Edit Profile (opens in new tab) Beran, Jan Co-Author Distance Author ID: beran.jan Published as: Beran, Jan; Beran, J. Homepage: https://www.math.uni-konstanz.de/~beran/Docs/index.html External Links: MGP Documents Indexed: 71 Publications since 1986, including 5 Books Co-Authors: 43 Co-Authors with 55 Joint Publications 671 Co-Co-Authors all top 5 Co-Authors 16 single-authored 16 Ghosh, Sucharita 10 Feng, Yuanhua 6 Telkmann, Klaus 4 Liu, Haiyan 4 Schell, Dieter 3 Schützner, Martin 3 Steffens, Britta 2 Heiler, Mark A. 2 Ocker, Dirk 2 Shumeyko, Yevgen 2 Terrin, Norma 2 Weiershäuser, Arno 1 Barnat, Jiří 1 Bauch, Petr 1 Beneš, Nikola 1 Bhansali, Rajendra J. 1 Brim, Luboš 1 Das, Bikramjit 1 Djaïdja, Abdel-Yazid Karim 1 Farquharson, Franziska 1 Galizia, C. Giovanni 1 Gasser, Theo 1 Hampel, Frank R. 1 Heiler, Siegfried 1 Kabitz, Hans-Joachim 1 Kratochvíla, Tomáš 1 Kulik, Rafał 1 Künsch, Hans Rudolf 1 Kustermann, Max 1 Mainik, Georg 1 Mazzola, Guerino 1 Menéndez, Patricia 1 Näscher, Jeremy 1 Rein, Julia 1 Sabzikar, Farzad 1 Schumm, Nadja 1 Sibbertsen, Philipp 1 Smith, Brian Hendee 1 Stehlík, Milan 1 Strauch, Martin 1 Surgailis, Donatas 1 Walterspacher, Stephan 1 Yu, Keming all top 5 Serials 8 Journal of Time Series Analysis 6 Journal of Multivariate Analysis 6 Journal of Statistical Planning and Inference 5 Biometrika 5 Communications in Statistics. Theory and Methods 4 Statistical Methodology 3 Scandinavian Journal of Statistics 3 Annals of the Institute of Statistical Mathematics 3 Computational Statistics and Data Analysis 3 Bernoulli 2 Lithuanian Mathematical Journal 2 Journal of the American Statistical Association 2 Journal of the Royal Statistical Society. Series B 2 Statistical Papers 2 Journal of Statistical Theory and Practice 2 Sankhyā. Series B 1 The Annals of Statistics 1 Statistics & Probability Letters 1 Statistical Science 1 Formal Aspects of Computing 1 Journal of Nonparametric Statistics 1 IMA Journal of Management Mathematics 1 Monographs on Statistics and Applied Probability 1 Interdisciplinary Statistics all top 5 Fields 67 Statistics (62-XX) 16 Probability theory and stochastic processes (60-XX) 9 Numerical analysis (65-XX) 3 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Harmonic analysis on Euclidean spaces (42-XX) 1 General and overarching topics; collections (00-XX) 1 Computer science (68-XX) 1 Geophysics (86-XX) 1 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 58 Publications have been cited 1,332 times in 1,040 Documents Cited by ▼ Year ▼ Statistics for long-memory processes. Zbl 0869.60045 Beran, Jan 700 1994 Long-memory processes. Probabilistic properties and statistical methods. Zbl 1282.62187 Beran, Jan; Feng, Yuanhua; Ghosh, Sucharita; Kulik, Rafal 128 2013 Maximum likelihood estimation of the differencing parameter for invertible short and long memory autoregressive integrated moving average models. Zbl 0827.62088 Beran, Jan 44 1995 Testing for a change of the long-memory parameter. Zbl 0866.62055 Beran, Jan; Terrin, Norma 44 1996 Fitting long-memory models by generalized linear regression. Zbl 0800.62521 Beran, Jan 31 1993 SEMIFAR models – a semiparametric approach to modelling trends, long-range dependence and nonstationarity. Zbl 0993.62079 Beran, Jan; Feng, Yuanhua 31 2002 Local polynomial fitting with long-memory, short-memory and antipersistent errors. Zbl 1012.62033 Beran, Jan; Feng, Yuanhua 30 2002 The harmonic moment tail index estimator: asymptotic distribution and robustness. Zbl 1281.62123 Beran, Jan; Schell, Dieter; Stehlík, Milan 30 2014 On unified model selection for stationary and nonstationary short- and long-memory autoregressive processes. Zbl 1054.62581 Beran, J.; Bhansali, R. J.; Ocker, D. 27 1998 \(M\) estimators of location for Gaussian and related processes with slowly decaying serial correlations. Zbl 0738.62082 Beran, Jan 25 1991 Local polynomial estimation with a FARIMA-GARCH error process. Zbl 0985.62033 Beran, Jan; Feng, Yuanhua 16 2001 On parameter estimation for locally stationary long-memory processes. Zbl 1156.62055 Beran, Jan 16 2009 Root-n-consistent estimation in partial linear models with long-memory errors. Zbl 0910.62032 Beran, Jan; Ghosh, Sucharita 15 1998 On least squares estimation for long-memory lattice processes. Zbl 1175.62101 Beran, Jan; Ghosh, Sucharita; Schell, Dieter 14 2009 Contrasts under long-range correlations. Zbl 0795.62077 Künsch, H.; Beran, J.; Hampel, F. 12 1993 From short to long memory: aggregation and estimation. Zbl 1284.62544 Beran, Jan; Schützner, Martin; Ghosh, Sucharita 12 2010 On robust tail index estimation. Zbl 1255.62149 Beran, Jan; Schell, Dieter 11 2012 Slowly decaying correlations, testing normality, nuisance parameters. Zbl 0735.62084 Beran, Jan; Ghosh, Sucharita 10 1991 A goodness-of-fit test for times series with long range dependence. Zbl 0775.62226 Beran, Jan 10 1992 A test of location for data with slowly decaying serial correlations. Zbl 0669.62080 Beran, Jan 8 1989 On a class of \(M\)-estimators for Gaussian long-memory models. Zbl 0812.62089 Beran, Jan 8 1994 On estimating the cumulant generating function of linear processes. Zbl 1095.62105 Ghosh, Sucharita; Beran, Jan 8 2006 Estimation of the long-memory parameter, based on a multivariate central limit theorem. Zbl 0794.62054 Beran, Jan; Terrin, Norma 8 1994 SEMIFAR forecasts, with applications to foreign exchange rates. Zbl 1045.62530 Beran, Jan; Ocker, Dirk 7 1999 Nonparametric M-estimation with long-memory errors. Zbl 1021.62025 Beran, Jan; Ghosh, Sucharita; Sibbertsen, Philipp 7 2003 On location estimation for LARCH processes. Zbl 1097.62078 Beran, Jan 6 2006 On rapid change points under long memory. Zbl 1204.62150 Menéndez, Patricia; Ghosh, Sucharita; Beran, Jan 6 2010 Estimation, testing and prediction for self-similar and related processes. Zbl 0689.62073 Beran, Jan 5 1986 On approximate pseudo-maximum likelihood estimation for LARCH-processes. Zbl 1200.62100 Beran, Jan; Schützner, Martin 5 2009 Credit risk modeling based on survival analysis with immunes. Zbl 1248.91095 Beran, Jan; Djaïdja, Abdel-Yazid Karim 4 2007 On estimation of mean and covariance functions in repeated time series with long-memory errors. Zbl 1307.62108 Beran, Jan; Liu, Haiyan 4 2014 Analysing sanity of requirements for avionics systems. Zbl 1335.68131 Barnat, Jiří; Bauch, Petr; Beneš, Nikola; Brim, Luboš; Beran, Jan; Kratochvíla, Tomáš 4 2016 On spline regression under Gaussian subordination with long memory. Zbl 1327.62459 Beran, Jan; Weiershäuser, Arno 3 2011 Modifying the double smoothing bandwidth selector in nonparametric regression. Zbl 1463.62116 Beran, Jan; Feng, Yuanhua; Heiler, Siegfried 3 2009 Statistics in musicology. Zbl 1033.62109 Beran, Jan 3 2004 On robust tail index estimation for linear long-memory processes. Zbl 1301.62080 Beran, Jan; Das, Bikramjit; Schell, Dieter 3 2012 Estimation of eigenvalues, eigenvectors and scores in FDA models with dependent errors. Zbl 1334.62053 Beran, Jan; Liu, Haiyan 3 2016 A nonparametric regression cross spectrum for multivariate time series. Zbl 1139.62048 Beran, Jan; Heiler, Mark A. 2 2008 On asymptotically optimal wavelet estimation of trend functions under long-range dependence. Zbl 1235.62124 Beran, Jan; Shumeyko, Yevgen 2 2012 Weighted averages and local polynomial estimation for fractional linear ARCH processes. Zbl 1155.62063 Beran, Jan; Feng, Yuanhua 2 2007 Modelling financial time series with SEMIFAR-GARCH model. Zbl 1152.91509 Feng, Yuanhua; Beran, Jan; Yu, Keming 2 2007 On piecewise polynomial regression under general dependence conditions, with an application to calcium-imaging data. Zbl 1305.62318 Beran, Jan; Weiershäuser, Arno; Galizia, C. Giovanni; Rein, Julia; Smith, Brian H.; Strauch, Martin 2 2014 Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models. Zbl 1378.62058 Beran, Jan; Feng, Yuanhua; Ghosh, Sucharita 2 2015 Optimal convergence rates in non-parametric regression with fractional time series errors. Zbl 1274.62280 Feng, Yuanhua; Beran, Jan 2 2013 Estimating the mean direction of strongly dependent circular time series. Zbl 1445.62218 Beran, Jan; Ghosh, Sucharita 2 2020 Mathematical foundations of time series analysis. A concise introduction. Zbl 1414.62001 Beran, Jan 2 2017 On local trigonometric regression under dependence. Zbl 1416.62471 Beran, Jan; Steffens, Britta; Ghosh, Sucharita 2 2018 Estimation of a nonparametric regression spectrum for multivariate time series. Zbl 1220.62038 Beran, Jan; Heiler, Mark A. 1 2009 Estimation of the dominating frequency for stationary and nonstationary fractional autoregressive models. Zbl 0972.62087 Beran, Jan; Ghosh, Sucharita 1 2000 Analyzing musical structure and performance – a statistical approach. Zbl 1059.62754 Beran, Jan; Mazzola, Guerino 1 1999 Goodness if fit tests and long-range dependence. Zbl 0735.62043 Beran, Jan; Ghosh, Sucharita 1 1991 On M-estimation under long-range dependence in volatility. Zbl 1164.62039 Beran, Jan 1 2007 On the effect of long-range dependence on extreme value copula estimation with fixed marginals. Zbl 1349.62393 Beran, Jan 1 2016 On non parametric statistical inference for densities under long-range dependence. Zbl 1379.62028 Beran, Jan; Schumm, Nadja 1 2017 On two sample inference for eigenspaces in functional data analysis with dependent errors. Zbl 1353.62042 Beran, Jan; Liu, Haiyan; Telkmann, Klaus 1 2016 The effect of long memory in volatility on location estimation. Zbl 1193.62154 Beran, Jan; Schützner, Martin 1 2008 On estimating extremal dependence structures by parametric spectral measures. Zbl 1486.62138 Beran, Jan; Mainik, Georg 1 2014 On nonparametric density estimation for multivariate linear long-memory processes. Zbl 1511.62210 Beran, Jan; Telkmann, Klaus 1 2018 Estimating the mean direction of strongly dependent circular time series. Zbl 1445.62218 Beran, Jan; Ghosh, Sucharita 2 2020 On local trigonometric regression under dependence. Zbl 1416.62471 Beran, Jan; Steffens, Britta; Ghosh, Sucharita 2 2018 On nonparametric density estimation for multivariate linear long-memory processes. Zbl 1511.62210 Beran, Jan; Telkmann, Klaus 1 2018 Mathematical foundations of time series analysis. A concise introduction. Zbl 1414.62001 Beran, Jan 2 2017 On non parametric statistical inference for densities under long-range dependence. Zbl 1379.62028 Beran, Jan; Schumm, Nadja 1 2017 Analysing sanity of requirements for avionics systems. Zbl 1335.68131 Barnat, Jiří; Bauch, Petr; Beneš, Nikola; Brim, Luboš; Beran, Jan; Kratochvíla, Tomáš 4 2016 Estimation of eigenvalues, eigenvectors and scores in FDA models with dependent errors. Zbl 1334.62053 Beran, Jan; Liu, Haiyan 3 2016 On the effect of long-range dependence on extreme value copula estimation with fixed marginals. Zbl 1349.62393 Beran, Jan 1 2016 On two sample inference for eigenspaces in functional data analysis with dependent errors. Zbl 1353.62042 Beran, Jan; Liu, Haiyan; Telkmann, Klaus 1 2016 Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models. Zbl 1378.62058 Beran, Jan; Feng, Yuanhua; Ghosh, Sucharita 2 2015 The harmonic moment tail index estimator: asymptotic distribution and robustness. Zbl 1281.62123 Beran, Jan; Schell, Dieter; Stehlík, Milan 30 2014 On estimation of mean and covariance functions in repeated time series with long-memory errors. Zbl 1307.62108 Beran, Jan; Liu, Haiyan 4 2014 On piecewise polynomial regression under general dependence conditions, with an application to calcium-imaging data. Zbl 1305.62318 Beran, Jan; Weiershäuser, Arno; Galizia, C. Giovanni; Rein, Julia; Smith, Brian H.; Strauch, Martin 2 2014 On estimating extremal dependence structures by parametric spectral measures. Zbl 1486.62138 Beran, Jan; Mainik, Georg 1 2014 Long-memory processes. Probabilistic properties and statistical methods. Zbl 1282.62187 Beran, Jan; Feng, Yuanhua; Ghosh, Sucharita; Kulik, Rafal 128 2013 Optimal convergence rates in non-parametric regression with fractional time series errors. Zbl 1274.62280 Feng, Yuanhua; Beran, Jan 2 2013 On robust tail index estimation. Zbl 1255.62149 Beran, Jan; Schell, Dieter 11 2012 On robust tail index estimation for linear long-memory processes. Zbl 1301.62080 Beran, Jan; Das, Bikramjit; Schell, Dieter 3 2012 On asymptotically optimal wavelet estimation of trend functions under long-range dependence. Zbl 1235.62124 Beran, Jan; Shumeyko, Yevgen 2 2012 On spline regression under Gaussian subordination with long memory. Zbl 1327.62459 Beran, Jan; Weiershäuser, Arno 3 2011 From short to long memory: aggregation and estimation. Zbl 1284.62544 Beran, Jan; Schützner, Martin; Ghosh, Sucharita 12 2010 On rapid change points under long memory. Zbl 1204.62150 Menéndez, Patricia; Ghosh, Sucharita; Beran, Jan 6 2010 On parameter estimation for locally stationary long-memory processes. Zbl 1156.62055 Beran, Jan 16 2009 On least squares estimation for long-memory lattice processes. Zbl 1175.62101 Beran, Jan; Ghosh, Sucharita; Schell, Dieter 14 2009 On approximate pseudo-maximum likelihood estimation for LARCH-processes. Zbl 1200.62100 Beran, Jan; Schützner, Martin 5 2009 Modifying the double smoothing bandwidth selector in nonparametric regression. Zbl 1463.62116 Beran, Jan; Feng, Yuanhua; Heiler, Siegfried 3 2009 Estimation of a nonparametric regression spectrum for multivariate time series. Zbl 1220.62038 Beran, Jan; Heiler, Mark A. 1 2009 A nonparametric regression cross spectrum for multivariate time series. Zbl 1139.62048 Beran, Jan; Heiler, Mark A. 2 2008 The effect of long memory in volatility on location estimation. Zbl 1193.62154 Beran, Jan; Schützner, Martin 1 2008 Credit risk modeling based on survival analysis with immunes. Zbl 1248.91095 Beran, Jan; Djaïdja, Abdel-Yazid Karim 4 2007 Weighted averages and local polynomial estimation for fractional linear ARCH processes. Zbl 1155.62063 Beran, Jan; Feng, Yuanhua 2 2007 Modelling financial time series with SEMIFAR-GARCH model. Zbl 1152.91509 Feng, Yuanhua; Beran, Jan; Yu, Keming 2 2007 On M-estimation under long-range dependence in volatility. Zbl 1164.62039 Beran, Jan 1 2007 On estimating the cumulant generating function of linear processes. Zbl 1095.62105 Ghosh, Sucharita; Beran, Jan 8 2006 On location estimation for LARCH processes. Zbl 1097.62078 Beran, Jan 6 2006 Statistics in musicology. Zbl 1033.62109 Beran, Jan 3 2004 Nonparametric M-estimation with long-memory errors. Zbl 1021.62025 Beran, Jan; Ghosh, Sucharita; Sibbertsen, Philipp 7 2003 SEMIFAR models – a semiparametric approach to modelling trends, long-range dependence and nonstationarity. Zbl 0993.62079 Beran, Jan; Feng, Yuanhua 31 2002 Local polynomial fitting with long-memory, short-memory and antipersistent errors. Zbl 1012.62033 Beran, Jan; Feng, Yuanhua 30 2002 Local polynomial estimation with a FARIMA-GARCH error process. Zbl 0985.62033 Beran, Jan; Feng, Yuanhua 16 2001 Estimation of the dominating frequency for stationary and nonstationary fractional autoregressive models. Zbl 0972.62087 Beran, Jan; Ghosh, Sucharita 1 2000 SEMIFAR forecasts, with applications to foreign exchange rates. Zbl 1045.62530 Beran, Jan; Ocker, Dirk 7 1999 Analyzing musical structure and performance – a statistical approach. Zbl 1059.62754 Beran, Jan; Mazzola, Guerino 1 1999 On unified model selection for stationary and nonstationary short- and long-memory autoregressive processes. Zbl 1054.62581 Beran, J.; Bhansali, R. J.; Ocker, D. 27 1998 Root-n-consistent estimation in partial linear models with long-memory errors. Zbl 0910.62032 Beran, Jan; Ghosh, Sucharita 15 1998 Testing for a change of the long-memory parameter. Zbl 0866.62055 Beran, Jan; Terrin, Norma 44 1996 Maximum likelihood estimation of the differencing parameter for invertible short and long memory autoregressive integrated moving average models. Zbl 0827.62088 Beran, Jan 44 1995 Statistics for long-memory processes. Zbl 0869.60045 Beran, Jan 700 1994 On a class of \(M\)-estimators for Gaussian long-memory models. Zbl 0812.62089 Beran, Jan 8 1994 Estimation of the long-memory parameter, based on a multivariate central limit theorem. Zbl 0794.62054 Beran, Jan; Terrin, Norma 8 1994 Fitting long-memory models by generalized linear regression. Zbl 0800.62521 Beran, Jan 31 1993 Contrasts under long-range correlations. Zbl 0795.62077 Künsch, H.; Beran, J.; Hampel, F. 12 1993 A goodness-of-fit test for times series with long range dependence. Zbl 0775.62226 Beran, Jan 10 1992 \(M\) estimators of location for Gaussian and related processes with slowly decaying serial correlations. Zbl 0738.62082 Beran, Jan 25 1991 Slowly decaying correlations, testing normality, nuisance parameters. Zbl 0735.62084 Beran, Jan; Ghosh, Sucharita 10 1991 Goodness if fit tests and long-range dependence. Zbl 0735.62043 Beran, Jan; Ghosh, Sucharita 1 1991 A test of location for data with slowly decaying serial correlations. Zbl 0669.62080 Beran, Jan 8 1989 Estimation, testing and prediction for self-similar and related processes. Zbl 0689.62073 Beran, Jan 5 1986 all cited Publications top 5 cited Publications all top 5 Cited by 1,317 Authors 37 Beran, Jan 29 Surgailis, Donatas 22 Li, Ming 17 Ghosh, Sucharita 16 Taqqu, Murad S. 16 Wang, Lihong 15 Koul, Hira Lal 13 Reisen, Valdério Anselmo 12 Kulik, Rafał 12 Leonenko, Nikolai N. 12 Palma, Wilfredo 12 Robinson, Peter Michael 11 Nielsen, Morten Ørregaard 11 Pipiras, Vladas 10 Feng, Yuanhua 10 Ginovyan, Mamikon S. 10 Peiris, M. Shelton 9 Leal de Carvalho Gomes, Maria Ivette 9 Lopes, Sílvia R. C. 9 Philippe, Anne 9 Sikora, Grzegorz 9 Wyłomańska, Agnieszka 9 Zhao, Wei 8 Gil-Alana, Luis Alberiko 8 Lai, Dejian 8 Poskitt, Donald Stephen 8 Tarasov, Vasily E. 7 Baek, Changryong 7 Chan, Ngai Hang 7 Lahiri, Soumendra Nath 7 Leipus, Remigijus 7 Olenko, Andriy Yakovych 7 Sibbertsen, Philipp 7 Tsai, Henghsiu 6 Bardet, Jean-Marc 6 Bisaglia, Luisa 6 Boutahar, Mohamed 6 Chronopoulou, Alexandra 6 Crato, Nuno 6 Gao, Jiti 6 Giraitis, Liudas 6 Guégan, Dominique 6 Lavancier, Frédéric 6 Li, Linyuan 6 McElroy, Tucker S. 6 Sahakyan, Artur A. 6 Samorodnitsky, Gennady Pinkhosovich 6 Stehlík, Milan 6 Tudor, Ciprian A. 6 Wu, Wei Biao 6 Zhang, Qiang 5 Anh, Vo V. 5 Baillie, Richard T. 5 Bondon, Pascal 5 Caeiro, Frederico 5 Coeurjolly, Jean-François 5 Didier, Gustavo 5 Kapetanios, George 5 Kumar, Arun 5 Lillo, Fabrizio 5 Mielniczuk, Jan 5 Moulines, Eric 5 Pilipauskaitė, Vytautė 5 Ruiz-Medina, María Dolores 5 Vieu, Philippe 5 Xiao, Yimin 4 Abry, Patrice 4 Bai, Shuyang 4 Benhenni, Karim 4 Bianchi, Sergio 4 Chan, Kung-Sik 4 Chen, Yangquan 4 El-Bassiouny, Ahmed H. 4 Farmer, James Doyne 4 Gerolimetto, Margherita 4 Grublytė, Ieva 4 Haldrup, Niels 4 Hidalgo, Javier 4 Jordanova, Pavlina Kalcheva 4 Ko, Kyungduk 4 Kokoszka, Piotr S. 4 Kristoufek, Ladislav 4 Li, Degui 4 Lieberman, Offer 4 Lin, Yanxia 4 Martin, Gael M. 4 Mishura, Yuliya Stepanivna 4 Nordman, Daniel J. 4 Peligrad, Magda 4 Pestana, Dinis Duarte 4 Politis, Dimitris Nicolas 4 Proietti, Tommaso 4 Resnick, Sidney Ira 4 Shang, Han Lin 4 Shitan, Mahendran 4 Spodarev, Evgueni 4 Telkmann, Klaus 4 Torres Román, Deni 4 Velasco, Carlos 4 Viens, Frederi G. ...and 1,217 more Authors all top 5 Cited in 197 Serials 65 Journal of Statistical Planning and Inference 61 Journal of Time Series Analysis 44 Computational Statistics and Data Analysis 40 Journal of Econometrics 37 Communications in Statistics. Theory and Methods 30 Statistics & Probability Letters 29 The Annals of Statistics 29 Journal of Statistical Computation and Simulation 25 Stochastic Processes and their Applications 23 Journal of Multivariate Analysis 19 Physica A 19 Communications in Statistics. Simulation and Computation 19 Electronic Journal of Statistics 18 Mathematical Problems in Engineering 17 Journal of Applied Statistics 17 Econometric Theory 16 Bernoulli 15 Economics Letters 15 Statistical Papers 14 Annals of the Institute of Statistical Mathematics 11 Journal of Nonparametric Statistics 11 Journal of the Korean Statistical Society 11 Journal of Statistical Theory and Practice 10 Chaos, Solitons and Fractals 10 Econometric Reviews 9 Lithuanian Mathematical Journal 9 Journal of Economic Dynamics & Control 9 Mathematical and Computer Modelling 9 International Journal of Theoretical and Applied Finance 9 Quantitative Finance 8 Advances in Applied Probability 8 Metrika 7 Stochastic Analysis and Applications 7 The Annals of Applied Probability 7 Computational Statistics 7 Studies in Nonlinear Dynamics and Econometrics 7 Statistical Methods and Applications 6 Journal of Applied Probability 6 Statistics 6 Chaos 6 Statistical Inference for Stochastic Processes 6 Stochastic Models 5 The Annals of Probability 5 Applied Mathematics and Computation 5 Mathematics and Computers in Simulation 5 Journal of Theoretical Probability 5 Applied Mathematical Modelling 5 Fractals 5 Extremes 5 Communications in Nonlinear Science and Numerical Simulation 5 Comptes Rendus. Mathématique. Académie des Sciences, Paris 5 Statistics and Computing 4 Journal of Mathematical Analysis and Applications 4 Physics Letters. A 4 Physica D 4 Probability Theory and Related Fields 4 Statistical Science 4 Theory of Probability and Mathematical Statistics 4 Fractional Calculus & Applied Analysis 4 Methodology and Computing in Applied Probability 4 Brazilian Journal of Probability and Statistics 4 Journal of Statistical Mechanics: Theory and Experiment 4 Probability Surveys 3 The Canadian Journal of Statistics 3 Scandinavian Journal of Statistics 3 Biometrics 3 Acta Applicandae Mathematicae 3 Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences 3 European Journal of Operational Research 3 Cybernetics and Systems Analysis 3 Computational Economics 3 Test 3 Australian & New Zealand Journal of Statistics 3 Applied Stochastic Models in Business and Industry 3 Journal of Systems Science and Complexity 3 International Journal of Wavelets, Multiresolution and Information Processing 3 Stochastics 3 Statistical Methodology 3 The European Physical Journal B. Condensed Matter and Complex Systems 3 AStA. Advances in Statistical Analysis 3 Annals of Finance 3 Journal of Time Series Econometrics 2 Bulletin of the Australian Mathematical Society 2 Journal of Statistical Physics 2 Physics Reports 2 Biometrical Journal 2 Journal of the American Statistical Association 2 Journal of Computational and Applied Mathematics 2 Kybernetika 2 Acta Mathematicae Applicatae Sinica. English Series 2 Queueing Systems 2 Signal Processing 2 Applications of Mathematics 2 Applied Mathematics. Series B (English Edition) 2 Applied and Computational Harmonic Analysis 2 Statistica Sinica 2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 2 Nonlinear Dynamics 2 The Econometrics Journal 2 Entropy ...and 97 more Serials all top 5 Cited in 39 Fields 796 Statistics (62-XX) 393 Probability theory and stochastic processes (60-XX) 122 Numerical analysis (65-XX) 121 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 41 Harmonic analysis on Euclidean spaces (42-XX) 27 Operations research, mathematical programming (90-XX) 27 Information and communication theory, circuits (94-XX) 19 Dynamical systems and ergodic theory (37-XX) 19 Computer science (68-XX) 18 Systems theory; control (93-XX) 17 Biology and other natural sciences (92-XX) 15 Real functions (26-XX) 15 Statistical mechanics, structure of matter (82-XX) 15 Geophysics (86-XX) 11 Measure and integration (28-XX) 10 Ordinary differential equations (34-XX) 8 General and overarching topics; collections (00-XX) 6 Linear and multilinear algebra; matrix theory (15-XX) 6 Partial differential equations (35-XX) 6 Operator theory (47-XX) 5 Special functions (33-XX) 4 Functional analysis (46-XX) 3 Difference and functional equations (39-XX) 3 Approximations and expansions (41-XX) 3 Astronomy and astrophysics (85-XX) 2 History and biography (01-XX) 2 Mathematical logic and foundations (03-XX) 2 Functions of a complex variable (30-XX) 2 Integral equations (45-XX) 2 Differential geometry (53-XX) 2 Fluid mechanics (76-XX) 2 Quantum theory (81-XX) 2 Relativity and gravitational theory (83-XX) 1 Combinatorics (05-XX) 1 Number theory (11-XX) 1 Field theory and polynomials (12-XX) 1 Sequences, series, summability (40-XX) 1 Mechanics of particles and systems (70-XX) 1 Mechanics of deformable solids (74-XX) Citations by Year