Citation analysis for Stochastic Processes and their Applications / Elsevier

Citation Profile [Updated: 2025-01-21 17:37:07]

5 Years H Index

Impact Factor (IF)

0.11

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	0.01	0.11	0.15	0.01	66	66	196	10	10	130	1	330	4		0		0	0.05
1991	0.01	0.1	0.06	0	66	132	277	8	18	132	1	342	1		0		0	0.05
1992	0	0.11	0.03	0	84	216	364	7	25	132		346	1		0		0	0.06
1993	0.01	0.13	0.04	0.01	103	319	345	12	37	150	1	346	3		0		0	0.06
1994	0	0.14	0.02	0	128	447	465	6	44	187		385	1		0		0	0.07
1995	0.12	0.22	0.22	0.12	119	566	546	126	170	231	27	447	52	78	61.9	3	0.03	0.09
1996	0.12	0.25	0.2	0.11	90	656	388	128	298	247	30	500	54	53	41.4		0	0.12
1997	0.14	0.24	0.23	0.13	104	760	375	176	474	209	30	524	67	71	40.3	6	0.06	0.11
1998	0.1	0.28	0.2	0.11	84	844	504	171	646	194	19	544	62	63	36.8	5	0.06	0.13
1999	0.14	0.31	0.23	0.13	104	948	562	215	861	188	27	525	68	76	35.3	3	0.03	0.15
2000	0.11	0.36	0.2	0.12	108	1056	566	216	1077	188	21	501	62	74	34.3	6	0.06	0.16
2001	0.16	0.39	0.23	0.15	94	1150	387	265	1343	212	33	490	73	80	30.2	5	0.05	0.17
2002	0.12	0.41	0.17	0.12	73	1223	540	206	1549	202	24	494	58	50	24.3	1	0.01	0.21
2003	0.14	0.44	0.2	0.13	79	1302	677	264	1815	167	24	463	59	47	17.8	6	0.08	0.22
2004	0.23	0.49	0.22	0.19	92	1394	695	310	2125	152	35	458	87	75	24.2	7	0.08	0.22
2005	0.19	0.51	0.19	0.16	90	1484	513	277	2402	171	33	446	72	61	22	2	0.02	0.24
2006	0.21	0.51	0.21	0.21	95	1579	645	325	2727	182	39	428	92	82	25.2	9	0.09	0.23
2007	0.21	0.46	0.23	0.22	95	1674	562	382	3109	185	38	429	96	89	23.3	1	0.01	0.2
2008	0.31	0.49	0.29	0.28	103	1777	711	508	3619	190	58	451	128	92	18.1	17	0.17	0.23
2009	0.24	0.48	0.29	0.27	178	1955	1125	567	4186	198	47	475	130	175	30.9	17	0.1	0.24
2010	0.28	0.48	0.28	0.31	110	2065	610	578	4764	281	79	561	172	127	22	11	0.1	0.21
2011	0.26	0.52	0.26	0.28	127	2192	678	565	5330	288	76	581	162	136	24.1	7	0.06	0.24
2012	0.22	0.52	0.27	0.27	117	2309	337	623	5953	237	53	613	163	130	20.9	6	0.05	0.22
2013	0.31	0.56	0.34	0.31	142	2451	651	820	6776	244	76	635	198	151	18.4	8	0.06	0.24
2014	0.29	0.55	0.33	0.36	124	2575	493	854	7630	259	74	674	245	179	21	20	0.16	0.23
2015	0.34	0.55	0.39	0.35	163	2738	425	1054	8685	266	91	620	217	219	20.8	8	0.05	0.23
2016	0.26	0.52	0.33	0.29	144	2882	383	952	9640	287	76	673	195	152	16	19	0.13	0.21
2017	0.29	0.54	0.37	0.33	142	3024	337	1129	10771	307	90	690	229	225	19.9	17	0.12	0.22
2018	0.3	0.55	0.35	0.29	147	3171	231	1118	11889	286	85	715	206	249	22.3	11	0.07	0.23
2019	0.31	0.56	0.37	0.32	182	3353	309	1240	13130	289	90	720	227	265	21.4	8	0.04	0.23
2020	0.28	0.67	0.36	0.29	249	3602	252	1306	14437	329	93	778	224	337	25.8	11	0.04	0.32
2021	0.24	0.79	0.32	0.24	135	3737	116	1194	15632	431	103	864	210	233	19.5	5	0.04	0.29
2022	0.27	0.83	0.29	0.25	193	3930	77	1157	16789	384	102	855	218	290	25.1	9	0.05	0.25
2023	0.23	0.82	0.26	0.22	175	4105	23	1050	17839	328	76	906	200	307	29.2	7	0.04	0.23
2024	0.11		0.18	0.14	169	4274	5	774	18613	368	42	934	132	180	23.3	5	0.03

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	1981	Martingales and stochastic integrals in the theory of continuous trading. (1981). Harrison, Michael J. ; Pliska, Stanley R.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:11:y:1981:i:3:p:215-260. Full description at Econpapers \|\| Download paper	684
2	2009	Microstructure noise in the continuous case: The pre-averaging approach. (2009). Podolskij, Mark ; Jacod, Jean ; Li, Yingying ; Mykland, Per A. ; Vetter, Mathias . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:119:y:2009:i:7:p:2249-2276. Full description at Econpapers \|\| Download paper	292
3	2004	Dynamic coherent risk measures. (2004). Riedel, Frank. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:112:y:2004:i:2:p:185-200. Full description at Econpapers \|\| Download paper	174
4	2008	Asymptotic properties of realized power variations and related functionals of semimartingales. (2008). Jacod, Jean. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:118:y:2008:i:4:p:517-559. Full description at Econpapers \|\| Download paper	128
5	2004	Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations. (2004). Bouchard, Bruno ; Touzi, Nizar. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:111:y:2004:i:2:p:175-206. Full description at Econpapers \|\| Download paper	119
6	2002	Environmental Brownian noise suppresses explosions in population dynamics. (2002). Renshaw, Eric ; Mao, Xuerong ; Marion, Glenn . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:97:y:2002:i:1:p:95-110. Full description at Econpapers \|\| Download paper	117
7	1983	A stochastic calculus model of continuous trading: Complete markets. (1983). Harrison, Michael J. ; Pliska, Stanley R.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:15:y:1983:i:3:p:313-316. Full description at Econpapers \|\| Download paper	109
8	1999	A new weak dependence condition and applications to moment inequalities. (1999). Doukhan, Paul ; Louhichi, Sana . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:84:y:1999:i:2:p:313-342. Full description at Econpapers \|\| Download paper	109
9	2004	Russian and American put options under exponential phase-type LÃÂ©vy models. (2004). Avram, Florin ; Asmussen, Soren ; Pistorius, Martijn R.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:109:y:2004:i:1:p:79-111. Full description at Econpapers \|\| Download paper	107
10	2006	Limit theorems for multipower variation in the presence of jumps. (2006). Shephard, Neil ; Winkel, Matthias ; Barndorff-Nielsen, Ole E.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:116:y:2006:i:5:p:796-806. Full description at Econpapers \|\| Download paper	106
11	2002	Regular variation of GARCH processes. (2002). Basrak, Bojan ; Mikosch, Thomas ; Davis, Richard A.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:99:y:2002:i:1:p:95-115. Full description at Econpapers \|\| Download paper	101
12	2003	On the optimal stopping problem for one-dimensional diffusions. (2003). Karatzas, Ioannis ; Dayanik, Savas . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:107:y:2003:i:2:p:173-212. Full description at Econpapers \|\| Download paper	101
13	2008	Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation. (2008). Peng, Shige. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:118:y:2008:i:12:p:2223-2253. Full description at Econpapers \|\| Download paper	91
14	1991	Option hedging for semimartingales. (1991). Schweizer, Martin. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:37:y:1991:i:2:p:339-363. Full description at Econpapers \|\| Download paper	89
15	1998	Optimal trading strategy for an investor: the case of partial information. (1998). Lakner, Peter . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:76:y:1998:i:1:p:77-97. Full description at Econpapers \|\| Download paper	81
16	2000	Weak convergence of multivariate fractional processes. (2000). Marinucci, D. ; Robinson, P. M.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:86:y:2000:i:1:p:103-120. Full description at Econpapers \|\| Download paper	79
17	1998	Additional logarithmic utility of an insider. (1998). Amendinger, Jurgen ; Imkeller, Peter ; Schweizer, Martin. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:75:y:1998:i:2:p:263-286. Full description at Econpapers \|\| Download paper	77
18	2003	Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks. (2003). Tsitsiashvili, Gurami ; Tang, Qihe. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:108:y:2003:i:2:p:299-325. Full description at Econpapers \|\| Download paper	75
19	1996	On the Kullback-Leibler information divergence of locally stationary processes. (1996). Dahlhaus, Rainer. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:62:y:1996:i:1:p:139-168. Full description at Econpapers \|\| Download paper	73
20	1985	Some mixing properties of time series models. (1985). Tran, Lanh T. ; Pham, Tuan D.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:19:y:1985:i:2:p:297-303. Full description at Econpapers \|\| Download paper	73
21	1992	Maximum-likelihood estimation for hidden Markov models. (1992). Leroux, Brian G.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:40:y:1992:i:1:p:127-143. Full description at Econpapers \|\| Download paper	67
22	1996	Multivariate regression estimation local polynomial fitting for time series. (1996). Masry, Elias . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:65:y:1996:i:1:p:81-101. Full description at Econpapers \|\| Download paper	66
23	1998	Selecting the optimal sample fraction in univariate extreme value estimation. (1998). Kaufmann, Edgar ; Drees, Holger. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:75:y:1998:i:2:p:149-172. Full description at Econpapers \|\| Download paper	66
24	1995	Utility maximization with partial information. (1995). Lakner, Peter . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:56:y:1995:i:2:p:247-273. Full description at Econpapers \|\| Download paper	64
25	2011	Martingale representation theorem for the G-expectation. (2011). Zhang, Jianfeng ; Touzi, Nizar ; Soner, Mete H.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:121:y:2011:i:2:p:265-287. Full description at Econpapers \|\| Download paper	63
26	1975	Sufficient conditions for ergodicity and recurrence of Markov chains on a general state space. (1975). Tweedie, Richard L.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:3:y:1975:i:4:p:385-403. Full description at Econpapers \|\| Download paper	61
27	1994	Subexponentiality of the product of independent random variables. (1994). Cline, D. B. H., ; Samorodnitsky, G.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:49:y:1994:i:1:p:75-98. Full description at Econpapers \|\| Download paper	61
28	1992	M-estimation for autoregressions with infinite variance. (1992). Liu, Jian ; Davis, Richard A. ; Knight, Keith. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:40:y:1992:i:1:p:145-180. Full description at Econpapers \|\| Download paper	60
29	2011	Locally stationary long memory estimation. (2011). Roueff, Franois ; von Sachs, Rainer. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:121:y:2011:i:4:p:813-844. Full description at Econpapers \|\| Download paper	60
30	2011	Stationarity and geometric ergodicity of BEKK multivariate GARCH models. (2011). Boussama, Farid ; Stelzer, Robert ; Fuchs, Florian. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:121:y:2011:i:10:p:2331-2360. Full description at Econpapers \|\| Download paper	60
31	2003	Lp solutions of backward stochastic differential equations. (2003). Delyon, B. ; Hu, Y. ; Stoica, L. ; PARDOUX, E. ; Briand, Ph., . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:108:y:2003:i:1:p:109-129. Full description at Econpapers \|\| Download paper	60
32	1989	Extremal behaviour of solutions to a stochastic difference equation with applications to arch processes. (1989). de Vries, Casper ; Resnick, Sidney I. ; de Haan, Laurens ; Rootzen, Holger . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:32:y:1989:i:2:p:213-224. Full description at Econpapers \|\| Download paper	60
33	1975	Importance of system components and fault tree events. (1975). Proschan, Frank ; Barlow, Richard E.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:3:y:1975:i:2:p:153-173. Full description at Econpapers \|\| Download paper	59
34	2005	Nonparametric regression estimation for dependent functional data: asymptotic normality. (2005). Masry, Elias . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:115:y:2005:i:1:p:155-177. Full description at Econpapers \|\| Download paper	58
35	2008	Solvability of backward stochastic differential equations with quadratic growth. (2008). Tevzadze, Revaz . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:118:y:2008:i:3:p:503-515. Full description at Econpapers \|\| Download paper	57
36	1990	Nonparametric regression with long-range dependence. (1990). HART, Jeffrey D. ; Hall, Peter. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:36:y:1990:i:2:p:339-351. Full description at Econpapers \|\| Download paper	55
37	1995	On pathwise stochastic integration. (1995). Karandikar, Rajeeva L.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:57:y:1995:i:1:p:11-18. Full description at Econpapers \|\| Download paper	55
38	1993	Risk theory in a stochastic economic environment. (1993). Paulsen, Jostein . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:46:y:1993:i:2:p:327-361. Full description at Econpapers \|\| Download paper	54
39	1994	Simple conditions for the convergence of the Gibbs sampler and Metropolis-Hastings algorithms. (1994). Roberts, G. O. ; Smith, A. F. M., . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:49:y:1994:i:2:p:207-216. Full description at Econpapers \|\| Download paper	53
40	2013	Some limit theorems for Hawkes processes and application to financial statistics. (2013). Hoffmann, Marc ; Bacry, E. ; Delattre, S. ; Muzy, J. F.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:123:y:2013:i:7:p:2475-2499. Full description at Econpapers \|\| Download paper	52
41	2014	Occupation times of intervals until first passage times for spectrally negative LÃÂ©vy processes. (2014). Renaud, Jean-Franois ; Zhou, Xiaowen ; Loeffen, Ronnie L.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:124:y:2014:i:3:p:1408-1435. Full description at Econpapers \|\| Download paper	49
42	2002	On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case. (2002). Delarue, Franois . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:99:y:2002:i:2:p:209-286. Full description at Econpapers \|\| Download paper	49
43	2007	A forward scheme for backward SDEs. (2007). Denk, Robert ; Bender, Christian. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:117:y:2007:i:12:p:1793-1812. Full description at Econpapers \|\| Download paper	49
44	1999	Stability of stochastic differential equations with Markovian switching. (1999). Mao, Xuerong. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:79:y:1999:i:1:p:45-67. Full description at Econpapers \|\| Download paper	48
45	2000	Optimal portfolios for logarithmic utility. (2000). Kallsen, Jan ; Goll, Thomas. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:89:y:2000:i:1:p:31-48. Full description at Econpapers \|\| Download paper	48
46	2006	Backward stochastic differential equations with jumps and related non-linear expectations. (2006). Royer, Manuela . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:116:y:2006:i:10:p:1358-1376. Full description at Econpapers \|\| Download paper	48
47	2007	Stability of utility-maximization in incomplete markets. (2007). Zitkovic, Gordan ; Larsen, Kasper. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:117:y:2007:i:11:p:1642-1662. Full description at Econpapers \|\| Download paper	47
48	2010	What happens after a default: The conditional density approach. (2010). Jeanblanc, Monique ; Jiao, Ying ; el Karoui, Nicole. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:120:y:2010:i:7:p:1011-1032. Full description at Econpapers \|\| Download paper	46
49	2013	Constructing sublinear expectations on path space. (2013). Nutz, Marcel ; van Handel, Ramon . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:123:y:2013:i:8:p:3100-3121. Full description at Econpapers \|\| Download paper	46
50	2011	Occupation times of spectrally negative LÃÂ©vy processes with applications. (2011). Landriault, David ; Zhou, Xiaowen ; Renaud, Jean-Franois. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:121:y:2011:i:11:p:2629-2641. Full description at Econpapers \|\| Download paper	44

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

#	Year	Title	Cited
1	1981	Martingales and stochastic integrals in the theory of continuous trading. (1981). Harrison, Michael J. ; Pliska, Stanley R.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:11:y:1981:i:3:p:215-260. Full description at Econpapers \|\| Download paper	19
2	2009	Microstructure noise in the continuous case: The pre-averaging approach. (2009). Podolskij, Mark ; Jacod, Jean ; Li, Yingying ; Mykland, Per A. ; Vetter, Mathias . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:119:y:2009:i:7:p:2249-2276. Full description at Econpapers \|\| Download paper	19
3	2002	Environmental Brownian noise suppresses explosions in population dynamics. (2002). Renshaw, Eric ; Mao, Xuerong ; Marion, Glenn . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:97:y:2002:i:1:p:95-110. Full description at Econpapers \|\| Download paper	17
4	2008	Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation. (2008). Peng, Shige. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:118:y:2008:i:12:p:2223-2253. Full description at Econpapers \|\| Download paper	15
5	2004	Dynamic coherent risk measures. (2004). Riedel, Frank. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:112:y:2004:i:2:p:185-200. Full description at Econpapers \|\| Download paper	13
6	2004	Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations. (2004). Bouchard, Bruno ; Touzi, Nizar. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:111:y:2004:i:2:p:175-206. Full description at Econpapers \|\| Download paper	11
7	2008	Solvability of backward stochastic differential equations with quadratic growth. (2008). Tevzadze, Revaz . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:118:y:2008:i:3:p:503-515. Full description at Econpapers \|\| Download paper	10
8	1998	Optimal trading strategy for an investor: the case of partial information. (1998). Lakner, Peter . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:76:y:1998:i:1:p:77-97. Full description at Econpapers \|\| Download paper	10
9	1996	On the Kullback-Leibler information divergence of locally stationary processes. (1996). Dahlhaus, Rainer. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:62:y:1996:i:1:p:139-168. Full description at Econpapers \|\| Download paper	9
10	1995	Utility maximization with partial information. (1995). Lakner, Peter . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:56:y:1995:i:2:p:247-273. Full description at Econpapers \|\| Download paper	9
11	2003	On the optimal stopping problem for one-dimensional diffusions. (2003). Karatzas, Ioannis ; Dayanik, Savas . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:107:y:2003:i:2:p:173-212. Full description at Econpapers \|\| Download paper	8
12	2009	Mean-field backward stochastic differential equations and related partial differential equations. (2009). Li, Juan ; Peng, Shige ; Buckdahn, Rainer . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:119:y:2009:i:10:p:3133-3154. Full description at Econpapers \|\| Download paper	8
13	2009	Pathwise properties and homeomorphic flows for stochastic differential equations driven by G-Brownian motion. (2009). Gao, Fuqing. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:119:y:2009:i:10:p:3356-3382. Full description at Econpapers \|\| Download paper	8
14	1983	A stochastic calculus model of continuous trading: Complete markets. (1983). Harrison, Michael J. ; Pliska, Stanley R.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:15:y:1983:i:3:p:313-316. Full description at Econpapers \|\| Download paper	8
15	2016	Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings. (2016). Chernozhukov, Victor ; Kato, Kengo ; Chetverikov, Denis. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:126:y:2016:i:12:p:3632-3651. Full description at Econpapers \|\| Download paper	8
16	1999	A new weak dependence condition and applications to moment inequalities. (1999). Doukhan, Paul ; Louhichi, Sana . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:84:y:1999:i:2:p:313-342. Full description at Econpapers \|\| Download paper	7
17	1999	Stability of stochastic differential equations with Markovian switching. (1999). Mao, Xuerong. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:79:y:1999:i:1:p:45-67. Full description at Econpapers \|\| Download paper	7
18	2003	Lp solutions of backward stochastic differential equations. (2003). Delyon, B. ; Hu, Y. ; Stoica, L. ; PARDOUX, E. ; Briand, Ph., . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:108:y:2003:i:1:p:109-129. Full description at Econpapers \|\| Download paper	7
19	2016	Multi-dimensional backward stochastic differential equations of diagonally quadratic generators. (2016). Hu, Ying ; Tang, Shanjian. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:126:y:2016:i:4:p:1066-1086. Full description at Econpapers \|\| Download paper	7
20	2008	Asymptotic properties of realized power variations and related functionals of semimartingales. (2008). Jacod, Jean. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:118:y:2008:i:4:p:517-559. Full description at Econpapers \|\| Download paper	7
21	2018	Distribution dependent SDEs for Landau type equations. (2018). Wang, Feng-Yu. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:128:y:2018:i:2:p:595-621. Full description at Econpapers \|\| Download paper	7
22	2011	Stationarity and geometric ergodicity of BEKK multivariate GARCH models. (2011). Boussama, Farid ; Stelzer, Robert ; Fuchs, Florian. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:121:y:2011:i:10:p:2331-2360. Full description at Econpapers \|\| Download paper	7
23	2003	Long-time behaviour of a stochastic prey-predator model. (2003). Rudnicki, Ryszard . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:108:y:2003:i:1:p:93-107. Full description at Econpapers \|\| Download paper	7
24	2006	Portfolio selection under incomplete information. (2006). Brendle, Simon . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:116:y:2006:i:5:p:701-723. Full description at Econpapers \|\| Download paper	7
25	2000	Weak approximation of killed diffusion using Euler schemes. (2000). Gobet, Emmanuel. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:87:y:2000:i:2:p:167-197. Full description at Econpapers \|\| Download paper	6
26	2013	Factor models in high-dimensional time seriesÃ¢â¬âA time-domain approach. (2013). Lippi, Marco ; Hallin, Marc. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:123:y:2013:i:7:p:2678-2695. Full description at Econpapers \|\| Download paper	6
27	2008	Bilateral gamma distributions and processes in financial mathematics. (2008). Tappe, Stefan ; Kuchler, Uwe . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:118:y:2008:i:2:p:261-283. Full description at Econpapers \|\| Download paper	6
28	2006	Backward stochastic differential equations with jumps and related non-linear expectations. (2006). Royer, Manuela . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:116:y:2006:i:10:p:1358-1376. Full description at Econpapers \|\| Download paper	6
29	2008	Weakly dependent chains with infinite memory. (2008). Wintenberger, Olivier ; Doukhan, Paul . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:118:y:2008:i:11:p:1997-2013. Full description at Econpapers \|\| Download paper	6
30	2003	Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks. (2003). Tsitsiashvili, Gurami ; Tang, Qihe. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:108:y:2003:i:2:p:299-325. Full description at Econpapers \|\| Download paper	6
31	1998	Additional logarithmic utility of an insider. (1998). Amendinger, Jurgen ; Imkeller, Peter ; Schweizer, Martin. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:75:y:1998:i:2:p:263-286. Full description at Econpapers \|\| Download paper	6
32	2003	Optimal lifetime consumption-portfolio strategies under trading constraints and generalized recursive preferences. (2003). Skiadas, Costis ; Schroder, Mark . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:108:y:2003:i:2:p:155-202. Full description at Econpapers \|\| Download paper	6
33	2010	Stochastic equations of non-negative processes with jumps. (2010). Li, Zenghu ; Fu, Zongfei . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:120:y:2010:i:3:p:306-330. Full description at Econpapers \|\| Download paper	6
34	2016	Averaging along irregular curves and regularisation of ODEs. (2016). Gubinelli, M ; Catellier, R. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:126:y:2016:i:8:p:2323-2366. Full description at Econpapers \|\| Download paper	6
35	2007	Horizon-unbiased utility functions. (2007). Hobson, David ; Henderson, Vicky. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:117:y:2007:i:11:p:1621-1641. Full description at Econpapers \|\| Download paper	6
36	1995	Stochastic Volterra equations with singular kernels. (1995). Cochran, George W. ; Potthoff, Jurgen ; Lee, Jung-Soon . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:56:y:1995:i:2:p:337-349. Full description at Econpapers \|\| Download paper	6
37	2002	Regular variation of GARCH processes. (2002). Basrak, Bojan ; Mikosch, Thomas ; Davis, Richard A.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:99:y:2002:i:1:p:95-115. Full description at Econpapers \|\| Download paper	6
38	2006	Necessary and sufficient condition for comparison theorem of 1-dimensional stochastic differential equations. (2006). Peng, Shige ; Zhu, Xuehong. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:116:y:2006:i:3:p:370-380. Full description at Econpapers \|\| Download paper	6
39	2017	Edgeworth expansion for the pre-averaging estimator. (2017). Veliyev, Bezirgen ; Yoshida, Nakahiro ; Podolskij, Mark. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:127:y:2017:i:11:p:3558-3595. Full description at Econpapers \|\| Download paper	5
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41	2004	Functional limit theorems for multitype branching processes and generalized PÃÂ³lya urns. (2004). Janson, Svante. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:110:y:2004:i:2:p:177-245. Full description at Econpapers \|\| Download paper	5
42	2013	Some limit theorems for Hawkes processes and application to financial statistics. (2013). Hoffmann, Marc ; Bacry, E. ; Delattre, S. ; Muzy, J. F.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:123:y:2013:i:7:p:2475-2499. Full description at Econpapers \|\| Download paper	5
43	2015	Asymptotic properties of estimators in a stable CoxÃ¢â¬âIngersollÃ¢â¬âRoss model. (2015). Li, Zenghu ; Ma, Chunhua. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:125:y:2015:i:8:p:3196-3233. Full description at Econpapers \|\| Download paper	5
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45	2021	Higher-order small time asymptotic expansion of ItÃ´ semimartingale characteristic function with application to estimation of leverage from options. (2021). Todorov, Viktor. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:142:y:2021:i:c:p:671-705. Full description at Econpapers \|\| Download paper	5
46	2002	Global adapted solution of one-dimensional backward stochastic Riccati equations, with application to the mean-variance hedging. (2002). KOHLMANN, MICHAEL ; Tang, Shanjian. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:97:y:2002:i:2:p:255-288. Full description at Econpapers \|\| Download paper	5
47	2021	Discrete-time simulation of Stochastic Volterra equations. (2021). Yang, Fan ; Tan, Xiaolu ; Richard, Alexandre . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:141:y:2021:i:c:p:109-138. Full description at Econpapers \|\| Download paper	5
48	2017	Least squares estimators for stochastic differential equations driven by small LÃÂ©vy noises. (2017). Long, Hongwei ; Shimizu, Yasutaka ; Ma, Chunhua. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:127:y:2017:i:5:p:1475-1495. Full description at Econpapers \|\| Download paper	5
49	1992	M-estimation for autoregressions with infinite variance. (1992). Liu, Jian ; Davis, Richard A. ; Knight, Keith. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:40:y:1992:i:1:p:145-180. Full description at Econpapers \|\| Download paper	5
50	1999	Adaptive estimation in diffusion processes. (1999). Hoffmann, Marc. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:79:y:1999:i:1:p:135-163. Full description at Econpapers \|\| Download paper	5

Citing documents used to compute impact factor: 42

Year	Title
2024	Metastability for the degenerate Potts Model with positive external magnetic field under Glauber dynamics. (2024). Nardi, F R ; Gallo, Anna ; Bet, Gianmarco. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:172:y:2024:i:c:s0304414924000498. Full description at Econpapers \|\| Download paper
2024	Nash equilibria for dividend distribution with competition. (2023). Gensbittel, Fabien ; de Angelis, Tiziano ; Villeneuve, St'Ephane. In: Papers. RePEc:arx:papers:2312.07703. Full description at Econpapers \|\| Download paper
2024	Thermal Macroeconomics: An axiomatic theory of aggregate economic phenomena. (2024). MacKay, R S ; Chater, N J. In: Papers. RePEc:arx:papers:2412.00886. Full description at Econpapers \|\| Download paper
2024	Nonnegativity preserving convolution kernels. Application to Stochastic Volterra Equations in closed convex domains and their approximation. (2023). Alfonsi, Aur'Elien. In: Papers. RePEc:arx:papers:2302.07758. Full description at Econpapers \|\| Download paper
2024	A Hawkes model with CARMA(p,q) intensity. (2024). Rroji, Edit ; Perchiazzo, Andrea ; Mercuri, Lorenzo. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:116:y:2024:i:c:p:1-26. Full description at Econpapers \|\| Download paper
2024	New asymptotic expansion formula via Malliavin calculus and its application to rough differential equation driven by fractional Brownian motion. (2023). Yamada, Toshihiro ; Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf563. Full description at Econpapers \|\| Download paper
2024	Solutions for Poissonian stopping problems of linear diffusions via extremal processes. (2024). Saarinen, Harto ; Lempa, Jukka ; Sillanpaa, Wiljami. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:172:y:2024:i:c:s0304414924000577. Full description at Econpapers \|\| Download paper
2024	Orthogonal intertwiners for infinite particle systems in the continuum. (2024). Wagner, Stefan. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:168:y:2024:i:c:s0304414923002417. Full description at Econpapers \|\| Download paper
2024	Generalized divergences for statistical evaluation of uncertainty in long-memory processes. (2024). Yoshioka, Yumi. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:182:y:2024:i:c:s0960077924001784. Full description at Econpapers \|\| Download paper
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2024	Measure-valued affine and polynomial diffusions. (2024). Svaluto-Ferro, Sara ; di Persio, Luca ; Guida, Francesco ; Cuchiero, Christa. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:175:y:2024:i:c:s030441492400098x. Full description at Econpapers \|\| Download paper
2024	. Full description at Econpapers \|\| Download paper
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2024	Multi-dimensional mean-reflected BSDEs driven by G-Brownian motion with time-varying non-Lipschitz coefficients. (2024). He, Wei. In: Statistics & Probability Letters. RePEc:eee:stapro:v:206:y:2024:i:c:s0167715223002018. Full description at Econpapers \|\| Download paper
2024	No smooth phase transition for the nodal length of band-limited spherical random fields. (2024). Todino, Anna Paola. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:169:y:2024:i:c:s0304414923002454. Full description at Econpapers \|\| Download paper
2024
2024	Quenched large deviations in renewal theory. (2024). Zamparo, Marco ; den Hollander, Frank. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:175:y:2024:i:c:s0304414924001200. Full description at Econpapers \|\| Download paper
2024	One-dimensional McKeanâVlasov stochastic variational inequalities and coupled BSDEs with locally HÃ¶lder noise coefficients. (2024). Zheng, Jinwei ; Wu, Jing ; Ning, Ning. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:171:y:2024:i:c:s0304414924000218. Full description at Econpapers \|\| Download paper
2024
2024	Nematic phase of the n-component cubic-spin spin glass in d = 3: Liquid-crystal phase in a dirty magnet. (2024). Berker, Nihat A ; Sarman, Deniz ; Artun, Can E. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:640:y:2024:i:c:s0378437124002188. Full description at Econpapers \|\| Download paper
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2024	Zero-sum stopper vs. singular-controller games with constrained control directions. (2023). Palczewski, Jan ; de Angelis, Tiziano ; Bovo, Andrea. In: Papers. RePEc:arx:papers:2306.05113. Full description at Econpapers \|\| Download paper
2024	The mutation process on the ancestral line under selection. (2024). Cordero, F ; di Gaspero, E ; Baake, E. In: Theoretical Population Biology. RePEc:eee:thpobi:v:158:y:2024:i:c:p:60-75. Full description at Econpapers \|\| Download paper
2024	Deep Signature Algorithm for Path-Dependent American option pricing. (2022). Bayraktar, Erhan ; Zhang, Zhaoyu ; Feng, QI. In: Papers. RePEc:arx:papers:2211.11691. Full description at Econpapers \|\| Download paper
2024	Exponential ergodicity of LÃ©vy driven Langevin dynamics with singular potentials. (2024). Wang, Jian ; Fang, Rongjuan ; Bao, Jianhai. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:172:y:2024:i:c:s0304414924000474. Full description at Econpapers \|\| Download paper
2024	Invariance of Brownian motion associated with exponential functionals. (2024). Hariya, Yuu. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:167:y:2024:i:c:s0304414923002077. Full description at Econpapers \|\| Download paper
2024
2024	Lyapunov function for interacting reinforced stochastic processes via Hopfieldâs energy function. (2024). Pires, Benito. In: Statistics & Probability Letters. RePEc:eee:stapro:v:205:y:2024:i:c:s0167715223001815. Full description at Econpapers \|\| Download paper
2024	On the local limit theorems for linear sequences of lower psi-mixing Markov chains. (2024). Zhang, NA ; Sang, Hailin ; Peligrad, Magda. In: Statistics & Probability Letters. RePEc:eee:stapro:v:210:y:2024:i:c:s0167715224000774. Full description at Econpapers \|\| Download paper
2024
2024	Optimal stopping of Gauss-Markov bridges. (2022). Garc, Eduardo ; D'Auria, Bernardo ; Azze, Abel. In: Papers. RePEc:arx:papers:2211.05835. Full description at Econpapers \|\| Download paper
2024	Optimal stopping of an OrnsteinâUhlenbeck bridge. (2024). Garcia-Portugues, E ; Dauria, B ; Azze, A. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:172:y:2024:i:c:s0304414924000486. Full description at Econpapers \|\| Download paper
2024	Continuous-state branching processes with collisions: First passage times and duality. (2024). Vidmar, Matija ; Foucart, Clement. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:167:y:2024:i:c:s0304414923002028. Full description at Econpapers \|\| Download paper
2024	A generalization bound of deep neural networks for dependent data. (2024). Si, Lam ; Nguyen, Binh T ; Do, Quan Huu. In: Statistics & Probability Letters. RePEc:eee:stapro:v:208:y:2024:i:c:s0167715224000294. Full description at Econpapers \|\| Download paper
2024	Asymptotic expansion of the quadratic variation of fractional stochastic differential equation. (2024). Yoshida, Nakahiro ; Yamagishi, Hayate. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:175:y:2024:i:c:s0304414924000954. Full description at Econpapers \|\| Download paper
2024	One-dimensional McKeanâVlasov stochastic Volterra equations with HÃ¶lder diffusion coefficients. (2024). Zhang, Hua ; Luo, Liangqing ; Jie, Lijuan. In: Statistics & Probability Letters. RePEc:eee:stapro:v:205:y:2024:i:c:s0167715223001943. Full description at Econpapers \|\| Download paper
2024	Matrix norm based hybrid Shapley and iterative methods for the solution of stochastic matrix games. (2024). Perc, Matja ; Ure, Nazim Kemal ; Ozkaya, Murat ; Zgi, Burhaneddin. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:473:y:2024:i:c:s0096300324001103. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2024

Year	Citing document
2024	On non-negative solutions of stochastic Volterra equations with jumps and non-Lipschitz coefficients. (2024). Szulda, Guillaume ; Alfonsi, Aur'Elien. In: Papers. RePEc:arx:papers:2402.19203. Full description at Econpapers \|\| Download paper
2024	Crypto Inverse-Power Options and Fractional Stochastic Volatility. (2024). Xia, Weixuan ; Li, Boyi. In: Papers. RePEc:arx:papers:2403.16006. Full description at Econpapers \|\| Download paper
2024
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2024

Recent citations received in 2023

Year	Citing document
2023	Driven and non-driven surface chaos in spin-glass sponges. (2023). Artun, Can E ; Pekta, Yiit Erta ; Berker, Nihat A. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:176:y:2023:i:c:s0960077923010615. Full description at Econpapers \|\| Download paper
2023	Global AshkinâTeller phase diagrams in two and three dimensions: Multicritical bifurcation versus double tricriticalityâendpoint. (2023). Berker, Nihat A ; Keolu, Ibrahim. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:630:y:2023:i:c:s0378437123008038. Full description at Econpapers \|\| Download paper
2023
2023	Parameter estimation of discretely observed interacting particle systems. (2023). Podolskij, Mark ; Pilipauskait, Vytaut ; Heidari, Akram ; Amorino, Chiara. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:163:y:2023:i:c:p:350-386. Full description at Econpapers \|\| Download paper
2023	Asymptotic deviation bounds for cumulative processes. (2023). Costa, Manon ; Colombani, Laetitia ; Cattiaux, Patrick. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:163:y:2023:i:c:p:85-105. Full description at Econpapers \|\| Download paper
2023	Uniqueness of first passage time distributions via Fredholm integral equations. (2023). Hallmann, Oskar ; Fischer, Simon ; Christensen, Soren. In: Statistics & Probability Letters. RePEc:eee:stapro:v:203:y:2023:i:c:s0167715223001360. Full description at Econpapers \|\| Download paper
2023	Nash equilibria for dividend distribution with competition. (2023). Villeneuve, Stephane ; Gensbittel, Fabien ; de Angelis, Tiziano. In: TSE Working Papers. RePEc:tse:wpaper:128772. Full description at Econpapers \|\| Download paper

Recent citations received in 2022

Year	Citing document
2022	Robustness of Hilbert space-valued stochastic volatility models. (2022). Eyjolfsson, Heidar ; Benth, Fred Espen. In: Papers. RePEc:arx:papers:2211.16071. Full description at Econpapers \|\| Download paper
2022	Reconstructing Volatility: Pricing of Index Options under Rough Volatility. (2022). Wagenhofer, Thomas ; Friz, Peter K. In: Papers. RePEc:arx:papers:2212.07817. Full description at Econpapers \|\| Download paper
2022	Long bet will lose: demystifying seemingly fair gambling via two-armed Futurity bandit. (2022). Yan, Xiaodong ; Wang, Wei ; Liang, Huaijin ; Chen, Zengjing. In: Papers. RePEc:arx:papers:2212.11766. Full description at Econpapers \|\| Download paper
2022	Vulnerable European and American Options in a Market Model with Optional Hazard Process. (2022). Rutkowski, Marek ; Liu, Ruyi. In: Papers. RePEc:arx:papers:2212.12860. Full description at Econpapers \|\| Download paper
2022	Distribution dependent SDEs driven by fractional Brownian motions. (2022). Yuan, Chenggui ; Suo, Yongqiang ; Huang, Xing ; Fan, Xiliang. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:151:y:2022:i:c:p:23-67. Full description at Econpapers \|\| Download paper
2022	On ruin probabilities with investments in a risky asset with a regime-switching price. (2022). Pergamenshchikov, Sergey ; Kabanov, Yuri . In: Finance and Stochastics. RePEc:spr:finsto:v:26:y:2022:i:4:d:10.1007_s00780-022-00483-w. Full description at Econpapers \|\| Download paper
2022	Harvesting of a Stochastic Population Under a Mixed Regular-Singular Control Formulation. (2022). Yin, George ; Tran, Ky Q. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:195:y:2022:i:3:d:10.1007_s10957-022-02127-7. Full description at Econpapers \|\| Download paper
2022	A dual skew symmetry for transient reflected Brownian motion in an orthant. (2022). Raschel, Kilian ; Franceschi, Sandro. In: Queueing Systems: Theory and Applications. RePEc:spr:queues:v:102:y:2022:i:1:d:10.1007_s11134-022-09853-9. Full description at Econpapers \|\| Download paper

Recent citations received in 2021

Year	Citing document
2021	Large deviations for fractional volatility models with non-Gaussian volatility driver. (2021). Gulisashvili, Archil ; Gerstenecker, Christoph ; Gerhold, Stefan. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:142:y:2021:i:c:p:580-600. Full description at Econpapers \|\| Download paper
2021	Transportation cost inequality for backward stochastic differential equations with mean reflection. (2021). Li, Ruinan ; Dai, Yin . In: Statistics & Probability Letters. RePEc:eee:stapro:v:177:y:2021:i:c:s0167715221001292. Full description at Econpapers \|\| Download paper
2021	. Full description at Econpapers \|\| Download paper
2021	. Full description at Econpapers \|\| Download paper
2021	SPHARMA approximations for stationary functional time series on the sphere. (2021). Caponera, Alessia. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:24:y:2021:i:3:d:10.1007_s11203-021-09244-6. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	Stochastic Processes and their Applications / Elsevier	47	1347
2	Papers / arXiv.org	90	965
3			389
4	Statistics & Probability Letters / Elsevier	35	334
5			244
6	Finance and Stochastics / Springer	56	153
7	Journal of Econometrics / Elsevier	231	121
8	Methodology and Computing in Applied Probability / Springer	15	116
9	Statistical Inference for Stochastic Processes / Springer	15	99
10	Chaos, Solitons & Fractals / Elsevier	41	96
11	Applied Mathematics and Computation / Elsevier	30	81