Edit Profile (opens in new tab) Roueff, François Co-Author Distance Author ID: roueff.francois Published as: Roueff, François; Roueff, F.; Roueff, Francois more...less Documents Indexed: 54 Publications since 2001, including 3 Additional arXiv Preprints Co-Authors: 42 Co-Authors with 51 Joint Publications 986 Co-Co-Authors all top 5 Co-Authors 3 single-authored 11 Moulines, Eric 11 Taqqu, Murad S. 7 Douc, Randal 6 Clausel, Marianne 4 Ayache, Antoine 4 Sim, Tepmony 4 Soulier, Philippe 4 Souloumiac, Antoine 4 Tudor, Ciprian A. 3 Gousseau, Yann 3 von Sachs, Rainer 3 Xiao, Yimin 2 Durand, Amaury 2 Faÿ, Gilles 2 Lévy-Leduc, Céline 2 Rebafka, Tabea 2 Trigano, Thomas 1 Abergel, Frédéric 1 Achard, Sophie 1 Bianchi, Pascal 1 Bordenave, Charles 1 Charbit, Maurice 1 Daudel, Kamélia 1 Doukhan, Paul 1 Gannaz, Irène 1 Germain, Jean-Francois 1 Giraud, Christophe 1 Hachem, Walid 1 Ilhe, Paul 1 Jakubowicz, Jérémie 1 Kouamo, Olaf 1 Lang, Gabriel 1 Montagu, Thierry 1 Olsson, Jimmy 1 Portier, François 1 Priouret, Pierre 1 Rydén, Tobias 1 Rynkiewicz, Joseph 1 Samorodnitsky, Gennady Pinkhosovich 1 Sanchez-Perez, Andres 1 Sansonnet, Laure 1 Zheng, Ban all top 5 Serials 7 Stochastic Processes and their Applications 4 The Annals of Statistics 4 Journal of Time Series Analysis 4 Bernoulli 4 Electronic Journal of Statistics 3 IEEE Transactions on Signal Processing 3 Applied and Computational Harmonic Analysis 2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 2 Comptes Rendus. Mathématique. Académie des Sciences, Paris 1 Advances in Applied Probability 1 IEEE Transactions on Information Theory 1 Lithuanian Mathematical Journal 1 Mathematical Proceedings of the Cambridge Philosophical Society 1 Scandinavian Journal of Statistics 1 Journal of Applied Probability 1 Journal of Econometrics 1 Journal of Statistical Planning and Inference 1 The Annals of Applied Probability 1 Mathematical Methods of Statistics 1 Fractals 1 The Journal of Fourier Analysis and Applications 1 Comptes Rendus de l’Académie des Sciences. Série I. Mathématique 1 Statistical Inference for Stochastic Processes 1 Multiscale Modeling & Simulation 1 ALEA. Latin American Journal of Probability and Mathematical Statistics 1 The Annals of Applied Statistics 1 SIAM Journal on Financial Mathematics all top 5 Fields 33 Statistics (62-XX) 32 Probability theory and stochastic processes (60-XX) 16 Harmonic analysis on Euclidean spaces (42-XX) 6 Numerical analysis (65-XX) 4 Measure and integration (28-XX) 4 Information and communication theory, circuits (94-XX) 3 Computer science (68-XX) 2 Functional analysis (46-XX) 1 Combinatorics (05-XX) 1 Real functions (26-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Integral equations (45-XX) 1 Operator theory (47-XX) 1 Convex and discrete geometry (52-XX) 1 Quantum theory (81-XX) 1 Operations research, mathematical programming (90-XX) 1 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 44 Publications have been cited 401 times in 277 Documents Cited by ▼ Year ▼ On the spectral density of the wavelet coefficients of long-memory time series with application to the log-regression estimation of the memory parameter. Zbl 1150.62058 Moulines, E.; Roueff, F.; Taqqu, M. S. 37 2007 Estimators of long-memory: Fourier versus wavelets. Zbl 1431.62367 Faÿ, Gilles; Moulines, Eric; Roueff, François; Taqqu, Murad S. 36 2009 A wavelet Whittle estimator of the memory parameter of a nonstationary Gaussian time series. Zbl 1142.62062 Moulines, E.; Roueff, F.; Taqqu, M. S. 30 2008 On recursive estimation for time varying autoregressive processes. Zbl 1084.62089 Moulines, Eric; Priouret, Pierre; Roueff, François 29 2005 Detection and localization of change-points in high-dimensional network traffic data. Zbl 1166.62094 Lévy-Leduc, Céline; Roueff, François 22 2009 Linear fractional stable sheets: Wavelet expansion and sample path properties. Zbl 1162.60324 Ayache, Antoine; Roueff, François; Xiao, Yimin 20 2009 Asymptotic normality of wavelet estimators of the memory parameter for linear processes. Zbl 1224.62068 Roueff, F.; Taqqu, M. S. 19 2009 Central limit theorem for the log-regression wavelet estimation of the memory parameter in the Gaussian semi-parametric context. Zbl 1141.62073 Moulines, E.; Roueff, F.; Taqqu, Murad S. 17 2007 Modelling bid and ask prices using constrained Hawkes processes: ergodicity and scaling limit. Zbl 1323.37054 Zheng, Ban; Roueff, François; Abergel, Frédéric 15 2014 Semi-parametric estimation of the Hölder exponent of a stationary Gaussian process with minimax rates. Zbl 1008.62081 Lang, Gabriel; Roueff, François 14 2001 The dead leaves model: a general tessellation modeling occlusion. Zbl 1095.60004 Bordenave, Charles; Gousseau, Yann; Roueff, François 14 2006 Locally stationary long memory estimation. Zbl 1220.62111 Roueff, François; Von Sachs, Rainer 12 2011 Locally stationary Hawkes processes. Zbl 1336.60094 Roueff, François; von Sachs, Rainer; Sansonnet, Laure 12 2016 On the existence of some ARCH\((\infty)\)processes. Zbl 1136.60327 Douc, Randal; Roueff, François; Soulier, Philippe 10 2008 Estimation of the memory parameter of the infinite-source Poisson process. Zbl 1127.62070 Faÿ, Gilles; Roueff, François; Soulier, Philippe 10 2007 Local and asymptotic properties of linear fractional stable sheets. Zbl 1112.60038 Ayache, Antoine; Roueff, François; Xiao, Yimin 9 2007 Wavelet estimation of the long memory parameter for Hermite polynomial of Gaussian processes. Zbl 1310.42023 Clausel, M.; Roueff, F.; Taqqu, M. S.; Tudor, C. 9 2014 Aggregation of predictors for nonstationary sub-linear processes and online adaptive forecasting of time varying autoregressive processes. Zbl 1327.62478 Giraud, Christophe; Roueff, François; Sanchez-Perez, Andres 8 2015 Central limit theorems for arrays of decimated linear processes. Zbl 1173.60311 Roueff, F.; Taqqu, M. S. 6 2009 The maximizing set of the asymptotic normalized log-likelihood for partially observed Markov chains. Zbl 1352.60102 Douc, Randal; Roueff, François; Sim, Tepmony 6 2016 Almost sure Hausdorff dimension of graphs of random wavelet series. Zbl 1030.60027 Roueff, François 5 2003 Nonparametric estimation of mixing densities for discrete distributions. Zbl 1086.62049 Roueff, François; Rydén, Tobias 5 2005 Handy sufficient conditions for the convergence of the maximum likelihood estimator in observation-driven models. Zbl 1323.62027 Douc, Randal; Roueff, François; Sim, Tepmony 5 2015 Time-frequency analysis of locally stationary Hawkes processes. Zbl 1464.60048 Roueff, François; von Sachs, Rainer 5 2019 Joint continuity of the local times of linear fractional stable sheets. Zbl 1117.60042 Ayache, Antoine; Roueff, François; Xiao, Yimin 4 2007 Modeling occlusion and scaling in natural images. Zbl 1143.62057 Gousseau, Yann; Roueff, François 4 2007 Large scale behavior of wavelet coefficients of non-linear subordinated processes with long memory. Zbl 1244.60044 Clausel, Marianne; Roueff, François; Taqqu, Murad S.; Tudor, Ciprian 4 2012 Asymptotic behavior of the quadratic variation of the sum of two Hermite processes of consecutive orders. Zbl 1333.60072 Clausel, M.; Roueff, F.; Taqqu, M. S.; Tudor, C. 4 2014 Posterior consistency for partially observed Markov models. Zbl 1471.60107 Douc, Randal; Olsson, Jimmy; Roueff, François 4 2020 High order chaotic limits of wavelet scalograms under long-range dependence. Zbl 1280.42031 Clausel, M.; Roueff, F.; Taqqu, M. S.; Tudor, C. 4 2013 A Fourier formulation of the Frostman criterion for random graphs and its applications to wavelet series. Zbl 1039.42029 Ayache, Antoine; Roueff, François 3 2003 Necessary and sufficient conditions for the identifiability of observation-driven models. Zbl 1493.62518 Douc, Randal; Roueff, François; Sim, Tepmony 3 2021 Weak convergence of the regularization path in penalized M-estimation. Zbl 1226.60032 Germain, Jean-Francois; Roueff, Francois 2 2010 Function-indexed empirical processes based on an infinite source Poisson transmission stream. Zbl 1259.60036 Roueff, François; Samorodnitsky, Gennady; Soulier, Philippe 2 2012 Nonparametric estimation of the mixing density using polynomials. Zbl 1332.62126 Rebafka, T.; Roueff, F. 2 2015 Convergence to stable laws in the space \(\mathcal D\). Zbl 1326.60039 Roueff, François; Soulier, Philippe 2 2015 Frequency estimation based on the cumulated Lomb-Scargle periodogram. Zbl 1199.62022 Lévy-Leduc, C.; Moulines, E.; Roueff, F. 1 2008 New upper bounds of the Hausdorff dimensions of graphs of continuous functions. Zbl 1086.28005 Roueff, François 1 2003 Nonparametric inference of photon energy distribution from indirect measurement. Zbl 1127.62127 Moulines, E.; Roueff, F.; Souloumiac, A.; Trigano, T. 1 2007 Nonparametric estimation of Mark’s distribution of an exponential shot-noise process. Zbl 1334.62050 Ilhe, Paul; Moulines, Éric; Roueff, Francois; Souloumiac, Antoine 1 2015 New results on approximate Hilbert pairs of wavelet filters with common factors. Zbl 1460.42051 Achard, Sophie; Clausel, Marianne; Gannaz, Irène; Roueff, François 1 2020 Spectral estimation for non-linear long range dependent discrete time trawl processes. Zbl 1451.62099 Doukhan, Paul; Roueff, François; Rynkiewicz, Joseph 1 2020 Information bounds and MCMC parameter estimation for the pile-up model. Zbl 1197.62161 Rebafka, Tabea; Roueff, François; Souloumiac, Antoine 1 2011 Linear precoders for the detection of a Gaussian process in wireless sensors networks. Zbl 1392.94602 Bianchi, Pascal; Jakubowicz, Jérémie; Roueff, François 1 2011 Necessary and sufficient conditions for the identifiability of observation-driven models. Zbl 1493.62518 Douc, Randal; Roueff, François; Sim, Tepmony 3 2021 Posterior consistency for partially observed Markov models. Zbl 1471.60107 Douc, Randal; Olsson, Jimmy; Roueff, François 4 2020 New results on approximate Hilbert pairs of wavelet filters with common factors. Zbl 1460.42051 Achard, Sophie; Clausel, Marianne; Gannaz, Irène; Roueff, François 1 2020 Spectral estimation for non-linear long range dependent discrete time trawl processes. Zbl 1451.62099 Doukhan, Paul; Roueff, François; Rynkiewicz, Joseph 1 2020 Time-frequency analysis of locally stationary Hawkes processes. Zbl 1464.60048 Roueff, François; von Sachs, Rainer 5 2019 Locally stationary Hawkes processes. Zbl 1336.60094 Roueff, François; von Sachs, Rainer; Sansonnet, Laure 12 2016 The maximizing set of the asymptotic normalized log-likelihood for partially observed Markov chains. Zbl 1352.60102 Douc, Randal; Roueff, François; Sim, Tepmony 6 2016 Aggregation of predictors for nonstationary sub-linear processes and online adaptive forecasting of time varying autoregressive processes. Zbl 1327.62478 Giraud, Christophe; Roueff, François; Sanchez-Perez, Andres 8 2015 Handy sufficient conditions for the convergence of the maximum likelihood estimator in observation-driven models. Zbl 1323.62027 Douc, Randal; Roueff, François; Sim, Tepmony 5 2015 Nonparametric estimation of the mixing density using polynomials. Zbl 1332.62126 Rebafka, T.; Roueff, F. 2 2015 Convergence to stable laws in the space \(\mathcal D\). Zbl 1326.60039 Roueff, François; Soulier, Philippe 2 2015 Nonparametric estimation of Mark’s distribution of an exponential shot-noise process. Zbl 1334.62050 Ilhe, Paul; Moulines, Éric; Roueff, Francois; Souloumiac, Antoine 1 2015 Modelling bid and ask prices using constrained Hawkes processes: ergodicity and scaling limit. Zbl 1323.37054 Zheng, Ban; Roueff, François; Abergel, Frédéric 15 2014 Wavelet estimation of the long memory parameter for Hermite polynomial of Gaussian processes. Zbl 1310.42023 Clausel, M.; Roueff, F.; Taqqu, M. S.; Tudor, C. 9 2014 Asymptotic behavior of the quadratic variation of the sum of two Hermite processes of consecutive orders. Zbl 1333.60072 Clausel, M.; Roueff, F.; Taqqu, M. S.; Tudor, C. 4 2014 High order chaotic limits of wavelet scalograms under long-range dependence. Zbl 1280.42031 Clausel, M.; Roueff, F.; Taqqu, M. S.; Tudor, C. 4 2013 Large scale behavior of wavelet coefficients of non-linear subordinated processes with long memory. Zbl 1244.60044 Clausel, Marianne; Roueff, François; Taqqu, Murad S.; Tudor, Ciprian 4 2012 Function-indexed empirical processes based on an infinite source Poisson transmission stream. Zbl 1259.60036 Roueff, François; Samorodnitsky, Gennady; Soulier, Philippe 2 2012 Locally stationary long memory estimation. Zbl 1220.62111 Roueff, François; Von Sachs, Rainer 12 2011 Information bounds and MCMC parameter estimation for the pile-up model. Zbl 1197.62161 Rebafka, Tabea; Roueff, François; Souloumiac, Antoine 1 2011 Linear precoders for the detection of a Gaussian process in wireless sensors networks. Zbl 1392.94602 Bianchi, Pascal; Jakubowicz, Jérémie; Roueff, François 1 2011 Weak convergence of the regularization path in penalized M-estimation. Zbl 1226.60032 Germain, Jean-Francois; Roueff, Francois 2 2010 Estimators of long-memory: Fourier versus wavelets. Zbl 1431.62367 Faÿ, Gilles; Moulines, Eric; Roueff, François; Taqqu, Murad S. 36 2009 Detection and localization of change-points in high-dimensional network traffic data. Zbl 1166.62094 Lévy-Leduc, Céline; Roueff, François 22 2009 Linear fractional stable sheets: Wavelet expansion and sample path properties. Zbl 1162.60324 Ayache, Antoine; Roueff, François; Xiao, Yimin 20 2009 Asymptotic normality of wavelet estimators of the memory parameter for linear processes. Zbl 1224.62068 Roueff, F.; Taqqu, M. S. 19 2009 Central limit theorems for arrays of decimated linear processes. Zbl 1173.60311 Roueff, F.; Taqqu, M. S. 6 2009 A wavelet Whittle estimator of the memory parameter of a nonstationary Gaussian time series. Zbl 1142.62062 Moulines, E.; Roueff, F.; Taqqu, M. S. 30 2008 On the existence of some ARCH\((\infty)\)processes. Zbl 1136.60327 Douc, Randal; Roueff, François; Soulier, Philippe 10 2008 Frequency estimation based on the cumulated Lomb-Scargle periodogram. Zbl 1199.62022 Lévy-Leduc, C.; Moulines, E.; Roueff, F. 1 2008 On the spectral density of the wavelet coefficients of long-memory time series with application to the log-regression estimation of the memory parameter. Zbl 1150.62058 Moulines, E.; Roueff, F.; Taqqu, M. S. 37 2007 Central limit theorem for the log-regression wavelet estimation of the memory parameter in the Gaussian semi-parametric context. Zbl 1141.62073 Moulines, E.; Roueff, F.; Taqqu, Murad S. 17 2007 Estimation of the memory parameter of the infinite-source Poisson process. Zbl 1127.62070 Faÿ, Gilles; Roueff, François; Soulier, Philippe 10 2007 Local and asymptotic properties of linear fractional stable sheets. Zbl 1112.60038 Ayache, Antoine; Roueff, François; Xiao, Yimin 9 2007 Joint continuity of the local times of linear fractional stable sheets. Zbl 1117.60042 Ayache, Antoine; Roueff, François; Xiao, Yimin 4 2007 Modeling occlusion and scaling in natural images. Zbl 1143.62057 Gousseau, Yann; Roueff, François 4 2007 Nonparametric inference of photon energy distribution from indirect measurement. Zbl 1127.62127 Moulines, E.; Roueff, F.; Souloumiac, A.; Trigano, T. 1 2007 The dead leaves model: a general tessellation modeling occlusion. Zbl 1095.60004 Bordenave, Charles; Gousseau, Yann; Roueff, François 14 2006 On recursive estimation for time varying autoregressive processes. Zbl 1084.62089 Moulines, Eric; Priouret, Pierre; Roueff, François 29 2005 Nonparametric estimation of mixing densities for discrete distributions. Zbl 1086.62049 Roueff, François; Rydén, Tobias 5 2005 Almost sure Hausdorff dimension of graphs of random wavelet series. Zbl 1030.60027 Roueff, François 5 2003 A Fourier formulation of the Frostman criterion for random graphs and its applications to wavelet series. Zbl 1039.42029 Ayache, Antoine; Roueff, François 3 2003 New upper bounds of the Hausdorff dimensions of graphs of continuous functions. Zbl 1086.28005 Roueff, François 1 2003 Semi-parametric estimation of the Hölder exponent of a stationary Gaussian process with minimax rates. Zbl 1008.62081 Lang, Gabriel; Roueff, François 14 2001 all cited Publications top 5 cited Publications all top 5 Cited by 464 Authors 22 Roueff, François 11 Didier, Gustavo 10 Ayache, Antoine 10 Bardet, Jean-Marc 10 Taqqu, Murad S. 8 Dahlhaus, Rainer 8 Xiao, Yimin 6 Abry, Patrice 6 Soulier, Philippe 5 Moulines, Eric 5 Tudor, Ciprian A. 4 Biermé, Hermine 4 Clausel, Marianne 4 Doukhan, Paul 4 Faÿ, Gilles 4 Li, Ming 4 Pakkanen, Mikko S. 4 Wu, Wei Biao 3 Beran, Jan 3 Boniece, B. Cooper 3 Coeurjolly, Jean-François 3 Corcuera, José Manuel 3 Douc, Randal 3 Ghosh, Sucharita 3 Hamonier, Julien 3 Jach, Agnieszka E. 3 Kokoszka, Piotr S. 3 Lévy-Leduc, Céline 3 Podolskij, Mark 3 Sabzikar, Farzad 3 Sang, Hailin 3 Sim, Tepmony 3 Subba Rao, Suhasini 3 Surgailis, Donatas 3 Wang, Lihong 3 Wendt, Herwig 3 Xiao, Weilin 2 Abergel, Frédéric 2 Achard, Sophie 2 Alquier, Pierre 2 Arkoun, Ouerdia 2 Bachoc, François 2 Barndorff-Nielsen, Ole Eiler 2 Bernis, Guillaume 2 Bertrand, Pierre Raphael 2 Bibi, Hatem 2 Boubaker, Heni 2 Chapeau-Blondeau, François 2 Chauveau, Julien 2 Cheung, Ying Lun 2 Clinet, Simon 2 Combrexelle, Sébastien 2 Comte, Fabienne 2 Dola, Béchir 2 Gannaz, Irène 2 Giraitis, Liudas 2 Gousseau, Yann 2 Guigues, Vincent 2 Hill, David B. 2 Horst, Ulrich 2 Kammoun, Imen 2 Lacaux, Céline 2 Lopes, Sílvia R. C. 2 Nunes, Matthew A. 2 Preuß, Philip 2 Rebafka, Tabea 2 Rousseau, David 2 Ruiz-Medina, María Dolores 2 Samorodnitsky, Gennady Pinkhosovich 2 Sanchez-Perez, Andres 2 Scotti, Simone 2 Siegmund, David O. 2 Swishchuk, Anatoliy 2 Triantafyllopoulos, Kostas 2 von Sachs, Rainer 2 Xie, Yao 2 Zhang, Kui 2 Zhang, Ting 1 Achim, Alin M. 1 Adamic, Peter F. 1 Aknouche, Abdelhakim 1 Aldous, David John 1 Alfons, Andreas 1 Alfonsi, Aurélien 1 Allassonnière, Stéphanie 1 Altmann, Yoann 1 Anh, Vo V. 1 Arras, Benjamin 1 Azaïs, Jean-Marc 1 Bach, Francis R. 1 Bacry, Emmanuel 1 Bai, Shuyang 1 Balan, Raluca M. 1 Barański, Krzysztof 1 Baron, Michael I. 1 Barunik, Jozef 1 Basrak, Bojan 1 Beknazaryan, Aleksandr F. 1 Belomestny, Denis 1 Benassi, Albert ...and 364 more Authors all top 5 Cited in 102 Serials 24 Stochastic Processes and their Applications 17 Bernoulli 17 Electronic Journal of Statistics 13 The Annals of Statistics 11 Journal of Time Series Analysis 7 Journal of Multivariate Analysis 7 Statistical Inference for Stochastic Processes 6 Journal of Econometrics 6 Statistics and Computing 5 Physica A 5 Journal of Statistical Planning and Inference 5 Econometric Theory 4 Advances in Applied Probability 4 Journal of Theoretical Probability 3 Journal of Mathematical Analysis and Applications 3 Journal of Statistical Physics 3 Chaos, Solitons and Fractals 3 Sequential Analysis 3 Random Structures & Algorithms 3 Communications in Statistics. Theory and Methods 3 European Journal of Operational Research 3 Applied and Computational Harmonic Analysis 3 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 3 Studies in Nonlinear Dynamics and Econometrics 3 Journal of Applied Statistics 3 Methodology and Computing in Applied Probability 3 Quantitative Finance 3 Comptes Rendus. Mathématique. Académie des Sciences, Paris 3 Statistical Methods and Applications 2 Scandinavian Journal of Statistics 2 Journal of the American Statistical Association 2 Statistics & Probability Letters 2 Revista Matemática Iberoamericana 2 Journal of Economic Dynamics & Control 2 Machine Learning 2 Communications in Statistics. Simulation and Computation 2 Journal of Statistical Computation and Simulation 2 Applied Mathematics. Series B (English Edition) 2 International Journal of Computer Vision 2 Fractals 2 Statistica Sinica 2 Electronic Journal of Probability 2 Journal of Nonparametric Statistics 2 Finance and Stochastics 2 Statistical Modelling 2 Journal of Statistical Mechanics: Theory and Experiment 2 Stochastics 2 Journal of the Korean Statistical Society 2 ALEA. Latin American Journal of Probability and Mathematical Statistics 2 SIAM Journal on Financial Mathematics 2 Sankhyā. Series A 2 Journal of Time Series Econometrics 1 Communications in Mathematical Physics 1 Inverse Problems 1 Lithuanian Mathematical Journal 1 Mathematical Proceedings of the Cambridge Philosophical Society 1 Advances in Mathematics 1 Journal of Computational and Applied Mathematics 1 Monatshefte für Mathematik 1 Operations Research 1 Insurance Mathematics & Economics 1 Stochastic Analysis and Applications 1 Physica D 1 Statistics 1 Probability Theory and Related Fields 1 Statistical Science 1 Mathematical and Computer Modelling 1 Queueing Systems 1 Multidimensional Systems and Signal Processing 1 Economics Letters 1 The Annals of Applied Probability 1 Computational Statistics 1 SIAM Journal on Mathematical Analysis 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 Computational Statistics and Data Analysis 1 International Journal of Robust and Nonlinear Control 1 Test 1 Mathematical Methods of Statistics 1 Statistical Papers 1 Abstract and Applied Analysis 1 Infinite Dimensional Analysis, Quantum Probability and Related Topics 1 Journal of the Royal Statistical Society. Series B. Statistical Methodology 1 International Journal of Theoretical and Applied Finance 1 Extremes 1 Journal of Machine Learning Research (JMLR) 1 Stochastics and Dynamics 1 International Journal of Wavelets, Multiresolution and Information Processing 1 Computational Management Science 1 Statistical Methodology 1 Mathematics and Financial Economics 1 Journal of Physics A: Mathematical and Theoretical 1 AStA. Advances in Statistical Analysis 1 The Annals of Applied Statistics 1 SIAM Journal on Imaging Sciences 1 Mathematical Geosciences 1 Advances in Applied Mathematics and Mechanics 1 Statistics Surveys 1 Advances in Pure and Applied Mathematics 1 International Journal of Stochastic Analysis 1 Journal of Probability and Statistics ...and 2 more Serials all top 5 Cited in 26 Fields 194 Statistics (62-XX) 157 Probability theory and stochastic processes (60-XX) 31 Harmonic analysis on Euclidean spaces (42-XX) 31 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 20 Numerical analysis (65-XX) 9 Measure and integration (28-XX) 9 Computer science (68-XX) 8 Statistical mechanics, structure of matter (82-XX) 8 Operations research, mathematical programming (90-XX) 8 Biology and other natural sciences (92-XX) 5 Dynamical systems and ergodic theory (37-XX) 5 Information and communication theory, circuits (94-XX) 4 Geophysics (86-XX) 4 Systems theory; control (93-XX) 2 Real functions (26-XX) 2 Partial differential equations (35-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 2 Quantum theory (81-XX) 1 Combinatorics (05-XX) 1 Difference and functional equations (39-XX) 1 Approximations and expansions (41-XX) 1 Integral transforms, operational calculus (44-XX) 1 Functional analysis (46-XX) 1 Mechanics of deformable solids (74-XX) 1 Fluid mechanics (76-XX) 1 Astronomy and astrophysics (85-XX) Citations by Year