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Chan, Ngai Hang

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Author ID: chan.ngai-hang Recent zbMATH articles by "Chan, Ngai Hang"
Published as: Chan, N. H.; Chan, Ngai H.; Chan, Ngai Hang; Chan, Ngai-Hang
Documents Indexed: 92 Publications since 1987, including 5 Books

Publications by Year

Citations contained in zbMATH Open

59 Publications have been cited 729 times in 590 Documents Cited by Year
Limiting distributions of least squares estimates of unstable autoregressive processes. Zbl 0666.62019
Chan, N. H.; Wei, C. Z.
176
1988
Asymptotic inference for nearly nonstationary AR(1) processes. Zbl 0638.62082
Chan, N. H.; Wei, C. Z.
129
1987
Spatial modeling of regional variables. Zbl 1248.62211
Cressie, Noe; Chan, Ngai H.
37
1989
State space modeling of long-memory processes. Zbl 0929.62091
Chan, Ngai Hang; Palma, Wilfredo
29
1998
Empirical likelihood for GARCH models. Zbl 1125.62097
Chan, Ngai Hang; Ling, Shiqing
28
2006
Empirical likelihood for autoregressive models, with applications to unstable time series. Zbl 0998.62075
Chuang, Chin-Shan; Chan, Ngai Hang
24
2002
Inference for unstable long-memory processes with applications to fractional unit root autoregressions. Zbl 0843.62084
Chan, Ngai Hang; Terrin, Norma
22
1995
The parameter inference for nearly nonstationary time series. Zbl 0665.62091
Chan, Ngai Hang
22
1988
Statistical inference for multivariate residual copula of GARCH models. Zbl 1153.62068
Chan, Ngai-Hang; Chen, Jian; Chen, Xiaohong; Fan, Yanqin; Peng, Liang
15
2009
Interval estimation of value-at-risk based on GARCH models with heavy-tailed innovations. Zbl 1360.62500
Chan, Ngai Hang; Deng, Shi-Jie; Peng, Liang; Xia, Zhendong
15
2007
Group Lasso for structural break time series. Zbl 1367.62251
Chan, Ngai Hang; Yau, Chun Yip; Zhang, Rong-Mao
14
2014
Weighted least absolute deviations estimation for an AR(1) process with ARCH(1) errors. Zbl 1094.62111
Chan, Ngai Hang; Peng, Liang
14
2005
Inference for near-integrated time series with infinite variance. Zbl 0717.62081
Chan, Ngai Hang
14
1990
Asymptotic theory of least squares estimators for nearly unstable processes under strong dependence. Zbl 1126.62069
Buchmann, Boris; Chan, Ngai Hang
13
2007
Toward a unified interval estimation of autoregressions. Zbl 1239.62104
Chan, Ngai Hang; Li, Deyuan; Peng, Liang
10
2012
Uniform moment bounds of Fisher’s information with applications to time series. Zbl 1220.62088
Chan, Ngai Hang; Ing, Ching-Kang
9
2011
Inference for unit-root models with infinite variance GARCH errors. Zbl 1200.62101
Chan, Ngai Hang; Zhang, Rong-Mao
9
2010
Residual empirical processes for long and short memory time series. Zbl 1205.62128
Chan, Ngai Hang; Ling, Shiqing
9
2008
Quantile inference for near-integrated autoregressive times series with infinite variance. Zbl 1087.62097
Chan, Ngai Hang; Peng, Liang; Qi, Yongcheng
9
2006
Efficient estimation of seasonal long-range dependent processes. Zbl 1097.62092
Palma, Wilfredo; Chan, Ngai Hang
9
2005
Empirical-likelihood-based confidence intervals for conditional variance in heteroskedastic regression models. Zbl 1401.62143
Chan, Ngai Hang; Peng, Liang; Zhang, Dabao
7
2011
Time series with roots on or near the unit circle. Zbl 1179.62112
Chan, Ngai Hang
7
2009
Estimation of long-memory time series models: a survey of different likelihood-based methods. Zbl 1190.62156
Chan, Ngai Hang; Palma, Wilfredo
7
2006
Time series. Applications to finance. Zbl 1006.62075
Chan, Ngai Hang
6
2002
Priors for unit root models. Zbl 0864.62011
Kadane, Joseph B.; Chan, Ngai Hang; Wolfson, Lara J.
6
1996
Unified asymptotic theory for nearly unstable AR(\(p\)) processes. Zbl 1275.62064
Buchmann, Boris; Chan, Ngai Hang
5
2013
On parameter estimation of threshold autoregressive models. Zbl 1236.62099
Chan, Ngai Hang; Kutoyants, Yury A.
5
2012
Saddle point approximation and volatility estimation of value-at-risk. Zbl 05769965
Tian, Maozai; Chan, Ngai Hang
5
2010
Inference for nearly nonstationary processes under strong dependence with infinite variance. Zbl 1166.62065
Chan, Ngai Hang; Zhang, Rong-Mao
5
2009
On the nearly nonstationary seasonal time series. Zbl 0685.62067
Chan, Ngai Hang
5
1989
Tail index of an AR(1) model with ARCH(1) errors. Zbl 1290.62071
Chan, Ngai Hang; Li, Deyuan; Peng, Liang; Zhang, Rongmao
4
2013
Interval estimation of the tail index of a GARCH(1,1) model. Zbl 1259.62078
Chan, Ngai Hang; Peng, Liang; Zhang, Rongmao
4
2012
Statistical inference for non-stationary GARCH(\(p\),\(q\)) models. Zbl 1326.62184
Chan, Ngai Hang; Ng, Chi Tim
4
2009
Integrated functionals of normal and fractional processes. Zbl 1170.60015
Buchmann, Boris; Chan, Ngai Hang
4
2009
Asymptotic inference for unstable auto-regressive time series with drifts. Zbl 0685.62068
Chan, Ngai Hang
4
1989
LASSO estimation of threshold autoregressive models. Zbl 1337.62246
Chan, Ngai Hang; Yau, Chun Yip; Zhang, Rong-Mao
3
2015
Structural model of credit migration. Zbl 1254.91741
Chan, Ngai Hang; Wong, Hoi Ying; Zhao, Jing
3
2012
Quantile inference for heteroscedastic regression models. Zbl 1209.62066
Chan, Ngai Hang; Zhang, Rong-Mao
3
2011
On nonparametric local inference for density estimation. Zbl 05689606
Chan, Ngai-Hang; Lee, Thomas C. M.; Peng, Liang
3
2010
Empirical likelihood methods based on characteristic functions with applications to Lévy processes. Zbl 1205.62119
Chan, Ngai Hang; Chen, Song Xi; Peng, Liang; Yu, Cindy L.
3
2009
Shrinkage estimation of mean-variance portfolio. Zbl 1337.91078
Liu, Yan; Chan, Ngai Hang; Ng, Chi Tim; Wong, Samuel Po Shing
2
2016
Residual-based test for fractional cointegration. Zbl 1378.62084
Wang, Bin; Wang, Man; Chan, Ngai Hang
2
2015
Moment bounds and mean squared prediction errors of long-memory time series. Zbl 1292.62099
Chan, Ngai Hang; Huang, Shih-Feng; Ing, Ching-Kang
2
2013
Maximum likelihood estimation for nearly non-stationary stable autoregressive processes. Zbl 1282.62209
Zhang, Rong-Mao; Chan, Ngai Hang
2
2012
M-estimation in nonparametric regression under strong dependence and infinite variance. Zbl 1332.62129
Chan, Ngai Hang; Zhang, Rongmao
2
2009
Fractional constant elasticity of variance model. Zbl 1268.91177
Chan, Ngai Hang; Ng, Chi Tim
2
2006
Simulation techniques in financial risk management. Zbl 1096.60001
Chan, Ngai Hang; Wong, Hoi Ying
2
2006
The ET interview: Professor George C. Tiao. Zbl 0979.01021
Chan, Ngai Hang
2
1999
Comparisons of chisquare, Edgeworth expansions and bootstrap approximations to the distribution of the frequency chisquare. Zbl 0885.62015
Bhattacharya, R. N.; Chan, N. H.
2
1996
Asymptotic inference for non-invertible moving-average time series. Zbl 0835.62077
Chan, Ngai Hang; Tsay, Ruey S.
2
1996
Walsh Fourier transform of locally stationary time series. Zbl 1444.62106
Huang, Zhelin; Chan, Ngai Hang
1
2020
Bartlett correction of empirical likelihood for non-Gaussian short-memory time series. Zbl 1396.62199
Chen, Kun; Chan, Ngai Hang; Yau, Chun Yip
1
2016
Simulation techniques in financial risk management. 2nd ed. Zbl 1409.91001
Chan, Ngai Hang; Wong, Hoi Ying
1
2015
On the Bartlett correction of empirical likelihood for Gaussian long-memory time series. Zbl 1298.62037
Chan, Ngai Hang; Chen, Kun; Yau, Chun Yip
1
2014
Non-stationary autoregressive processes with infinite variance. Zbl 1282.62190
Chan, Ngai Hang; Zhang, Rongmao
1
2012
Time series. Applications to finance with R and S-Plus. 2nd ed. Zbl 1284.62008
Chan, Ngai Hang
1
2010
Quantile inference for near-integrated autoregressive time series under infinite variance and strong dependence. Zbl 1177.62105
Chan, Ngai Hang; Zhang, Rong-Mao
1
2009
The ET interview: Professor Joseph B. Kadane. Zbl 1109.01303
Chan, Ngai Hang
1
2001
Long memory stochastic volatility: A Bayesian approach. Zbl 1026.62118
Chan, Ngai Hang; Petris, Giovanni
1
2000
Walsh Fourier transform of locally stationary time series. Zbl 1444.62106
Huang, Zhelin; Chan, Ngai Hang
1
2020
Shrinkage estimation of mean-variance portfolio. Zbl 1337.91078
Liu, Yan; Chan, Ngai Hang; Ng, Chi Tim; Wong, Samuel Po Shing
2
2016
Bartlett correction of empirical likelihood for non-Gaussian short-memory time series. Zbl 1396.62199
Chen, Kun; Chan, Ngai Hang; Yau, Chun Yip
1
2016
LASSO estimation of threshold autoregressive models. Zbl 1337.62246
Chan, Ngai Hang; Yau, Chun Yip; Zhang, Rong-Mao
3
2015
Residual-based test for fractional cointegration. Zbl 1378.62084
Wang, Bin; Wang, Man; Chan, Ngai Hang
2
2015
Simulation techniques in financial risk management. 2nd ed. Zbl 1409.91001
Chan, Ngai Hang; Wong, Hoi Ying
1
2015
Group Lasso for structural break time series. Zbl 1367.62251
Chan, Ngai Hang; Yau, Chun Yip; Zhang, Rong-Mao
14
2014
On the Bartlett correction of empirical likelihood for Gaussian long-memory time series. Zbl 1298.62037
Chan, Ngai Hang; Chen, Kun; Yau, Chun Yip
1
2014
Unified asymptotic theory for nearly unstable AR(\(p\)) processes. Zbl 1275.62064
Buchmann, Boris; Chan, Ngai Hang
5
2013
Tail index of an AR(1) model with ARCH(1) errors. Zbl 1290.62071
Chan, Ngai Hang; Li, Deyuan; Peng, Liang; Zhang, Rongmao
4
2013
Moment bounds and mean squared prediction errors of long-memory time series. Zbl 1292.62099
Chan, Ngai Hang; Huang, Shih-Feng; Ing, Ching-Kang
2
2013
Toward a unified interval estimation of autoregressions. Zbl 1239.62104
Chan, Ngai Hang; Li, Deyuan; Peng, Liang
10
2012
On parameter estimation of threshold autoregressive models. Zbl 1236.62099
Chan, Ngai Hang; Kutoyants, Yury A.
5
2012
Interval estimation of the tail index of a GARCH(1,1) model. Zbl 1259.62078
Chan, Ngai Hang; Peng, Liang; Zhang, Rongmao
4
2012
Structural model of credit migration. Zbl 1254.91741
Chan, Ngai Hang; Wong, Hoi Ying; Zhao, Jing
3
2012
Maximum likelihood estimation for nearly non-stationary stable autoregressive processes. Zbl 1282.62209
Zhang, Rong-Mao; Chan, Ngai Hang
2
2012
Non-stationary autoregressive processes with infinite variance. Zbl 1282.62190
Chan, Ngai Hang; Zhang, Rongmao
1
2012
Uniform moment bounds of Fisher’s information with applications to time series. Zbl 1220.62088
Chan, Ngai Hang; Ing, Ching-Kang
9
2011
Empirical-likelihood-based confidence intervals for conditional variance in heteroskedastic regression models. Zbl 1401.62143
Chan, Ngai Hang; Peng, Liang; Zhang, Dabao
7
2011
Quantile inference for heteroscedastic regression models. Zbl 1209.62066
Chan, Ngai Hang; Zhang, Rong-Mao
3
2011
Inference for unit-root models with infinite variance GARCH errors. Zbl 1200.62101
Chan, Ngai Hang; Zhang, Rong-Mao
9
2010
Saddle point approximation and volatility estimation of value-at-risk. Zbl 05769965
Tian, Maozai; Chan, Ngai Hang
5
2010
On nonparametric local inference for density estimation. Zbl 05689606
Chan, Ngai-Hang; Lee, Thomas C. M.; Peng, Liang
3
2010
Time series. Applications to finance with R and S-Plus. 2nd ed. Zbl 1284.62008
Chan, Ngai Hang
1
2010
Statistical inference for multivariate residual copula of GARCH models. Zbl 1153.62068
Chan, Ngai-Hang; Chen, Jian; Chen, Xiaohong; Fan, Yanqin; Peng, Liang
15
2009
Time series with roots on or near the unit circle. Zbl 1179.62112
Chan, Ngai Hang
7
2009
Inference for nearly nonstationary processes under strong dependence with infinite variance. Zbl 1166.62065
Chan, Ngai Hang; Zhang, Rong-Mao
5
2009
Statistical inference for non-stationary GARCH(\(p\),\(q\)) models. Zbl 1326.62184
Chan, Ngai Hang; Ng, Chi Tim
4
2009
Integrated functionals of normal and fractional processes. Zbl 1170.60015
Buchmann, Boris; Chan, Ngai Hang
4
2009
Empirical likelihood methods based on characteristic functions with applications to Lévy processes. Zbl 1205.62119
Chan, Ngai Hang; Chen, Song Xi; Peng, Liang; Yu, Cindy L.
3
2009
M-estimation in nonparametric regression under strong dependence and infinite variance. Zbl 1332.62129
Chan, Ngai Hang; Zhang, Rongmao
2
2009
Quantile inference for near-integrated autoregressive time series under infinite variance and strong dependence. Zbl 1177.62105
Chan, Ngai Hang; Zhang, Rong-Mao
1
2009
Residual empirical processes for long and short memory time series. Zbl 1205.62128
Chan, Ngai Hang; Ling, Shiqing
9
2008
Interval estimation of value-at-risk based on GARCH models with heavy-tailed innovations. Zbl 1360.62500
Chan, Ngai Hang; Deng, Shi-Jie; Peng, Liang; Xia, Zhendong
15
2007
Asymptotic theory of least squares estimators for nearly unstable processes under strong dependence. Zbl 1126.62069
Buchmann, Boris; Chan, Ngai Hang
13
2007
Empirical likelihood for GARCH models. Zbl 1125.62097
Chan, Ngai Hang; Ling, Shiqing
28
2006
Quantile inference for near-integrated autoregressive times series with infinite variance. Zbl 1087.62097
Chan, Ngai Hang; Peng, Liang; Qi, Yongcheng
9
2006
Estimation of long-memory time series models: a survey of different likelihood-based methods. Zbl 1190.62156
Chan, Ngai Hang; Palma, Wilfredo
7
2006
Fractional constant elasticity of variance model. Zbl 1268.91177
Chan, Ngai Hang; Ng, Chi Tim
2
2006
Simulation techniques in financial risk management. Zbl 1096.60001
Chan, Ngai Hang; Wong, Hoi Ying
2
2006
Weighted least absolute deviations estimation for an AR(1) process with ARCH(1) errors. Zbl 1094.62111
Chan, Ngai Hang; Peng, Liang
14
2005
Efficient estimation of seasonal long-range dependent processes. Zbl 1097.62092
Palma, Wilfredo; Chan, Ngai Hang
9
2005
Empirical likelihood for autoregressive models, with applications to unstable time series. Zbl 0998.62075
Chuang, Chin-Shan; Chan, Ngai Hang
24
2002
Time series. Applications to finance. Zbl 1006.62075
Chan, Ngai Hang
6
2002
The ET interview: Professor Joseph B. Kadane. Zbl 1109.01303
Chan, Ngai Hang
1
2001
Long memory stochastic volatility: A Bayesian approach. Zbl 1026.62118
Chan, Ngai Hang; Petris, Giovanni
1
2000
The ET interview: Professor George C. Tiao. Zbl 0979.01021
Chan, Ngai Hang
2
1999
State space modeling of long-memory processes. Zbl 0929.62091
Chan, Ngai Hang; Palma, Wilfredo
29
1998
Priors for unit root models. Zbl 0864.62011
Kadane, Joseph B.; Chan, Ngai Hang; Wolfson, Lara J.
6
1996
Comparisons of chisquare, Edgeworth expansions and bootstrap approximations to the distribution of the frequency chisquare. Zbl 0885.62015
Bhattacharya, R. N.; Chan, N. H.
2
1996
Asymptotic inference for non-invertible moving-average time series. Zbl 0835.62077
Chan, Ngai Hang; Tsay, Ruey S.
2
1996
Inference for unstable long-memory processes with applications to fractional unit root autoregressions. Zbl 0843.62084
Chan, Ngai Hang; Terrin, Norma
22
1995
Inference for near-integrated time series with infinite variance. Zbl 0717.62081
Chan, Ngai Hang
14
1990
Spatial modeling of regional variables. Zbl 1248.62211
Cressie, Noe; Chan, Ngai H.
37
1989
On the nearly nonstationary seasonal time series. Zbl 0685.62067
Chan, Ngai Hang
5
1989
Asymptotic inference for unstable auto-regressive time series with drifts. Zbl 0685.62068
Chan, Ngai Hang
4
1989
Limiting distributions of least squares estimates of unstable autoregressive processes. Zbl 0666.62019
Chan, N. H.; Wei, C. Z.
176
1988
The parameter inference for nearly nonstationary time series. Zbl 0665.62091
Chan, Ngai Hang
22
1988
Asymptotic inference for nearly nonstationary AR(1) processes. Zbl 0638.62082
Chan, N. H.; Wei, C. Z.
129
1987
all top 5

Cited by 794 Authors

34 Chan, Ngai Hang
20 Peng, Liang
18 Phillips, Peter Charles Bonest
16 Ling, Shiqing
15 Zhang, Rongmao
12 Lee, Sangyeol
10 Pap, Gyula
10 Wang, Dehui
9 Shin, Dongwan
8 Ing, Ching-Kang
8 Palma, Wilfredo
7 Rodrigues, Paulo M. M.
7 Taylor, A. M. Robert
7 Wang, Qiying
6 Baran, Sándor
6 Cressie, Noel A. C.
6 Li, Wai Keung
6 Pang, Tianxiao
6 Robinson, Peter Michael
6 van Zuijlen, Martien C. A.
6 Yau, Chun Yip
6 Yu, Shuhui
6 Zhao, Zhiwen
5 Hylleberg, Svend
5 Li, Deyuan
5 Li, Dong
5 Nielsen, Bent
5 Perron, Pierre
5 Tian, Maozai
5 Zhu, Fukang
4 Ahn, Sung Ki
4 Choi, In Sim
4 Davis, Richard A.
4 De Oliveira, Victor
4 Hill, Jonathan B.
4 Kormos, János
4 Li, Jinyu
4 Marinucci, Domenico
4 Müller, Ulrich K.
4 Paruolo, Paolo
4 Reisen, Valdério Anselmo
4 Sin, Chor-Yiu
4 So, Beongsoo
4 Tsai, Henghsiu
4 Xu, Keli
3 Arteche, Josu
3 Arvanitis, Stelios
3 Baragona, Roberto
3 Boutahar, Mohamed
3 Chong, Terence Tai-Leung
3 Cucina, Domenico
3 Giraitis, Liudas
3 Gong, Yun
3 Haldrup, Niels
3 Hall, Alastair R.
3 Hassler, Uwe
3 He, Shuyuan
3 Holan, Scott H.
3 Horváth, Lajos
3 Ispány, Márton
3 Johansen, Søren Glud
3 Konev, Victor
3 Kutoyants, Yury A.
3 Lee, Hahn Shik
3 Li, Zhouping
3 Liang, Wei
3 Lieberman, Offer
3 Lin, Zhengyan
3 McAleer, Michael
3 Nielsen, Morten Ørregaard
3 Oh, Man-Suk
3 Peng, Cuixin
3 Proïa, Frédéric
3 Qi, Yongcheng
3 Račkauskas, Alfredas Yurgevich
3 Reinsel, Gregory C.
3 Roy, Sugata Sen
3 Tanaka, Katsuto
3 Tsay, Ruey S.
3 van den Akker, Ramon
3 Werker, Bas J. M.
3 Yu, Jun
3 Zarepour, Mahmoud
3 Zevallos, Mauricio
2 Abadir, Karim M.
2 Aknouche, Abdelhakim
2 An, Hongzhi
2 Andrews, Donald Wilfrid Kao
2 Arato, Matyas
2 Aue, Alexander
2 Battaglia, Francesco Paolo
2 Beare, Brendan K.
2 Bhattacharya, Sankha
2 Bondon, Pascal
2 Breitung, Jorg
2 Buchmann, Boris
2 Busetti, Fabio
2 Cheng, Tzu-Chang F.
2 Cho, Sinsup
2 Czado, Claudia
...and 694 more Authors
all top 5

Cited in 107 Serials

100 Journal of Econometrics
52 Econometric Theory
40 Journal of Time Series Analysis
30 Statistics & Probability Letters
29 Journal of Statistical Planning and Inference
25 Computational Statistics and Data Analysis
21 Journal of Multivariate Analysis
21 Communications in Statistics. Theory and Methods
20 The Annals of Statistics
12 Annals of the Institute of Statistical Mathematics
12 Economics Letters
12 Stochastic Processes and their Applications
9 Econometric Reviews
8 Journal of the Korean Statistical Society
7 Computers & Mathematics with Applications
7 Statistics
7 Electronic Journal of Statistics
6 Statistical Papers
6 Statistical Methods and Applications
5 The Canadian Journal of Statistics
5 Scandinavian Journal of Statistics
5 Journal of the American Statistical Association
5 Acta Mathematicae Applicatae Sinica. English Series
5 Journal of Statistical Computation and Simulation
5 Journal of Applied Statistics
5 Statistical Methodology
5 Science China. Mathematics
4 Lithuanian Mathematical Journal
4 Journal of Computational and Applied Mathematics
4 Journal of Economic Dynamics & Control
4 Mathematical Methods of Statistics
4 Bernoulli
3 Advances in Applied Probability
3 Metrika
3 Mathematics and Computers in Simulation
3 Applied Mathematics. Series B (English Edition)
3 Australian & New Zealand Journal of Statistics
2 Automatica
2 Journal of Applied Probability
2 Sequential Analysis
2 Statistical Science
2 Mathematical and Computer Modelling
2 The Annals of Applied Probability
2 Communications in Statistics. Simulation and Computation
2 Test
2 Journal of the Royal Statistical Society. Series B. Statistical Methodology
2 International Journal of Theoretical and Applied Finance
2 Acta Mathematica Sinica. English Series
2 Quantitative Finance
2 Journal of Systems Science and Complexity
2 AStA. Advances in Statistical Analysis
2 The Annals of Applied Statistics
2 Journal of the Italian Statistical Society
2 Bayesian Analysis
2 Japanese Journal of Statistics and Data Science
1 Physica A
1 Rocky Mountain Journal of Mathematics
1 Theory of Probability and its Applications
1 Applied Mathematics and Computation
1 Biometrical Journal
1 Econometrica
1 Insurance Mathematics & Economics
1 Circuits, Systems, and Signal Processing
1 Stochastic Analysis and Applications
1 Acta Applicandae Mathematicae
1 Journal of Classification
1 International Journal of Approximate Reasoning
1 Journal of Theoretical Probability
1 Computational Statistics
1 Applied Mathematical Modelling
1 European Journal of Operational Research
1 Linear Algebra and its Applications
1 Journal of Mathematical Sciences (New York)
1 Electronic Communications in Probability
1 The Journal of Fourier Analysis and Applications
1 Journal of Nonparametric Statistics
1 Mathematical Problems in Engineering
1 Finance and Stochastics
1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
1 Abstract and Applied Analysis
1 The Econometrics Journal
1 Discrete Dynamics in Nature and Society
1 Statistical Inference for Stochastic Processes
1 Methodology and Computing in Applied Probability
1 Applied Stochastic Models in Business and Industry
1 Brazilian Journal of Probability and Statistics
1 Mathematical Geology
1 Stochastic Models
1 Statistical Modelling
1 Comptes Rendus. Mathématique. Académie des Sciences, Paris
1 ASTIN Bulletin
1 Statistical Methods in Medical Research
1 Asia-Pacific Financial Markets
1 Thai Journal of Mathematics
1 Computational Management Science
1 ALEA. Latin American Journal of Probability and Mathematical Statistics
1 The European Physical Journal B. Condensed Matter and Complex Systems
1 Journal of Statistical Theory and Practice
1 SIAM Journal on Imaging Sciences
1 Statistics Surveys
...and 7 more Serials

Citations by Year