Edit Profile Chen, Xiaohong Compute Distance To: Compute Author ID: chen.xiaohong.2 Published as: Chen, X.; Chen, XiaoHong; Chen, Xiaohong Homepage: https://economics.yale.edu/people/faculty/xiaohong-chen External Links: MGP · Wikidata · dblp · GND Documents Indexed: 64 Publications since 1998 all top 5 Co-Authors 0 single-authored 8 Fan, Yanqin 6 Pouzo, Demian 5 Hu, Yingyao 4 Liao, Zhipeng 4 Linton, Oliver Bruce 4 Yi, Yanping 3 Ai, Chunrong 3 Carrasco, Marine 3 Christensen, Timothy M. 3 Lewbel, Arthur 3 White, Halbert Lynn jun. 3 Wu, Wei Biao 2 Carroll, Raymond James 2 Hansen, Lars Peter 2 Hong, Han 1 Ackerberg, Daniel A. 1 Ahmad, Imran Shafiq 1 Blundell, Richard W. 1 Chan, Ngai Hang 1 Chang, Jinyuan 1 Chen, Jian 1 Chen, Song Xi 1 Cheng, Guang 1 Chernozhukov, Victor 1 Gao, Fuchang 1 Hahn, Jinyong 1 Huang, Jianhua Z. 1 Huang, Yinxiao 1 Huang, Zhuo 1 Jacho-Chávez, David Tomás 1 Koenker, Roger W. 1 Kristensen, Dennis 1 Lee, Sokbae 1 Li, Qunfang 1 Newey, Whitney Kent 1 Peng, Liang 1 Ponomareva, Maria 1 Powell, James L. 1 Reiß, Markus 1 Santos, Andrés 1 Scheinkman, José Alexandre 1 Schneeberger, Stefan 1 Shao, Qi-Man 1 Shen, Xiaotong 1 Shum, Matthew 1 Sun, Yixiao 1 Swanson, Norman Rasmus 1 Tamer, Elie 1 Tamer, Elie T. 1 Tao, Minjing 1 Tarozzi, Alessandro 1 Tsyrennikov, Viktor 1 Van Keilegom, Ingrid 1 Wang, Yazhen 1 Xiao, Zhijie 1 Xu, Lihu 1 Ying, Zhiliang 1 Zhou, Lan all top 5 Serials 20 Journal of Econometrics 9 Econometrica 5 Econometric Theory 4 The Annals of Statistics 2 IEEE Transactions on Information Theory 2 Statistics & Probability Letters 2 Statistica Sinica 2 Journal of Nonparametric Statistics 1 The Canadian Journal of Statistics 1 Journal of the American Statistical Association 1 Journal of Economic Theory 1 Journal of Multivariate Analysis 1 The Review of Economic Studies 1 Science in China. Series A 1 Economics Letters 1 Computational Statistics and Data Analysis 1 Comptes Rendus de l’Académie des Sciences. Série I. Mathématique 1 Studies in Nonlinear Dynamics and Econometrics 1 The Econometrics Journal 1 Quantitative Economics all top 5 Fields 55 Statistics (62-XX) 7 Probability theory and stochastic processes (60-XX) 6 Numerical analysis (65-XX) 6 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Functional analysis (46-XX) 1 General and overarching topics; collections (00-XX) 1 History and biography (01-XX) 1 Partial differential equations (35-XX) 1 Operator theory (47-XX) 1 Information and communication theory, circuits (94-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 51 Publications have been cited 1,286 times in 839 Documents Cited by ▼ Year ▼ Mixing and moment properties of various GARCH and stochastic volatility models. Zbl 1181.62125Carrasco, Marine; Chen, Xiaohong 160 2002 Efficient estimation of models with conditional moment restrictions containing unknown functions. Zbl 1154.62323Ai, Chunrong; Chen, Xiaohong 126 2003 Estimation of semiparametric models when the criterion function is not smooth. Zbl 1154.62325Chen, Xiaohong; Linton, Oliver; Van Keilegom, Ingrid 113 2003 Semi-nonparametric IV estimation of shape-invariant Engel curves. Zbl 1133.91461Blundell, Richard; Chen, Xiaohong; Kristensen, Dennis 76 2007 Estimation of copula-based semiparametric time series models. Zbl 1337.62201Chen, Xiaohong; Fan, Yanqin 71 2006 Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification. Zbl 1418.62425Chen, Xiaohong; Fan, Yanqin 67 2006 Sieve extremum estimates for weakly dependent data. Zbl 1055.62544Chen, Xiaohong; Shen, Xiaotong 66 1998 Efficient estimation of semiparametric multivariate copula models. Zbl 1120.62312Chen, Xiaohong; Fan, Yanqin; Tsyrennikov, Viktor 56 2006 Estimation of nonparametric conditional moment models with possibly nonsmooth generalized residuals. Zbl 1274.62232Chen, Xiaohong; Pouzo, Demian 48 2012 Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals. Zbl 1431.62111Chen, Xiaohong; Pouzo, Demian 42 2009 Pseudo-likelihood ratio tests for semiparametric multivariate copula model selection. Zbl 1077.62032Chen, Xiaohong; Fan, Yanqin 35 2005 Semiparametric efficiency in GMM models with auxiliary data. Zbl 1133.62023Chen, Xiaohong; Hong, Han; Tarozzi, Alessandro 31 2008 Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series. Zbl 1041.62506Chen, Xiaohong; Fan, Yanqin 31 1999 On rate optimality for ill-posed inverse problems in econometrics. Zbl 1218.62028Chen, Xiaohong; Reiss, Markus 30 2011 Nonlinearity and temporal dependence. Zbl 1431.62600Chen, Xiaohong; Hansen, Lars Peter; Carrasco, Marine 27 2010 Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables. Zbl 1418.62405Ai, Chunrong; Chen, Xiaohong 23 2007 Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions. Zbl 1337.62101Chen, Xiaohong; Christensen, Timothy M. 17 2015 Fast convergence rates in estimating large volatility matrices using high-frequency financial data. Zbl 1283.91144Tao, Minjing; Wang, Yazhen; Chen, Xiaohong 16 2013 Efficient estimation of copula-based semiparametric Markov models. Zbl 1191.62140Chen, Xiaohong; Wu, Wei Biao; Yi, Yanping 16 2009 High dimensional generalized empirical likelihood for moment restrictions with dependent data. Zbl 1331.62188Chang, Jinyuan; Chen, Song Xi; Chen, Xiaohong 15 2015 Statistical inference for multivariate residual copula of GARCH models. Zbl 1153.62068Chan, Ngai-Hang; Chen, Jian; Chen, Xiaohong; Fan, Yanqin; Peng, Liang 15 2009 Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models. Zbl 1418.62426Chen, Xiaohong; Hong, Han; Shum, Matthew 15 2007 Copula-based nonlinear quantile autoregression. Zbl 1182.62175Chen, Xiaohong; Koenker, Roger; Xiao, Zhijie 14 2009 Improved rates and asymptotic normality for nonparametric neural network estimators. Zbl 1098.92502Chen, Xiaohong; White, Halbert 14 1999 Sieve Wald and QLR inferences on semi/nonparametric conditional moment models. Zbl 1410.62046Chen, Xiaohong; Pouzo, Demian 13 2015 Identification and estimation of nonlinear models using two samples with nonclassical measurement errors. Zbl 1189.62110Carroll, Raymond J.; Chen, Xiaohong; Hu, Yingyao 13 2010 Nonlinear principal components and long-run implications of multivariate diffusions. Zbl 1191.62107Chen, Xiaohong; Hansen, Lars Peter; Scheinkman, José 12 2009 Sieve inference on possibly misspecified semi-nonparametric time series models. Zbl 1293.62182Chen, Xiaohong; Liao, Zhipeng; Sun, Yixiao 10 2014 The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions. Zbl 1443.62418Ai, Chunrong; Chen, Xiaohong 10 2012 Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments. Zbl 1255.62111Chen, Xiaohong; Hu, Yingyao; Lewbel, Arthur 9 2008 Optimal sup-norm rates and uniform inference on nonlinear functionals of nonparametric IV regression. Zbl 1398.62088Chen, Xiaohong; Christensen, Timothy M. 8 2018 Nonparametric adaptive learning with feedback. Zbl 0910.90002Chen, Xiaohong; White, Halbert 8 1998 Self-normalized Cramér-type moderate deviations under dependence. Zbl 1359.62060Chen, Xiaohong; Shao, Qi-Man; Wu, Wei Biao; Xu, Lihu 7 2016 A note on the closed-form identification of regression models with a mismeasured binary regressor. Zbl 1152.62333Chen, Xiaohong; Hu, Yingyao; Lewbel, Arthur 7 2008 Local identification of nonparametric and semiparametric models. Zbl 1410.62198Chen, Xiaohong; Chernozhukov, Victor; Lee, Sokbae; Newey, Whitney K. 6 2014 Nonparametric identification and estimation of nonclassical errors-in-variables models without additional information. Zbl 1166.62019Chen, Xiaohong; Hu, Yingyao; Lewbel, Arthur 6 2009 Likelihood inference in some finite mixture models. Zbl 1311.62028Chen, Xiaohong; Ponomareva, Maria; Tamer, Elie 5 2014 Sieve \(M\) inference on irregular parameters. Zbl 1311.62043Chen, Xiaohong; Liao, Zhipeng 5 2014 Estimation and model selection of semiparametric multivariate survival functions under general censorship. Zbl 1431.62110Chen, Xiaohong; Fan, Yanqin; Pouzo, Demian; Ying, Zhiliang 5 2010 Asymptotic properties of some projection-based Robbins-Monro procedures in a Hilbert space. Zbl 1178.62089Chen, Xiaohong; White, Halbert 5 2002 \(\beta\)-mixing and moment properties of RCA models with application to GARCH\((p,q)\). Zbl 0952.62079Carrasco, Marine; Chen, Xiaohong 5 2000 Monte Carlo confidence sets for identified sets. Zbl 1416.62660Chen, Xiaohong; Christensen, Timothy M.; Tamer, Elie 4 2018 Averaging of an increasing number of moment condition estimators. Zbl 1441.62643Chen, Xiaohong; Jacho-Chávez, David T.; Linton, Oliver 4 2016 Recursive nonparametric estimation for time series. Zbl 1364.94236Huang, Yinxiao; Chen, Xiaohong; Wu, Wei Biao 4 2014 Overidentification in regular models. Zbl 1408.62034Chen, Xiaohong; Santos, Andres 3 2018 Semiparametric identification of the bid-ask spread in extended Roll models. Zbl 1388.62361Chen, Xiaohong; Linton, Oliver; Yi, Yanping 3 2017 A model selection test for bivariate failure-time data. Zbl 1237.62137Chen, Xiaohong; Fan, Yanqin 3 2007 Sieve semiparametric two-step GMM under weak dependence. Zbl 1337.62249Chen, Xiaohong; Liao, Zhipeng 2 2015 Asymptotic efficiency of semiparametric two-step GMM. Zbl 1409.62246Ackerberg, Daniel; Chen, Xiaohong; Hahn, Jinyong; Liao, Zhipeng 2 2014 Efficient estimation of semiparametric copula models for bivariate survival data. Zbl 1278.62159Cheng, Guang; Zhou, Lan; Chen, Xiaohong; Huang, Jianhua Z. 2 2014 Rejoinder: Identification and estimation of nonlinear models using two samples with nonclassical measurement errors. Zbl 1334.62097Carroll, Raymond J.; Chen, Xiaohong; Hu, Yingyao 1 2010 Optimal sup-norm rates and uniform inference on nonlinear functionals of nonparametric IV regression. Zbl 1398.62088Chen, Xiaohong; Christensen, Timothy M. 8 2018 Monte Carlo confidence sets for identified sets. Zbl 1416.62660Chen, Xiaohong; Christensen, Timothy M.; Tamer, Elie 4 2018 Overidentification in regular models. Zbl 1408.62034Chen, Xiaohong; Santos, Andres 3 2018 Semiparametric identification of the bid-ask spread in extended Roll models. Zbl 1388.62361Chen, Xiaohong; Linton, Oliver; Yi, Yanping 3 2017 Self-normalized Cramér-type moderate deviations under dependence. Zbl 1359.62060Chen, Xiaohong; Shao, Qi-Man; Wu, Wei Biao; Xu, Lihu 7 2016 Averaging of an increasing number of moment condition estimators. Zbl 1441.62643Chen, Xiaohong; Jacho-Chávez, David T.; Linton, Oliver 4 2016 Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions. Zbl 1337.62101Chen, Xiaohong; Christensen, Timothy M. 17 2015 High dimensional generalized empirical likelihood for moment restrictions with dependent data. Zbl 1331.62188Chang, Jinyuan; Chen, Song Xi; Chen, Xiaohong 15 2015 Sieve Wald and QLR inferences on semi/nonparametric conditional moment models. Zbl 1410.62046Chen, Xiaohong; Pouzo, Demian 13 2015 Sieve semiparametric two-step GMM under weak dependence. Zbl 1337.62249Chen, Xiaohong; Liao, Zhipeng 2 2015 Sieve inference on possibly misspecified semi-nonparametric time series models. Zbl 1293.62182Chen, Xiaohong; Liao, Zhipeng; Sun, Yixiao 10 2014 Local identification of nonparametric and semiparametric models. Zbl 1410.62198Chen, Xiaohong; Chernozhukov, Victor; Lee, Sokbae; Newey, Whitney K. 6 2014 Likelihood inference in some finite mixture models. Zbl 1311.62028Chen, Xiaohong; Ponomareva, Maria; Tamer, Elie 5 2014 Sieve \(M\) inference on irregular parameters. Zbl 1311.62043Chen, Xiaohong; Liao, Zhipeng 5 2014 Recursive nonparametric estimation for time series. Zbl 1364.94236Huang, Yinxiao; Chen, Xiaohong; Wu, Wei Biao 4 2014 Asymptotic efficiency of semiparametric two-step GMM. Zbl 1409.62246Ackerberg, Daniel; Chen, Xiaohong; Hahn, Jinyong; Liao, Zhipeng 2 2014 Efficient estimation of semiparametric copula models for bivariate survival data. Zbl 1278.62159Cheng, Guang; Zhou, Lan; Chen, Xiaohong; Huang, Jianhua Z. 2 2014 Fast convergence rates in estimating large volatility matrices using high-frequency financial data. Zbl 1283.91144Tao, Minjing; Wang, Yazhen; Chen, Xiaohong 16 2013 Estimation of nonparametric conditional moment models with possibly nonsmooth generalized residuals. Zbl 1274.62232Chen, Xiaohong; Pouzo, Demian 48 2012 The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions. Zbl 1443.62418Ai, Chunrong; Chen, Xiaohong 10 2012 On rate optimality for ill-posed inverse problems in econometrics. Zbl 1218.62028Chen, Xiaohong; Reiss, Markus 30 2011 Nonlinearity and temporal dependence. Zbl 1431.62600Chen, Xiaohong; Hansen, Lars Peter; Carrasco, Marine 27 2010 Identification and estimation of nonlinear models using two samples with nonclassical measurement errors. Zbl 1189.62110Carroll, Raymond J.; Chen, Xiaohong; Hu, Yingyao 13 2010 Estimation and model selection of semiparametric multivariate survival functions under general censorship. Zbl 1431.62110Chen, Xiaohong; Fan, Yanqin; Pouzo, Demian; Ying, Zhiliang 5 2010 Rejoinder: Identification and estimation of nonlinear models using two samples with nonclassical measurement errors. Zbl 1334.62097Carroll, Raymond J.; Chen, Xiaohong; Hu, Yingyao 1 2010 Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals. Zbl 1431.62111Chen, Xiaohong; Pouzo, Demian 42 2009 Efficient estimation of copula-based semiparametric Markov models. Zbl 1191.62140Chen, Xiaohong; Wu, Wei Biao; Yi, Yanping 16 2009 Statistical inference for multivariate residual copula of GARCH models. Zbl 1153.62068Chan, Ngai-Hang; Chen, Jian; Chen, Xiaohong; Fan, Yanqin; Peng, Liang 15 2009 Copula-based nonlinear quantile autoregression. Zbl 1182.62175Chen, Xiaohong; Koenker, Roger; Xiao, Zhijie 14 2009 Nonlinear principal components and long-run implications of multivariate diffusions. Zbl 1191.62107Chen, Xiaohong; Hansen, Lars Peter; Scheinkman, José 12 2009 Nonparametric identification and estimation of nonclassical errors-in-variables models without additional information. Zbl 1166.62019Chen, Xiaohong; Hu, Yingyao; Lewbel, Arthur 6 2009 Semiparametric efficiency in GMM models with auxiliary data. Zbl 1133.62023Chen, Xiaohong; Hong, Han; Tarozzi, Alessandro 31 2008 Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments. Zbl 1255.62111Chen, Xiaohong; Hu, Yingyao; Lewbel, Arthur 9 2008 A note on the closed-form identification of regression models with a mismeasured binary regressor. Zbl 1152.62333Chen, Xiaohong; Hu, Yingyao; Lewbel, Arthur 7 2008 Semi-nonparametric IV estimation of shape-invariant Engel curves. Zbl 1133.91461Blundell, Richard; Chen, Xiaohong; Kristensen, Dennis 76 2007 Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables. Zbl 1418.62405Ai, Chunrong; Chen, Xiaohong 23 2007 Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models. Zbl 1418.62426Chen, Xiaohong; Hong, Han; Shum, Matthew 15 2007 A model selection test for bivariate failure-time data. Zbl 1237.62137Chen, Xiaohong; Fan, Yanqin 3 2007 Estimation of copula-based semiparametric time series models. Zbl 1337.62201Chen, Xiaohong; Fan, Yanqin 71 2006 Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification. Zbl 1418.62425Chen, Xiaohong; Fan, Yanqin 67 2006 Efficient estimation of semiparametric multivariate copula models. Zbl 1120.62312Chen, Xiaohong; Fan, Yanqin; Tsyrennikov, Viktor 56 2006 Pseudo-likelihood ratio tests for semiparametric multivariate copula model selection. Zbl 1077.62032Chen, Xiaohong; Fan, Yanqin 35 2005 Efficient estimation of models with conditional moment restrictions containing unknown functions. Zbl 1154.62323Ai, Chunrong; Chen, Xiaohong 126 2003 Estimation of semiparametric models when the criterion function is not smooth. Zbl 1154.62325Chen, Xiaohong; Linton, Oliver; Van Keilegom, Ingrid 113 2003 Mixing and moment properties of various GARCH and stochastic volatility models. Zbl 1181.62125Carrasco, Marine; Chen, Xiaohong 160 2002 Asymptotic properties of some projection-based Robbins-Monro procedures in a Hilbert space. Zbl 1178.62089Chen, Xiaohong; White, Halbert 5 2002 \(\beta\)-mixing and moment properties of RCA models with application to GARCH\((p,q)\). Zbl 0952.62079Carrasco, Marine; Chen, Xiaohong 5 2000 Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series. Zbl 1041.62506Chen, Xiaohong; Fan, Yanqin 31 1999 Improved rates and asymptotic normality for nonparametric neural network estimators. Zbl 1098.92502Chen, Xiaohong; White, Halbert 14 1999 Sieve extremum estimates for weakly dependent data. Zbl 1055.62544Chen, Xiaohong; Shen, Xiaotong 66 1998 Nonparametric adaptive learning with feedback. Zbl 0910.90002Chen, Xiaohong; White, Halbert 8 1998 all cited Publications top 5 cited Publications all top 5 Cited by 1,151 Authors 34 Chen, Xiaohong 24 Linton, Oliver Bruce 18 Van Keilegom, Ingrid 14 Hu, Yingyao 12 Lee, Sangyeol 11 Escanciano, Juan Carlos 11 Fan, Yanqin 11 Florens, Jean-Pierre 11 Horváth, Lajos 11 Li, Qi 10 Lewbel, Arthur 9 Aue, Alexander 9 Hill, Jonathan B. 9 Kristensen, Dennis 9 White, Halbert Lynn jun. 8 Bouezmarni, Taoufik 8 Chesneau, Christophe 8 Czado, Claudia 8 Hu, Tao 8 Kim, Donggyu 8 Lee, Sokbae 8 Mammen, Enno 8 Otsu, Taisuke 7 Breunig, Christoph 7 Hoderlein, Stefan G. N. 7 Liao, Zhipeng 7 Simoni, Anna 7 Su, Liangjun 7 Sun, Jianguo 6 Gagliardini, Patrick 6 Jacho-Chávez, David Tomás 6 Okhrin, Ostap 6 Peng, Liang 6 Song, Kyungchul 5 Ai, Chunrong 5 Bücher, Axel 5 Cai, Zongwu 5 Carroll, Raymond James 5 Chang, Jinyuan 5 Chen, Song Xi 5 Hong, Han 5 Johannes, Jan 5 Lee, Oesook 5 Na, Okyoung 5 Patilea, Valentin 5 Quessy, Jean-François 5 Rémillard, Bruno N. 5 Rothe, Christoph 5 Wang, Yazhen 5 Wied, Dominik 5 Wu, Wei Biao 5 Yao, Qiwei 4 Beare, Brendan K. 4 Bravo, Francesco 4 Cheng, Guang 4 Coppejans, Mark 4 Fermanian, Jean-David 4 Galvao, Antonio F. jun. 4 Gao, Jiti 4 Genest, Christian 4 Gospodinov, Nikolay 4 Hafner, Christian Matthias 4 Horowitz, Joel L. 4 Kojadinovic, Ivan 4 Kokoszka, Piotr S. 4 Lee, Jiyeon 4 Medeiros, Marcelo C. 4 Min, Aleksey 4 Phillips, Peter Charles Bonest 4 Pouzo, Demian 4 Renault, Eric 4 Rombouts, Jeroen V. K. 4 Shao, Qi-Man 4 Sun, Yixiao 4 Tang, Chengyong 4 Van Bellegem, Sébastien 4 Whang, Yoon-Jae 4 Yi, Yanping 4 Zähle, Henryk 4 Zhang, Yuanqing 3 Abegaz, Fentaw 3 Aït-Sahalia, Yacine 3 Beutner, Eric 3 Carrasco, Marine 3 Cattaneo, Matias D. 3 Chen, Xuerong 3 Chernozhukov, Victor 3 Cho, Jin Seo 3 D’Haultfœuille, Xavier 3 Doukhan, Paul 3 El Ghouch, Anouar 3 Fan, Jianqing 3 Fan, Xiequan 3 Fernandes, Marcelo 3 Fernández-Val, Iván 3 Frazier, David T. 3 Geerdens, Candida 3 Ghysels, Eric 3 Giordano, Francesco 3 Gourieroux, Christian ...and 1,051 more Authors all top 5 Cited in 104 Serials 270 Journal of Econometrics 90 Econometric Theory 37 Journal of Multivariate Analysis 34 The Annals of Statistics 33 Computational Statistics and Data Analysis 21 Economics Letters 21 Journal of Nonparametric Statistics 17 Bernoulli 16 Statistics & Probability Letters 15 Journal of Statistical Planning and Inference 15 Insurance Mathematics & Economics 14 Journal of Time Series Analysis 14 Electronic Journal of Statistics 12 Journal of the American Statistical Association 11 Communications in Statistics. Theory and Methods 8 Scandinavian Journal of Statistics 8 Communications in Statistics. Simulation and Computation 8 Stochastic Processes and their Applications 8 Journal of the Korean Statistical Society 6 The Canadian Journal of Statistics 6 European Journal of Operational Research 6 Test 6 Lifetime Data Analysis 6 The Econometrics Journal 5 Annals of the Institute of Statistical Mathematics 5 Econometric Reviews 5 Journal of Economic Dynamics & Control 5 Journal of Statistical Computation and Simulation 5 Quantitative Finance 5 Journal of Econometric Methods 4 Metrika 4 Mathematical Methods of Statistics 4 Statistical Inference for Stochastic Processes 4 Science China. Mathematics 4 Dependence Modeling 3 Biometrics 3 Journal of Economic Theory 3 Acta Mathematicae Applicatae Sinica. English Series 3 Statistics 3 Statistical Papers 3 Journal of Applied Statistics 3 Extremes 3 Methodology and Computing in Applied Probability 3 Journal of Statistical Theory and Practice 3 Sankhyā. Series A 3 Quantitative Economics 2 Biometrical Journal 2 Journal of Computational and Applied Mathematics 2 Journal of Mathematical Economics 2 Mathematical and Computer Modelling 2 Computational Statistics 2 Journal of the Royal Statistical Society. Series B. Statistical Methodology 2 International Journal of Theoretical and Applied Finance 2 Statistical Modelling 2 Statistical Methodology 2 AStA. Advances in Statistical Analysis 2 Journal of Probability and Statistics 2 Random Matrices: Theory and Applications 2 SIAM/ASA Journal on Uncertainty Quantification 1 Advances in Applied Probability 1 Journal of Computational Physics 1 Journal of Mathematical Analysis and Applications 1 Applied Mathematics and Computation 1 Automatica 1 International Journal of Mathematics and Mathematical Sciences 1 International Economic Review 1 Journal of Applied Probability 1 Journal of Optimization Theory and Applications 1 Kybernetika 1 Metron 1 Monatshefte für Mathematik 1 Statistica Neerlandica 1 Operations Research Letters 1 Probability Theory and Related Fields 1 Journal of Theoretical Probability 1 Science in China. Series A 1 Neural Networks 1 Neural Computation 1 The Annals of Applied Probability 1 Pattern Recognition 1 SIAM Journal on Optimization 1 Applied Mathematics. Series B (English Edition) 1 Applied and Computational Harmonic Analysis 1 Monte Carlo Methods and Applications 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Journal of Inequalities and Applications 1 Australian & New Zealand Journal of Statistics 1 Far East Journal of Applied Mathematics 1 Acta Mathematica Sinica. English Series 1 Scandinavian Actuarial Journal 1 Journal of Systems Science and Complexity 1 Journal of Machine Learning Research (JMLR) 1 Comptes Rendus. Mathématique. Académie des Sciences, Paris 1 Review of Derivatives Research 1 Thai Journal of Mathematics 1 Statistical Methods and Applications 1 Mathematical Biosciences and Engineering 1 Science in China. Series F 1 Stochastics 1 Advances in Data Analysis and Classification. ADAC ...and 4 more Serials all top 5 Cited in 22 Fields 792 Statistics (62-XX) 164 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 92 Probability theory and stochastic processes (60-XX) 72 Numerical analysis (65-XX) 7 Operations research, mathematical programming (90-XX) 6 Functional analysis (46-XX) 6 Computer science (68-XX) 3 General and overarching topics; collections (00-XX) 3 Operator theory (47-XX) 3 Biology and other natural sciences (92-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Harmonic analysis on Euclidean spaces (42-XX) 2 Systems theory; control (93-XX) 1 Combinatorics (05-XX) 1 Real functions (26-XX) 1 Special functions (33-XX) 1 Ordinary differential equations (34-XX) 1 Partial differential equations (35-XX) 1 Approximations and expansions (41-XX) 1 Integral equations (45-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. Updates and corrections should be made in Wikidata.