Edit Profile (opens in new tab) Sorensen, Michael Co-Author Distance Author ID: sorensen.michael Published as: Sørensen, Michael; Sørensen, M.; Sorensen, Michael; Sorensen, M. more...less Homepage: http://www.math.ku.dk/~michael/ External Links: MGP Documents Indexed: 58 Publications since 1982, including 1 Book 2 Contributions as Editor Co-Authors: 27 Co-Authors with 37 Joint Publications 753 Co-Co-Authors all top 5 Co-Authors 17 single-authored 10 Küchler, Uwe 5 Barndorff-Nielsen, Ole Eiler 4 Bibby, Bo Martin 4 Bladt, Mogens 3 Kessler, Mathieu 2 Forman, Julie Lyng 2 Jakobsen, Nina Munkholt 2 Jensen, Jens Ledet 2 Platen, Eckhard 1 Baltazar-Larios, Fernando 1 Bass, Ludvik 1 Bibly, Bo Martin 1 Blæsild, Preben 1 Dehling, Herold G. 1 Ditlevsen, Susanne 1 Finch, Samuel 1 García-Portugués, Eduardo 1 Gloter, Arnaud 1 Hamelryck, Thomas 1 Jacod, Jean 1 Jørgensen, Emil S. 1 Keiding, Susanne 1 Kelly, Leah 1 Kent, John T. 1 Kloeden, Peter Eris 1 Lajord Munk, Ole 1 Lindner, Alexander M. 1 Mardia, Kanti V. 1 Mider, Marcin 1 Mikosch, Thomas 1 Moller, Jesper 1 Neumann, Kirsten 1 Schurz, Henri 1 Skovgaard, Ib Michael 1 Streller, Arnfried 1 Uchida, Masayuki all top 5 Serials 9 Bernoulli 6 Scandinavian Journal of Statistics 6 International Statistical Review 3 Journal of Statistical Planning and Inference 3 Stochastic Processes and their Applications 3 Statistical Inference for Stochastic Processes 2 Journal of Applied Probability 2 Journal of the Royal Statistical Society. Series B. Statistical Methodology 2 Brazilian Journal of Probability and Statistics 1 Advances in Applied Probability 1 Annals of the Institute of Statistical Mathematics 1 Statistics 1 Mathematical and Computer Modelling 1 Computational Statistics and Data Analysis 1 Finance and Stochastics 1 The Econometrics Journal 1 Theory of Stochastic Processes 1 Monographs on Statistics and Applied Probability 1 Statistics and Computing 1 Journal of Theoretical Biology 1 Springer Series in Statistics 1 Japanese Journal of Statistics and Data Science all top 5 Fields 53 Statistics (62-XX) 41 Probability theory and stochastic processes (60-XX) 5 Numerical analysis (65-XX) 2 General and overarching topics; collections (00-XX) 2 Geophysics (86-XX) 2 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Biology and other natural sciences (92-XX) 1 Ordinary differential equations (34-XX) 1 Mechanics of deformable solids (74-XX) 1 Fluid mechanics (76-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 54 Publications have been cited 1,048 times in 771 Documents Cited by ▼ Year ▼ Martingale estimation functions for discretely observed diffusion processes. Zbl 0830.62075 Bibby, Bo Martin; Sørensen, Michael 121 1995 Normal variance-mean mixtures and z distributions. Zbl 0497.62019 Barndorff-Nielsen, O.; Kent, J.; Sorensen, M. 120 1982 The Pearson diffusions: a class of statistically tractable diffusion processes. Zbl 1198.62078 Forman, Julie Lyng; Sørensen, Michael 77 2008 Estimating equations based on eigenfunctions for a discretely observed diffusion process. Zbl 0980.62074 Kessler, Mathieu; Sørensen, Michael 69 1999 Exponential families of stochastic processes. Zbl 0882.60012 Küchler, Uwe; Sørensen, Michael 67 1997 Some stationary processes in discrete and continuous time. Zbl 0930.60026 Barndorff-Nielsen, O. E.; Jensen, J. L.; Sørensen, M. 46 1998 Statistical inference for discretely observed Markov jump processes. Zbl 1069.62061 Bladt, Mogens; Sørensen, Michael 41 2005 Diffusion-type models with given marginal distribution and autocorrelation function. Zbl 1066.60071 Bibby, Bo Martin; Skovgaard, Ib Michael; Sørensen, Michael 41 2005 Small-diffusion asymptotics for discretely sampled stochastic differential equations. Zbl 1043.60050 Sørensen, Michael; Uchida, Masayuki 38 2003 Estimation for stochastic differential equations with a small diffusion coefficient. Zbl 1157.62055 Gloter, Arnaud; Sørensen, Michael 31 2009 Inference for observations on integrated diffusion processes. Zbl 1062.62157 Ditlevsen, Susanne; Sørensen, Michael 29 2004 A hyperbolic diffusion model for stock prices. Zbl 0883.90010 Bibby, Bo Martin; Sørensen, Michael 29 1997 Prediction-based estimating functions. Zbl 0998.62071 Sørensen, Michael 28 2000 A review of some aspects of asymptotic likelihood theory for stochastic processes. Zbl 0828.62078 Barndorff-Nielsen, O. E.; Sørensen, M. 23 1994 Empirical process techniques for dependent data. Zbl 1005.00016 22 2002 Estimating functions for diffusion-type processes. Zbl 1375.60124 Sørensen, Michael 18 2012 Simple simulation of diffusion bridges with application to likelihood inference for diffusions. Zbl 1398.60086 Bladt, Mogens; Sørensen, Michael 18 2014 On effects of discretization on estimators of drift parameters for diffusion processes. Zbl 0873.65134 Kloeden, P. E.; Platen, E.; Schurz, H.; Sørensen, M. 16 1996 On asymptotics of estimating functions. Zbl 0982.62020 Sørensen, Michael 14 1999 On sequential maximum likelihood estimation for exponential families of stochastic processes. Zbl 0604.62074 Sørensen, Michael 14 1986 Exponential families of stochastic processes: A unifying semimartingale approach. Zbl 0721.60055 Küchler, Uwe; Sørensen, Michael 14 1989 Simulation of multivariate diffusion bridges. Zbl 1414.62085 Bladt, Mogens; Finch, Samuel; Sørensen, Michael 13 2016 A note on limit theorems for multivariate martingales. Zbl 0943.60016 Küchler, Uwe; Sørensen, Michael 12 1999 Likelihood methods for diffusions with jumps. Zbl 0733.62087 Sørensen, Michael 12 1991 On maximum likelihood estimation in randomly stopped diffusion-type processes. Zbl 0509.62075 Sorensen, Michael 11 1983 Estimating functions for discretely observed diffusions: A review. Zbl 0906.62079 Sørensen, Michael 11 1997 Simplified estimating functions for diffusion models with a high-dimensional parameter. Zbl 0973.60071 Bibby, Bo Martin; Sørensen, Michael 11 2001 A review of asymptotic theory of estimating functions. Zbl 1450.62101 Jacod, Jean; Sørensen, Michael 11 2018 Statistical methods for stochastic differential equations. Selected papers based on the presentations at the 7th séminaire Européen de statistiques on “Statistics for stochastic differential equations models”, La Manga del Mar Menor, Cartagena, Spain, May 7–12, 2007. Zbl 1246.60005 9 2012 A transformation approach to modelling multi-modal diffusions. Zbl 1279.62169 Forman, Julie Lyng; Sørensen, Michael 9 2014 Maximum likelihood estimation for integrated diffusion processes. Zbl 1513.62161 Baltazar-Larios, Fernando; Sørensen, Michael 8 2010 Stock returns and hyperbolic distributions. Zbl 0999.62085 Küchler, U.; Neumann, K.; Sørensen, M.; Streller, A. 8 1999 Estimation for discretely observed diffusions using transform functions. Zbl 1049.62092 Kelly, Leah; Platen, Eckhard; Sørensen, Michael 7 2004 The fascination of sand. Zbl 0589.62100 Barndorff-Nielsen, Ole E.; Blæsild, Preben; Jensen, Jens Ledet; Sørensen, Michael 7 1985 Efficient estimation for diffusions sampled at high frequency over a fixed time interval. Zbl 1392.62250 Jakobsen, Nina Munkholt; Sørensen, Michael 7 2017 On estimation for discretely observed diffusion: a review. Zbl 0893.62082 Bibly, Bo Martin; Sørensen, Michael 6 1996 On exponential families of Markov processes. Zbl 0907.62101 Küchler, Uwe; Sørensen, Michael 6 1998 On quasi likelihood for semimartingales. Zbl 0714.62075 Sørensen, Michael 6 1990 Prediction-based estimating functions: review and new developments. Zbl 1230.62111 Sørensen, Michael 5 2011 Statistical analysis of a spatial birth-and-death process model with a view to modelling linear dune fields. Zbl 0790.62090 Møller, Jesper; Sørensen, Michael 5 1994 Langevin diffusions on the torus: estimation and applications. Zbl 1505.62154 García-Portugués, Eduardo; Sørensen, Michael; Mardia, Kanti V.; Hamelryck, Thomas 5 2019 A simple estimator for discrete-time samples from affine stochastic delay differential equations. Zbl 1209.62198 Küchler, Uwe; Sørensen, Michael 4 2010 Parametric inference for discretely sampled stochastic differential equations. Zbl 1180.62118 Sørensen, Michael 4 2009 Exponential families of stochastic processes and Lévy processes. Zbl 0854.60076 Küchler, Uwe; Sørensen, Michael 3 1994 Statistical inference for discrete-time samples from affine stochastic delay differential equations. Zbl 1456.62035 Küchler, Uwe; Sørensen, Michael 3 2013 A note on the existence of a consistent maximum likelihood estimator for diffusions with jumps. Zbl 0685.62062 Sørensen, Michael 2 1989 Exponential families of stochastic processes with time-continuous likelihood functions. Zbl 0814.62049 Küchler, Uwe; Sørensen, Michael 2 1994 Curved exponential families of stochastic processes and their envelope families. Zbl 0857.62010 Küchler, Uwe; Sørensen, Michael 2 1996 Information quantities in non-classical settings. Zbl 0870.62005 Barndorff-Nielsen, O. E.; Sørensen, M. 2 1991 Estimating functions for jump-diffusions. Zbl 1505.60079 Jakobsen, Nina Munkholt; Sørensen, Michael 2 2019 On time-reversibility and estimating functions for Markov processes. Zbl 1062.62158 Kessler, Mathieu; Sørensen, Michael 1 2005 Some asymptotic properties of quasi likelihood estimators for semimartingales. Zbl 0725.62074 Sørensen, Michael 1 1989 The natural exponential family generated by a semimartingale. Zbl 0888.60039 Sørensen, M. 1 1996 Corrigendum to: “Simple simulation of diffusion bridges with application to likelihood inference for diffusions”. Zbl 1473.60115 Bladt, Mogens; Mider, Marcin; Sørensen, Michael 1 2021 Corrigendum to: “Simple simulation of diffusion bridges with application to likelihood inference for diffusions”. Zbl 1473.60115 Bladt, Mogens; Mider, Marcin; Sørensen, Michael 1 2021 Langevin diffusions on the torus: estimation and applications. Zbl 1505.62154 García-Portugués, Eduardo; Sørensen, Michael; Mardia, Kanti V.; Hamelryck, Thomas 5 2019 Estimating functions for jump-diffusions. Zbl 1505.60079 Jakobsen, Nina Munkholt; Sørensen, Michael 2 2019 A review of asymptotic theory of estimating functions. Zbl 1450.62101 Jacod, Jean; Sørensen, Michael 11 2018 Efficient estimation for diffusions sampled at high frequency over a fixed time interval. Zbl 1392.62250 Jakobsen, Nina Munkholt; Sørensen, Michael 7 2017 Simulation of multivariate diffusion bridges. Zbl 1414.62085 Bladt, Mogens; Finch, Samuel; Sørensen, Michael 13 2016 Simple simulation of diffusion bridges with application to likelihood inference for diffusions. Zbl 1398.60086 Bladt, Mogens; Sørensen, Michael 18 2014 A transformation approach to modelling multi-modal diffusions. Zbl 1279.62169 Forman, Julie Lyng; Sørensen, Michael 9 2014 Statistical inference for discrete-time samples from affine stochastic delay differential equations. Zbl 1456.62035 Küchler, Uwe; Sørensen, Michael 3 2013 Estimating functions for diffusion-type processes. Zbl 1375.60124 Sørensen, Michael 18 2012 Statistical methods for stochastic differential equations. Selected papers based on the presentations at the 7th séminaire Européen de statistiques on “Statistics for stochastic differential equations models”, La Manga del Mar Menor, Cartagena, Spain, May 7–12, 2007. Zbl 1246.60005 9 2012 Prediction-based estimating functions: review and new developments. Zbl 1230.62111 Sørensen, Michael 5 2011 Maximum likelihood estimation for integrated diffusion processes. Zbl 1513.62161 Baltazar-Larios, Fernando; Sørensen, Michael 8 2010 A simple estimator for discrete-time samples from affine stochastic delay differential equations. Zbl 1209.62198 Küchler, Uwe; Sørensen, Michael 4 2010 Estimation for stochastic differential equations with a small diffusion coefficient. Zbl 1157.62055 Gloter, Arnaud; Sørensen, Michael 31 2009 Parametric inference for discretely sampled stochastic differential equations. Zbl 1180.62118 Sørensen, Michael 4 2009 The Pearson diffusions: a class of statistically tractable diffusion processes. Zbl 1198.62078 Forman, Julie Lyng; Sørensen, Michael 77 2008 Statistical inference for discretely observed Markov jump processes. Zbl 1069.62061 Bladt, Mogens; Sørensen, Michael 41 2005 Diffusion-type models with given marginal distribution and autocorrelation function. Zbl 1066.60071 Bibby, Bo Martin; Skovgaard, Ib Michael; Sørensen, Michael 41 2005 On time-reversibility and estimating functions for Markov processes. Zbl 1062.62158 Kessler, Mathieu; Sørensen, Michael 1 2005 Inference for observations on integrated diffusion processes. Zbl 1062.62157 Ditlevsen, Susanne; Sørensen, Michael 29 2004 Estimation for discretely observed diffusions using transform functions. Zbl 1049.62092 Kelly, Leah; Platen, Eckhard; Sørensen, Michael 7 2004 Small-diffusion asymptotics for discretely sampled stochastic differential equations. Zbl 1043.60050 Sørensen, Michael; Uchida, Masayuki 38 2003 Empirical process techniques for dependent data. Zbl 1005.00016 22 2002 Simplified estimating functions for diffusion models with a high-dimensional parameter. Zbl 0973.60071 Bibby, Bo Martin; Sørensen, Michael 11 2001 Prediction-based estimating functions. Zbl 0998.62071 Sørensen, Michael 28 2000 Estimating equations based on eigenfunctions for a discretely observed diffusion process. Zbl 0980.62074 Kessler, Mathieu; Sørensen, Michael 69 1999 On asymptotics of estimating functions. Zbl 0982.62020 Sørensen, Michael 14 1999 A note on limit theorems for multivariate martingales. Zbl 0943.60016 Küchler, Uwe; Sørensen, Michael 12 1999 Stock returns and hyperbolic distributions. Zbl 0999.62085 Küchler, U.; Neumann, K.; Sørensen, M.; Streller, A. 8 1999 Some stationary processes in discrete and continuous time. Zbl 0930.60026 Barndorff-Nielsen, O. E.; Jensen, J. L.; Sørensen, M. 46 1998 On exponential families of Markov processes. Zbl 0907.62101 Küchler, Uwe; Sørensen, Michael 6 1998 Exponential families of stochastic processes. Zbl 0882.60012 Küchler, Uwe; Sørensen, Michael 67 1997 A hyperbolic diffusion model for stock prices. Zbl 0883.90010 Bibby, Bo Martin; Sørensen, Michael 29 1997 Estimating functions for discretely observed diffusions: A review. Zbl 0906.62079 Sørensen, Michael 11 1997 On effects of discretization on estimators of drift parameters for diffusion processes. Zbl 0873.65134 Kloeden, P. E.; Platen, E.; Schurz, H.; Sørensen, M. 16 1996 On estimation for discretely observed diffusion: a review. Zbl 0893.62082 Bibly, Bo Martin; Sørensen, Michael 6 1996 Curved exponential families of stochastic processes and their envelope families. Zbl 0857.62010 Küchler, Uwe; Sørensen, Michael 2 1996 The natural exponential family generated by a semimartingale. Zbl 0888.60039 Sørensen, M. 1 1996 Martingale estimation functions for discretely observed diffusion processes. Zbl 0830.62075 Bibby, Bo Martin; Sørensen, Michael 121 1995 A review of some aspects of asymptotic likelihood theory for stochastic processes. Zbl 0828.62078 Barndorff-Nielsen, O. E.; Sørensen, M. 23 1994 Statistical analysis of a spatial birth-and-death process model with a view to modelling linear dune fields. Zbl 0790.62090 Møller, Jesper; Sørensen, Michael 5 1994 Exponential families of stochastic processes and Lévy processes. Zbl 0854.60076 Küchler, Uwe; Sørensen, Michael 3 1994 Exponential families of stochastic processes with time-continuous likelihood functions. Zbl 0814.62049 Küchler, Uwe; Sørensen, Michael 2 1994 Likelihood methods for diffusions with jumps. Zbl 0733.62087 Sørensen, Michael 12 1991 Information quantities in non-classical settings. Zbl 0870.62005 Barndorff-Nielsen, O. E.; Sørensen, M. 2 1991 On quasi likelihood for semimartingales. Zbl 0714.62075 Sørensen, Michael 6 1990 Exponential families of stochastic processes: A unifying semimartingale approach. Zbl 0721.60055 Küchler, Uwe; Sørensen, Michael 14 1989 A note on the existence of a consistent maximum likelihood estimator for diffusions with jumps. Zbl 0685.62062 Sørensen, Michael 2 1989 Some asymptotic properties of quasi likelihood estimators for semimartingales. Zbl 0725.62074 Sørensen, Michael 1 1989 On sequential maximum likelihood estimation for exponential families of stochastic processes. Zbl 0604.62074 Sørensen, Michael 14 1986 The fascination of sand. Zbl 0589.62100 Barndorff-Nielsen, Ole E.; Blæsild, Preben; Jensen, Jens Ledet; Sørensen, Michael 7 1985 On maximum likelihood estimation in randomly stopped diffusion-type processes. Zbl 0509.62075 Sorensen, Michael 11 1983 Normal variance-mean mixtures and z distributions. Zbl 0497.62019 Barndorff-Nielsen, O.; Kent, J.; Sorensen, M. 120 1982 all cited Publications top 5 cited Publications all top 5 Cited by 1,104 Authors 32 Leonenko, Nikolai N. 17 Sorensen, Michael 17 Uchida, Masayuki 11 Küchler, Uwe 10 De Gregorio, Alessandro 10 Ditlevsen, Susanne 10 Gloter, Arnaud 9 Šuvak, Nenad 9 Yoshida, Nakahiro 8 Genon-Catalot, Valentine 8 Iacus, Stefano Maria 8 Samson, Adeline 7 Kaino, Yusuke 7 Shimizu, Yasutaka 7 Sikorskii, Alla 6 Barndorff-Nielsen, Ole Eiler 6 Gutierrez-Sanchez, Ramon 6 Korolev, Viktor Yur’evich 6 Laredo, Catherine F. 6 Nafidi, Ahmed 6 Roberts, Gareth O. 6 Taufer, Emanuele 5 Arslan, Olcay 5 Balakrishnan, Narayanaswamy 5 Bhadra, Anindya 5 Grigelionis, Bronius I. 5 Kokonendji, Célestin Clotaire 5 Mercuri, Lorenzo 5 Polson, Nicholas G. 5 Rroji, Edit 5 Sabino, Piergiacomo 5 Schauer, Moritz 5 Shen, Guangjun 5 Shu, Huisheng 5 van der Meulen, Frank Henri 5 Vinogradov, Vladimir Vladimirovich 5 Zeifman, Alexander Izrailevich 5 Zhang, Xinsheng 4 Basawa, Ishwar V. 4 D’Amico, Guglielmo 4 Datta, Jyotishka 4 Forman, Julie Lyng 4 Gourieroux, Christian 4 Hwang, Sun Young 4 Jacod, Jean 4 Jamalizadeh, Ahad 4 Lánský, Petr 4 Mai, Hilmar 4 Nielsen, Mikkel Slot 4 Platen, Eckhard 4 Schoenmakers, John G. M. 4 Seneta, Eugene 4 Vajda, Igor 4 Walker, Stephen Grahm 4 Weissbach, Rafael 3 Alfarano, Simone 3 Ascione, Giacomo 3 Avram, Florin 3 Bakosi, Jozsef 3 Baltazar-Larios, Fernando 3 Belomestny, Denis 3 Benth, Fred Espen 3 Beskos, Alexandros 3 Bibbona, Enrico 3 Bingham, Nicholas Hugh 3 Bishwal, Jaya P. N. 3 Carr, Peter Paul 3 Chen, Songxi 3 Chertok, A. V. 3 D’Onofrio, Giuseppe 3 Favetto, Benjamin 3 Filipović, Damir 3 Giorno, Virginia 3 Gobet, Emmanuel 3 Hobolth, Asger 3 Hubalek, Friedrich 3 Jimenez, Juan Carlos 3 Kebaier, Ahmed 3 Kim, Myungsuk 3 Korchagin, A. Yu. 3 Koul, Hira Lal 3 Larsson, Martin 3 Lee, Sangyeol 3 Leonenko, G. M. 3 Long, Hongwei 3 Luo, Yu 3 Ma, Chunhua 3 Ma, Chunsheng 3 Magiera, Ryszard 3 Masmoudi, Afif 3 Masuda, Hiroki 3 Mider, Marcin 3 Mselmi, Farouk 3 Mykland, Per Aslak 3 Nakakita, Shogo H. 3 Nicolau, João 3 Nobile, Amelia G. 3 Ozaki, Tohru 3 Pap, Gyula 3 Papić, Ivan ...and 1,004 more Authors all top 5 Cited in 188 Serials 42 Statistics & Probability Letters 41 Stochastic Processes and their Applications 34 Statistical Inference for Stochastic Processes 23 Journal of Statistical Planning and Inference 23 Bernoulli 21 Journal of Econometrics 20 Computational Statistics and Data Analysis 20 Quantitative Finance 18 The Annals of Statistics 17 Communications in Statistics. Theory and Methods 13 Journal of Multivariate Analysis 13 Methodology and Computing in Applied Probability 12 Scandinavian Journal of Statistics 12 Applied Mathematics and Computation 12 Journal of Applied Probability 12 Stochastic Analysis and Applications 12 Statistics 12 Electronic Journal of Statistics 9 Stochastics 9 Statistics and Computing 8 Advances in Applied Probability 8 Applied Mathematical Finance 7 Annals of the Institute of Statistical Mathematics 7 Journal of Computational and Applied Mathematics 7 Journal of Statistical Computation and Simulation 6 Journal of Mathematical Analysis and Applications 6 Journal of Statistical Physics 6 Metrika 6 Journal of Time Series Analysis 6 The Annals of Applied Probability 6 Finance and Stochastics 6 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 6 Japanese Journal of Statistics and Data Science 5 The Canadian Journal of Statistics 5 Lithuanian Mathematical Journal 5 International Statistical Review 5 Computational Statistics 5 Statistical Papers 5 Mathematical Finance 5 Asia-Pacific Financial Markets 4 Biometrics 4 Annals of Operations Research 4 Communications in Statistics. Simulation and Computation 4 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 4 Test 4 Journal of the Royal Statistical Society. Series B. Statistical Methodology 4 Journal of the Korean Statistical Society 4 AStA. Advances in Statistical Analysis 4 SIAM Journal on Financial Mathematics 4 Annals of Finance 3 Journal of Mathematical Biology 3 Journal of Mathematical Physics 3 Journal of the American Statistical Association 3 Kybernetika 3 Probability Theory and Related Fields 3 Sequential Analysis 3 Statistical Science 3 Econometric Reviews 3 Journal of Theoretical Probability 3 European Journal of Operational Research 3 Theory of Probability and Mathematical Statistics 3 Journal of Mathematical Sciences (New York) 3 Random Operators and Stochastic Equations 3 Mathematical Methods of Operations Research 3 International Journal of Theoretical and Applied Finance 3 Communications in Nonlinear Science and Numerical Simulation 3 Econometric Theory 3 Applied Stochastic Models in Business and Industry 3 Comptes Rendus. Mathématique. Académie des Sciences, Paris 3 Multiscale Modeling & Simulation 3 Journal of Physics A: Mathematical and Theoretical 3 The Annals of Applied Statistics 3 International Journal of Stochastic Analysis 3 Sankhyā. Series A 2 Computers & Mathematics with Applications 2 International Journal of Control 2 Journal of Computational Physics 2 Mathematical Biosciences 2 Chaos, Solitons and Fractals 2 Acta Applicandae Mathematicae 2 Journal of Economic Dynamics & Control 2 Mathematical and Computer Modelling 2 Journal of Applied Mathematics and Stochastic Analysis 2 Applied Mathematical Modelling 2 Automation and Remote Control 2 Mathematical Methods of Statistics 2 Filomat 2 Monte Carlo Methods and Applications 2 Abstract and Applied Analysis 2 Studies in Nonlinear Dynamics and Econometrics 2 Australian & New Zealand Journal of Statistics 2 Chaos 2 Journal of Applied Statistics 2 Brazilian Journal of Probability and Statistics 2 Foundations of Computational Mathematics 2 Stochastic Models 2 Acta Mathematica Scientia. Series B. (English Edition) 2 Stochastics and Dynamics 2 Review of Derivatives Research 2 Statistical Methods and Applications ...and 88 more Serials all top 5 Cited in 40 Fields 511 Statistics (62-XX) 505 Probability theory and stochastic processes (60-XX) 149 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 100 Numerical analysis (65-XX) 32 Biology and other natural sciences (92-XX) 25 Systems theory; control (93-XX) 23 Partial differential equations (35-XX) 13 Operations research, mathematical programming (90-XX) 11 Special functions (33-XX) 8 Ordinary differential equations (34-XX) 8 Computer science (68-XX) 8 Statistical mechanics, structure of matter (82-XX) 7 Dynamical systems and ergodic theory (37-XX) 7 Operator theory (47-XX) 5 Combinatorics (05-XX) 5 Functional analysis (46-XX) 4 Harmonic analysis on Euclidean spaces (42-XX) 3 Linear and multilinear algebra; matrix theory (15-XX) 3 Integral transforms, operational calculus (44-XX) 3 Global analysis, analysis on manifolds (58-XX) 3 Geophysics (86-XX) 3 Information and communication theory, circuits (94-XX) 2 General and overarching topics; collections (00-XX) 2 Measure and integration (28-XX) 2 Sequences, series, summability (40-XX) 2 Approximations and expansions (41-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 2 Mechanics of deformable solids (74-XX) 1 History and biography (01-XX) 1 Number theory (11-XX) 1 Commutative algebra (13-XX) 1 Real functions (26-XX) 1 Functions of a complex variable (30-XX) 1 Potential theory (31-XX) 1 Integral equations (45-XX) 1 Differential geometry (53-XX) 1 Mechanics of particles and systems (70-XX) 1 Fluid mechanics (76-XX) 1 Optics, electromagnetic theory (78-XX) 1 Quantum theory (81-XX) Citations by Year