2	80	12	1	5.9	1	0.08	0.21
2005	0.07	0.51	0.16	0.16	16	123	36	20	61	27	2	77	12		0		0	0.23
2006	0.14	0.5	0.09	0.08	12	135	133	12	73	28	4	74	6		0	1	0.08	0.22
2007	0.11	0.44	0.15	0.19	13	148	36	22	95	28	3	70	13		0		0	0.2
2008	0.08	0.47	0.16	0.15	18	166	38	27	122	25	2	68	10	3	11.1	1	0.06	0.22
2009	0.13	0.46	0.31	0.38	14	180	57	55	178	31	4	71	27		0	1	0.07	0.23
2010	0.16	0.46	0.2	0.16	13	193	101	38	216	32	5	73	12	1	2.6		0	0.2
2011	0.19	0.5	0.19	0.26	13	206	49	39	255	27	5	70	18	6	15.4	1	0.08	0.23
2012	0.15	0.5	0.31	0.23	13	219	52	67	322	26	4	71	16	8	11.9	2	0.15	0.21
2013	0.31	0.53	0.3	0.34	14	233	35	70	392	26	8	71	24	3	4.3		0	0.23
2014	0.07	0.53	0.22	0.24	14	247	51	54	446	27	2	67	16	11	20.4		0	0.22
2015	0.18	0.52	0.28	0.34	13	260	36	72	518	28	5	67	23	11	15.3		0	0.21
2016	0.11	0.49	0.18	0.15	6	266	2	48	566	27	3	67	10	1	2.1		0	0.2
2017	0.05	0.5	0.31	0.22	18	284	40	87	653	19	1	60	13	7	8	2	0.11	0.2
2018	0.25	0.52	0.28	0.25	29	313	62	89	742	24	6	65	16	28	31.5	2	0.07	0.22
2019	0.26	0.53	0.27	0.25	19	332	41	89	831	47	12	80	20	18	20.2	1	0.05	0.21
2020	0.4	0.62	0.32	0.29	25	357	38	114	945	48	19	85	25	32	28.1	1	0.04	0.29
2021	0.09	0.72	0.22	0.13	24	381	30	84	1029	44	4	97	13	18	21.4	1	0.04	0.26
2022	0.35	0.71	0.27	0.29	25	406	12	108	1137	49	17	115	33	21	19.4	2	0.08	0.21
2023	0.2	0.66	0.25	0.24	21	427	16	108	1245	49	10	122	29	15	13.9	1	0.05	0.19
2024	0.15	0.69	0.21	0.2	24	451	8	93	1338	46	7	114	23	25	26.9		0	0.2
2025	0.29	0.91	0.22	0.22	23	474	0	105	1443	45	13	119	26	22	21		0	0.26

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	83
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	57
3	2001	Estimating the Parameters of a Fractional Brownian Motion by Discrete Variations of its Sample Paths. (2001). Coeurjolly, Jean-Franois. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:4:y:2001:i:2:p:199-227. Full description at Econpapers \|\| Download paper	46
4	2010	New tests for jumps in semimartingale models. (2010). Podolskij, Mark ; Ziggel, D.. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:13:y:2010:i:1:p:15-41. Full description at Econpapers \|\| Download paper	44
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	33
6	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	29
7	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	28
8	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	28
9	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	26
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	23
11	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	22
12	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
13	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	19
14	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
15	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
16	2010	Drift estimation for a periodic mean reversion process. (2010). Kott, Thomas ; Dehling, Herold ; Franke, Brice. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:13:y:2010:i:3:p:175-192. Full description at Econpapers \|\| Download paper	18
17	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	17
18	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
19	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	16
20	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	16
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	16
22	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	15
23	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
24	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
25	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	15
26	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
27	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	14
28	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	13
29	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	13
30	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	13
31	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
32	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
33	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
34	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
35	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	13
36	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
37	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
38	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
39	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
40	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	11
41	2005	Estimation and Simulation of Autoregressive Hilbertian Processes with Exogenous Variables. (2005). Guillas, Serge ; Damon, Julien. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:8:y:2005:i:2:p:185-204. Full description at Econpapers \|\| Download paper	10
42	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
43	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	9
44	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
45	2017	Periodic autoregressive stochastic volatility. (2017). Aknouche, Abdelhakim. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:20:y:2017:i:2:d:10.1007_s11203-016-9139-z. Full description at Econpapers \|\| Download paper	8
46	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	8
47	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
48	2000	Semiparametric Estimation of the Intensity of Long Memory in Conditional Heteroskedasticity. (2000). Giraitis, Liudas ; Leipus, Remigijus ; Kokoszka, Piotr ; Teyssiere, Gilles. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:3:y:2000:i:1:p:113-128. Full description at Econpapers \|\| Download paper	8
49	2011	Nonparametric estimation of trend for stochastic differential equations driven by fractional Brownian motion. (2011). Rao, Prakasa B. ; Mishra, M.. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:14:y:2011:i:2:p:101-109. Full description at Econpapers \|\| Download paper	8
50	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

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

#	Year	Title	Cited
1	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	10
2	2001	Estimating the Parameters of a Fractional Brownian Motion by Discrete Variations of its Sample Paths. (2001). Coeurjolly, Jean-Franois. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:4:y:2001:i:2:p:199-227. Full description at Econpapers \|\| Download paper	10
3	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	7
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	7
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	7
6	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	6
7	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	6
8	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	5
9	2018	Generalized quasi-maximum likelihood inference for periodic conditionally heteroskedastic models. (2018). Demouche, Nacer ; Al-Eid, Eid ; Aknouche, Abdelhakim. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:21:y:2018:i:3:d:10.1007_s11203-017-9160-x. Full description at Econpapers \|\| Download paper	5
10	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	5
11	2003	Parameter Estimation for Stochastic Parabolic Equations: Asymptotic Properties of a Two-Dimensional Projection-Based Estimator. (2003). Lototsky, S.. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:6:y:2003:i:1:p:65-87. Full description at Econpapers \|\| Download paper	4
12	2010	Drift estimation for a periodic mean reversion process. (2010). Kott, Thomas ; Dehling, Herold ; Franke, Brice. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:13:y:2010:i:3:p:175-192. Full description at Econpapers \|\| Download paper	4
13	2006	Asymptotic Properties of Quasi-Maximum Likelihood Estimators for ARMA Models with Time-Dependent Coefficients. (2006). Azrak, Rajae ; Melard, Guy. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:9:y:2006:i:3:p:279-330. Full description at Econpapers \|\| Download paper	4
14	2004	Identification and Inference for Multivariate Cointegrated and Ergodic Gaussian Diffusions. (2004). Rahbek, Anders ; Kessler, M.. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:7:y:2004:i:2:p:137-151. Full description at Econpapers \|\| Download paper	4
15	2014	Adaptive Bayes type estimators of ergodic diffusion processes from discrete observations. (2014). Yoshida, Nakahiro ; Uchida, Masayuki. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:17:y:2014:i:2:p:181-219. Full description at Econpapers \|\| Download paper	4
16	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	4
17	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	4
18	2017	Periodic autoregressive stochastic volatility. (2017). Aknouche, Abdelhakim. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:20:y:2017:i:2:d:10.1007_s11203-016-9139-z. Full description at Econpapers \|\| Download paper	4
19	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	4
20	2012	Multistage weighted least squares estimation of ARCH processes in the stable and unstable cases. (2012). Aknouche, Abdelhakim. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:15:y:2012:i:3:p:241-256. Full description at Econpapers \|\| Download paper	3
21	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	3
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	3
23	2014	A least square-type procedure for parameter estimation in stochastic differential equations with additive fractional noise. (2014). Tindel, Samy ; Neuenkirch, Andreas. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:17:y:2014:i:1:p:99-120. Full description at Econpapers \|\| Download paper	3
24	2015	Quadratic random coefficient autoregression with linear-in-parameters volatility. (2015). Aknouche, Abdelhakim. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:18:y:2015:i:2:p:99-125. Full description at Econpapers \|\| Download paper	3
25	2017	Time endogeneity and an optimal weight function in pre-averaging covariance estimation. (2017). Koike, Yuta. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:20:y:2017:i:1:d:10.1007_s11203-016-9135-3. Full description at Econpapers \|\| Download paper	3
26	2023	Parameter estimation for ergodic linear SDEs from partial and discrete observations. (2023). Kurisaki, Masahiro. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:26:y:2023:i:2:d:10.1007_s11203-023-09288-w. Full description at Econpapers \|\| Download paper	3
27	2019	Nonparametric estimation in fractional SDE. (2019). Marie, Nicolas ; Comte, Fabienne. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:22:y:2019:i:3:d:10.1007_s11203-019-09196-y. Full description at Econpapers \|\| Download paper	3
28	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	3
29	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	3
30	2022	Calibration for multivariate LÃ©vy-driven Ornstein-Uhlenbeck processes with applications to weak subordination. (2022). Lu, Kevin W. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:25:y:2022:i:2:d:10.1007_s11203-021-09254-4. Full description at Econpapers \|\| Download paper	2
31	2020	Parameter identification for the Hermite OrnsteinâUhlenbeck process. (2020). Assaad, Obayda ; Tudor, Ciprian A. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:23:y:2020:i:2:d:10.1007_s11203-020-09219-z. Full description at Econpapers \|\| Download paper	2
32	2022	Finite-sample properties of estimators for first and second order autoregressive processes. (2022). Sorbye, Sigrunn H ; Nicolau, Pedro G ; Rue, Hvard. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:25:y:2022:i:3:d:10.1007_s11203-021-09262-4. Full description at Econpapers \|\| Download paper	2
33	2013	A CramÃ©r-von Mises test for symmetry of the error distribution in asymptotically stationary stochastic models. (2013). Harel, Michel ; Ngatchou-Wandji, Joseph. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:16:y:2013:i:3:p:207-236. Full description at Econpapers \|\| Download paper	2
34	2017	Circular autocorrelation of stationary circular Markov processes. (2017). Abe, Toshihiro ; Shiohama, Takayuki ; Taniai, Hiroyuki ; Ogata, Hiroaki. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:20:y:2017:i:3:d:10.1007_s11203-016-9154-0. Full description at Econpapers \|\| Download paper	2
35	2012	Estimation of the instantaneous volatility. (2012). Savy, Nicolas ; Pontier, Monique ; Panloup, Fabien ; Alvarez, Alexander. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:15:y:2012:i:1:p:27-59. Full description at Econpapers \|\| Download paper	2
36	2023	High-dimensional estimation of quadratic variation based on penalized realized variance. (2023). Nielsen, Mikkel Slot ; Podolskij, Mark ; Christensen, Kim. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:26:y:2023:i:2:d:10.1007_s11203-022-09282-8. Full description at Econpapers \|\| Download paper	2
37	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
38	2014	Histograms for stationary linear random fields. (2014). Carbon, Michel. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:17:y:2014:i:3:p:245-266. Full description at Econpapers \|\| Download paper	2
39	2010	Frequency polygons for continuous random fields. (2010). Dabo-Niang, Sophie ; Bensaid, Nadia . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:13:y:2010:i:1:p:55-80. Full description at Econpapers \|\| Download paper	2
40	2018	Optimal dimension reduction for high-dimensional and functional time series. (2018). Lippi, Marco ; Hallin, Marc ; Hormann, Siegfried. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:21:y:2018:i:2:d:10.1007_s11203-018-9172-1. Full description at Econpapers \|\| Download paper	2
41	2024	Estimation of several parameters in discretely-observed stochastic differential equations with additive fractional noise. (2024). Richard, Alexandre ; Haress, El Mehdi. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:27:y:2024:i:3:d:10.1007_s11203-024-09311-8. Full description at Econpapers \|\| Download paper	2
42	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
43	2020	An M-estimator for stochastic differential equations driven by fractional Brownian motion with small Hurst parameter. (2020). Chiba, Kohei. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:23:y:2020:i:2:d:10.1007_s11203-020-09214-4. Full description at Econpapers \|\| Download paper	2
44	2021	Maximum spacing estimation for continuous time Markov chains and semi-Markov processes. (2021). Kuljus, Kristi ; Ranneby, BO. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:24:y:2021:i:2:d:10.1007_s11203-021-09238-4. Full description at Econpapers \|\| Download paper	2
45	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	2
46	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	2
47	2015	Parameter estimation for reflected OrnsteinâUhlenbeck processes with discrete observations. (2015). Hu, Yaozhong ; Lee, Myung ; Song, Jian. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:18:y:2015:i:3:p:279-291. Full description at Econpapers \|\| Download paper	2
48	2010	Global property of error density estimation in nonlinear autoregressive time series models. (2010). Cheng, Fuxia. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:13:y:2010:i:1:p:43-53. Full description at Econpapers \|\| Download paper	2
49	2010	Statistical estimation for reflected skew processes. (2010). Bardou, Olivier ; Martinez, Miguel. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:13:y:2010:i:3:p:231-248. Full description at Econpapers \|\| Download paper	2
50	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	2

Citing documents used to compute impact factor: 13

Year	Title
2025	Parameter Estimation of a Partially Observed Hypoelliptic Stochastic Linear System. (2025). Milheiro-Oliveira, Paula. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:3:p:529-:d:1584290. Full description at Econpapers \|\| Download paper
2025	Hidden AR process and adaptive Kalman filter. (2025). Kutoyants, Yury A. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:77:y:2025:i:1:d:10.1007_s10463-024-00908-7. Full description at Econpapers \|\| Download paper
2025	Hidden ergodic OrnsteinâUhlenbeck process and adaptive filter. (2025). Kutoyants, Yury A. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:28:y:2025:i:1:d:10.1007_s11203-024-09321-6. Full description at Econpapers \|\| Download paper
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	Long-time Hurst Regularity of Fractional Stochastic Differential Equations and Their Ergodic Means. (2025). Richard, Alexandre ; Haress, El Mehdi. In: Journal of Theoretical Probability. RePEc:spr:jotpro:v:38:y:2025:i:1:d:10.1007_s10959-024-01389-3. 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
2025	Parametric estimation for linear parabolic SPDEs in two space dimensions based on temporal and spatial increments. (2025). Tonaki, Yozo ; Kaino, Yusuke ; Uchida, Masayuki. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:88:y:2025:i:5:d:10.1007_s00184-024-00969-x. Full description at Econpapers \|\| Download paper
2025	Nonparametric estimation for periodic stochastic differential equations driven by fractional G-Brownian motion. (2025). Fang, Shaomei ; Guo, Changhong ; Zhang, Yong ; He, Yong. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:28:y:2025:i:3:d:10.1007_s11203-025-09338-5. Full description at Econpapers \|\| Download paper
2025	Random effects estimation in a fractional diffusion model based on continuous observations. (2025). Chebli, Nesrine ; Fathallah, Hamdi ; Slaoui, Yousri. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:28:y:2025:i:3:d:10.1007_s11203-025-09332-x. 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	17	101
2	Stochastic Processes and their Applications / Elsevier	50	69
3	Papers / arXiv.org	103	45
4	Statistics & Probability Letters / Elsevier	37	31
5	Mathematics / MDPI	23	29
6	Annals of the Institute of Statistical Mathematics / Springer	28	28
7	Journal of Econometrics / Elsevier	243	23
8	Journal of Theoretical Probability / Springer	10	16
9	Scandinavian Journal of Statistics / Danish Society for Theoretical Statistics	34	16
10	Statistical Papers / Springer	20	16
11	MPRA Paper / University Library of Munich, Germany	140	15