Edit Profile (opens in new tab) Soulier, Philippe Co-Author Distance Author ID: soulier.philippe Published as: Soulier, Philippe; Soulier, Ph.; Soulier, P. more...less External Links: MGP Documents Indexed: 62 Publications since 1991, including 2 Books and 1 Additional arXiv Preprint 1 Contribution as Editor Co-Authors: 42 Co-Authors with 55 Joint Publications 1,024 Co-Co-Authors all top 5 Co-Authors 8 single-authored 18 Moulines, Eric 11 Hurvich, Clifford M. 7 Kulik, Rafał 5 Douc, Randal 4 Faÿ, Gilles 4 Roueff, François 3 Fougères, Anne-Laure 3 Lang, Gabriel 2 Bardet, Jean-Marc 2 Deo, Rohit S. 2 Doukhan, Paul 2 Fort, Gersende 2 Franco, Glaura C. 2 Hsieh, Mengchen 2 Louhichi, Sana 2 Planinić, Hrvoje 2 Reisen, Valdério Anselmo 1 Abdous, Belkacem 1 Anevski, Dragi 1 Aue, Alexander 1 Basrak, Bojan 1 Bertail, Patrice 1 Bilayi-Biakana, Clémonell 1 Cao, Wen 1 Demichel, Yann 1 Dombry, Clément 1 Fermin, Ana Karina 1 Ghoudi, Kilani 1 Hashorva, Enkelejd 1 Hazra, Rajat Subhra 1 Hidalgo, Javier 1 Horváth, Lajos 1 Juditsky, Anatoli B. 1 León, José Rafael R. 1 Ludeña, Carenne C. 1 Mercadier, Cécile 1 Priouret, Pierre 1 Ray, Souvik 1 Roy, Parthanil 1 Samorodnitsky, Gennady Pinkhosovich 1 Wang, Yi 1 Wintenberger, Olivier all top 5 Serials 6 Stochastic Processes and their Applications 6 Bernoulli 6 Extremes 5 Journal of Time Series Analysis 3 Statistics & Probability Letters 3 Statistical Inference for Stochastic Processes 3 Econometric Theory 2 The Annals of Statistics 2 Econometrica 2 REBRAPE 2 The Annals of Applied Probability 2 Springer Series in Operations Research and Financial Engineering 1 Advances in Applied Probability 1 Journal of the American Statistical Association 1 Journal of Applied Probability 1 Journal of Econometrics 1 Stochastic Analysis and Applications 1 Acta Mathematica Hungarica 1 Probability Theory and Related Fields 1 Comptes Rendus de l’Académie des Sciences. Série I 1 Mathematical Methods of Statistics 1 Electronic Journal of Probability 1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings 1 Comptes Rendus de l’Académie des Sciences. Série I. Mathématique 1 Stochastic Models 1 Lecture Notes in Statistics all top 5 Fields 46 Statistics (62-XX) 40 Probability theory and stochastic processes (60-XX) 8 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 3 Numerical analysis (65-XX) 1 General and overarching topics; collections (00-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 55 Publications have been cited 686 times in 502 Documents Cited by ▼ Year ▼ Practical drift conditions for subgeometric rates of convergence. Zbl 1082.60062 Douc, Randal; Fort, Gersende; Moulines, Eric; Soulier, Philippe 77 2004 Markov chains. Zbl 1429.60002 Douc, Randal; Moulines, Eric; Priouret, Pierre; Soulier, Philippe 56 2018 Broadband log-periodogram regression of time series with long-range dependence. Zbl 0962.62085 Moulines, Eric; Soulier, Philippe 43 1999 Estimating long memory in volatility. Zbl 1151.91702 Hurvich, Clifford M.; Moulines, Eric; Soulier, Philippe 43 2005 Heavy tailed time series. Zbl 1457.62003 Kulik, Rafał; Soulier, Philippe 39 2020 Wavelet estimator of long-range dependent processes. Zbl 1054.62579 Bardet, J. M.; Lang, G.; Moulines, E.; Soulier, P. 33 2000 Heavy tailed time series with extremal independence. Zbl 1333.60102 Kulik, Rafał; Soulier, Philippe 23 2015 Computable convergence rates for sub-geometric ergodic Markov chains. Zbl 1131.60065 Douc, Randal; Moulines, Eric; Soulier, Philippe 20 2007 The FEXP estimator for potentially non-stationary linear time series. Zbl 1057.62074 Hurvich, Clifford M.; Moulines, Eric; Soulier, Philippe 19 2002 The tail empirical process for long memory stochastic volatility sequences. Zbl 1253.60030 Kulik, Rafał; Soulier, Philippe 19 2011 The tail process revisited. Zbl 1417.60043 Planinić, Hrvoje; Soulier, Philippe 18 2018 Tail measure and spectral tail process of regularly varying time series. Zbl 1404.60074 Dombry, Clément; Hashorva, Enkelejd; Soulier, Philippe 17 2018 Semiparametric spectral estimation for fractional processes. Zbl 1109.62353 Moulines, Eric; Soulier, Philippe 16 2003 An invariance principle for sums and record times of regularly varying stationary sequences. Zbl 1404.60043 Basrak, Bojan; Planinić, Hrvoje; Soulier, Philippe 15 2018 Estimation of the location and exponent of the spectral singularity of a long memory process. Zbl 1051.62075 Hidalgo, Javier; Soulier, Philippe 14 2004 The tail empirical process of regularly varying functions of geometrically ergodic Markov chains. Zbl 1448.60114 Kulik, Rafał; Soulier, Philippe; Wintenberger, Olivier 12 2019 Monotone spectral density estimation. Zbl 1209.62206 Anevski, Dragi; Soulier, Philippe 11 2011 Limit conditional distributions for bivariate vectors with polar representation. Zbl 1195.60025 Fougères, Anne-Laure; Soulier, Philippe 11 2010 Nonparametric estimation of the diffusion coefficient of a diffusion process. Zbl 0894.62093 Soulier, Philippe 11 1998 Moment bounds and central limit theorem for functions of Gaussian vectors. Zbl 0993.60019 Soulier, Philippe 11 2001 Estimation of bivariate excess probabilities for elliptical models. Zbl 1155.62042 Abdous, Belkacem; Fougères, Anne-Laure; Ghoudi, Kilani; Soulier, Philippe 11 2008 On the existence of some ARCH\((\infty)\)processes. Zbl 1136.60327 Douc, Randal; Roueff, François; Soulier, Philippe 10 2008 The periodogram of an i.i.d. sequence. Zbl 1046.62097 Fay, Gilles; Soulier, Philippe 10 2001 Dependence in probability and statistics. Zbl 1092.60002 10 2006 Estimation of the memory parameter of the infinite-source Poisson process. Zbl 1127.62070 Faÿ, Gilles; Roueff, François; Soulier, Philippe 10 2007 Estimation of long memory in the presence of a smooth nonparametric trend. Zbl 1117.62359 Hurvich, Clifford; Lang, Gabriel; Soulier, Philippe 9 2005 Adaptive estimation of the fractional differencing coefficient. Zbl 1006.62082 Iouditsky, Anatoli; Moulines, Eric; Soulier, Philippe 8 2001 Conditions for the propagation of memory parameter from durations to counts and realized volatility. Zbl 1253.62077 Deo, Rohit; Hurvich, Clifford M.; Soulier, Philippe; Wang, Yi 8 2009 Long memory in nonlinear processes. Zbl 1187.62141 Deo, Rohit; Hsieh, Mengchen; Hurvich, Clifford M.; Soulier, Philippe 8 2006 Estimation of conditional laws given an extreme component. Zbl 1329.62164 Fougères, Anne-Laure; Soulier, Philippe 8 2012 Data driven order selection for projection estimator of the spectral density of time series with long range dependence. Zbl 0958.62091 Moulines, Eric; Soulier, Philippe 7 2000 Marcinkiewicz-Zygmund strong laws for infinite variance time series. Zbl 1054.60037 Louhichi, Sana; Soulier, Philippe 6 2000 Central and non central limit theorems for quadratic forms of a strongly dependent Gaussian field. Zbl 0881.60023 Doukhan, Paul; León, Jose R.; Soulier, Philippe 6 1996 Testing for long memory in volatility. Zbl 1033.62102 Hurvich, Clifford M.; Soulier, Philippe 6 2002 Convergence of random spectral measures and applications to invariance principles. (Convergence de mesures spectrales aléatoires et applications à des principes d’invariance.) Zbl 0978.60023 Lang, Gabriel; Soulier, Philippe 5 2000 Edgeworth expansions for linear statistics of possibly long-range-dependent linear processes. Zbl 1102.62093 Faÿ, Gilles; Moulines, Eric; Soulier, Philippe 5 2004 Nonlinear functionals of the periodogram. Zbl 1063.62015 Fay, Gilles; Moulines, Eric; Soulier, Philippe 5 2002 Estimation of limiting conditional distributions for the heavy tailed long memory stochastic volatility process. Zbl 1273.60028 Kulik, Rafał; Soulier, Philippe 5 2013 The tail process and tail measure of continuous time regularly varying stochastic processes. Zbl 1500.60028 Soulier, Philippe 5 2022 On the properties of the periodogram of a stationary long-memory process over different epochs with applications. Zbl 1224.62078 Reisen, Valdério A.; Moulines, Eric; Soulier, Philippe; Franco, Glaura C. 4 2010 Stochastic volatility models with long memory. Zbl 1178.91225 Hurvich, Clifford M.; Soulier, Philippe 4 2009 Asymptotics for duration-driven long range dependent processes. Zbl 1418.62332 Hsieh, Meng-Chen; Hurvich, Clifford M.; Soulier, Philippe 3 2007 The central limit theorem for stationary associated sequences. Zbl 1017.60020 Louhichi, S.; Soulier, Ph. 3 2002 Drift in transaction-level asset price models. Zbl 1378.62125 Cao, Wen; Hurvich, Clifford; Soulier, Philippe 3 2017 Limit theorems for long-memory stochastic volatility models with infinite variance: partial sums and sample covariances. Zbl 1275.62072 Kulik, Rafał; Soulier, Philippe 3 2012 Estimating the scaling function of multifractal measures and multifractal random walks using ratios. Zbl 1398.60059 Ludeña, Carenne; Soulier, Philippe 3 2014 Function-indexed empirical processes based on an infinite source Poisson transmission stream. Zbl 1259.60036 Roueff, François; Samorodnitsky, Gennady; Soulier, Philippe 2 2012 Convergence to stable laws in the space \(\mathcal D\). Zbl 1326.60039 Roueff, François; Soulier, Philippe 2 2015 The diameter of an elliptical cloud. Zbl 1327.60036 Demichel, Yann; Fermin, Ana-Karina; Soulier, Philippe 2 2015 Statistical inference for heavy tailed series with extremal independence. Zbl 1498.62165 Bilayi-Biakana, Clemonell; Kulik, Rafał; Soulier, Philippe 2 2020 Corrigendum to “Estimating long memory in volatility” [Econometrica 73, No. 4, 1283–1328 (2005)]. Zbl 1152.91712 Hurvich, Clifford M.; Moulines, Eric; Soulier, Philippe 1 2008 Adaptive estimation of the spectral density of a weakly or strongly dependent Gaussian process. Zbl 1005.62079 Soulier, Ph. 1 2001 Déviation quadratique pour des estimateurs de la variance d’une diffusion. (Quadratic deviation of estimators of the diffusion coefficient of a diffusion process). Zbl 0735.62083 Soulier, Philippe 1 1991 Non parametric estimation of a strongly dependent stationary Gaussian field. Zbl 0864.62062 Soulier, Philippe 1 1996 Limit laws in transaction-level asset price models. Zbl 1296.91119 Aue, Alexander; Horváth, Lajos; Hurvich, Clifford; Soulier, Philippe 1 2014 The tail process and tail measure of continuous time regularly varying stochastic processes. Zbl 1500.60028 Soulier, Philippe 5 2022 Heavy tailed time series. Zbl 1457.62003 Kulik, Rafał; Soulier, Philippe 39 2020 Statistical inference for heavy tailed series with extremal independence. Zbl 1498.62165 Bilayi-Biakana, Clemonell; Kulik, Rafał; Soulier, Philippe 2 2020 The tail empirical process of regularly varying functions of geometrically ergodic Markov chains. Zbl 1448.60114 Kulik, Rafał; Soulier, Philippe; Wintenberger, Olivier 12 2019 Markov chains. Zbl 1429.60002 Douc, Randal; Moulines, Eric; Priouret, Pierre; Soulier, Philippe 56 2018 The tail process revisited. Zbl 1417.60043 Planinić, Hrvoje; Soulier, Philippe 18 2018 Tail measure and spectral tail process of regularly varying time series. Zbl 1404.60074 Dombry, Clément; Hashorva, Enkelejd; Soulier, Philippe 17 2018 An invariance principle for sums and record times of regularly varying stationary sequences. Zbl 1404.60043 Basrak, Bojan; Planinić, Hrvoje; Soulier, Philippe 15 2018 Drift in transaction-level asset price models. Zbl 1378.62125 Cao, Wen; Hurvich, Clifford; Soulier, Philippe 3 2017 Heavy tailed time series with extremal independence. Zbl 1333.60102 Kulik, Rafał; Soulier, Philippe 23 2015 Convergence to stable laws in the space \(\mathcal D\). Zbl 1326.60039 Roueff, François; Soulier, Philippe 2 2015 The diameter of an elliptical cloud. Zbl 1327.60036 Demichel, Yann; Fermin, Ana-Karina; Soulier, Philippe 2 2015 Estimating the scaling function of multifractal measures and multifractal random walks using ratios. Zbl 1398.60059 Ludeña, Carenne; Soulier, Philippe 3 2014 Limit laws in transaction-level asset price models. Zbl 1296.91119 Aue, Alexander; Horváth, Lajos; Hurvich, Clifford; Soulier, Philippe 1 2014 Estimation of limiting conditional distributions for the heavy tailed long memory stochastic volatility process. Zbl 1273.60028 Kulik, Rafał; Soulier, Philippe 5 2013 Estimation of conditional laws given an extreme component. Zbl 1329.62164 Fougères, Anne-Laure; Soulier, Philippe 8 2012 Limit theorems for long-memory stochastic volatility models with infinite variance: partial sums and sample covariances. Zbl 1275.62072 Kulik, Rafał; Soulier, Philippe 3 2012 Function-indexed empirical processes based on an infinite source Poisson transmission stream. Zbl 1259.60036 Roueff, François; Samorodnitsky, Gennady; Soulier, Philippe 2 2012 The tail empirical process for long memory stochastic volatility sequences. Zbl 1253.60030 Kulik, Rafał; Soulier, Philippe 19 2011 Monotone spectral density estimation. Zbl 1209.62206 Anevski, Dragi; Soulier, Philippe 11 2011 Limit conditional distributions for bivariate vectors with polar representation. Zbl 1195.60025 Fougères, Anne-Laure; Soulier, Philippe 11 2010 On the properties of the periodogram of a stationary long-memory process over different epochs with applications. Zbl 1224.62078 Reisen, Valdério A.; Moulines, Eric; Soulier, Philippe; Franco, Glaura C. 4 2010 Conditions for the propagation of memory parameter from durations to counts and realized volatility. Zbl 1253.62077 Deo, Rohit; Hurvich, Clifford M.; Soulier, Philippe; Wang, Yi 8 2009 Stochastic volatility models with long memory. Zbl 1178.91225 Hurvich, Clifford M.; Soulier, Philippe 4 2009 Estimation of bivariate excess probabilities for elliptical models. Zbl 1155.62042 Abdous, Belkacem; Fougères, Anne-Laure; Ghoudi, Kilani; Soulier, Philippe 11 2008 On the existence of some ARCH\((\infty)\)processes. Zbl 1136.60327 Douc, Randal; Roueff, François; Soulier, Philippe 10 2008 Corrigendum to “Estimating long memory in volatility” [Econometrica 73, No. 4, 1283–1328 (2005)]. Zbl 1152.91712 Hurvich, Clifford M.; Moulines, Eric; Soulier, Philippe 1 2008 Computable convergence rates for sub-geometric ergodic Markov chains. Zbl 1131.60065 Douc, Randal; Moulines, Eric; Soulier, Philippe 20 2007 Estimation of the memory parameter of the infinite-source Poisson process. Zbl 1127.62070 Faÿ, Gilles; Roueff, François; Soulier, Philippe 10 2007 Asymptotics for duration-driven long range dependent processes. Zbl 1418.62332 Hsieh, Meng-Chen; Hurvich, Clifford M.; Soulier, Philippe 3 2007 Dependence in probability and statistics. Zbl 1092.60002 10 2006 Long memory in nonlinear processes. Zbl 1187.62141 Deo, Rohit; Hsieh, Mengchen; Hurvich, Clifford M.; Soulier, Philippe 8 2006 Estimating long memory in volatility. Zbl 1151.91702 Hurvich, Clifford M.; Moulines, Eric; Soulier, Philippe 43 2005 Estimation of long memory in the presence of a smooth nonparametric trend. Zbl 1117.62359 Hurvich, Clifford; Lang, Gabriel; Soulier, Philippe 9 2005 Practical drift conditions for subgeometric rates of convergence. Zbl 1082.60062 Douc, Randal; Fort, Gersende; Moulines, Eric; Soulier, Philippe 77 2004 Estimation of the location and exponent of the spectral singularity of a long memory process. Zbl 1051.62075 Hidalgo, Javier; Soulier, Philippe 14 2004 Edgeworth expansions for linear statistics of possibly long-range-dependent linear processes. Zbl 1102.62093 Faÿ, Gilles; Moulines, Eric; Soulier, Philippe 5 2004 Semiparametric spectral estimation for fractional processes. Zbl 1109.62353 Moulines, Eric; Soulier, Philippe 16 2003 The FEXP estimator for potentially non-stationary linear time series. Zbl 1057.62074 Hurvich, Clifford M.; Moulines, Eric; Soulier, Philippe 19 2002 Testing for long memory in volatility. Zbl 1033.62102 Hurvich, Clifford M.; Soulier, Philippe 6 2002 Nonlinear functionals of the periodogram. Zbl 1063.62015 Fay, Gilles; Moulines, Eric; Soulier, Philippe 5 2002 The central limit theorem for stationary associated sequences. Zbl 1017.60020 Louhichi, S.; Soulier, Ph. 3 2002 Moment bounds and central limit theorem for functions of Gaussian vectors. Zbl 0993.60019 Soulier, Philippe 11 2001 The periodogram of an i.i.d. sequence. Zbl 1046.62097 Fay, Gilles; Soulier, Philippe 10 2001 Adaptive estimation of the fractional differencing coefficient. Zbl 1006.62082 Iouditsky, Anatoli; Moulines, Eric; Soulier, Philippe 8 2001 Adaptive estimation of the spectral density of a weakly or strongly dependent Gaussian process. Zbl 1005.62079 Soulier, Ph. 1 2001 Wavelet estimator of long-range dependent processes. Zbl 1054.62579 Bardet, J. M.; Lang, G.; Moulines, E.; Soulier, P. 33 2000 Data driven order selection for projection estimator of the spectral density of time series with long range dependence. Zbl 0958.62091 Moulines, Eric; Soulier, Philippe 7 2000 Marcinkiewicz-Zygmund strong laws for infinite variance time series. Zbl 1054.60037 Louhichi, Sana; Soulier, Philippe 6 2000 Convergence of random spectral measures and applications to invariance principles. (Convergence de mesures spectrales aléatoires et applications à des principes d’invariance.) Zbl 0978.60023 Lang, Gabriel; Soulier, Philippe 5 2000 Broadband log-periodogram regression of time series with long-range dependence. Zbl 0962.62085 Moulines, Eric; Soulier, Philippe 43 1999 Nonparametric estimation of the diffusion coefficient of a diffusion process. Zbl 0894.62093 Soulier, Philippe 11 1998 Central and non central limit theorems for quadratic forms of a strongly dependent Gaussian field. Zbl 0881.60023 Doukhan, Paul; León, Jose R.; Soulier, Philippe 6 1996 Non parametric estimation of a strongly dependent stationary Gaussian field. Zbl 0864.62062 Soulier, Philippe 1 1996 Déviation quadratique pour des estimateurs de la variance d’une diffusion. (Quadratic deviation of estimators of the diffusion coefficient of a diffusion process). Zbl 0735.62083 Soulier, Philippe 1 1991 all cited Publications top 5 cited Publications all top 5 Cited by 657 Authors 21 Soulier, Philippe 17 Hashorva, Enkelejd 16 Moulines, Eric 15 Kulik, Rafał 14 Golomoziy, Vitaliy 13 Taqqu, Murad S. 11 Robinson, Peter Michael 10 Bardet, Jean-Marc 10 Hurvich, Clifford M. 10 Roueff, François 9 Arteche, Josu 9 Giraitis, Liudas 8 Surgailis, Donatas 7 Beran, Jan 7 Fort, Gersende 7 Kokoszka, Piotr S. 7 Mikosch, Thomas 7 Resnick, Sidney Ira 6 León, José Rafael R. 6 Philippe, Anne 6 Tawn, Jonathan A. 5 Basrak, Bojan 5 Doukhan, Paul 5 Drees, Holger 5 Faÿ, Gilles 5 Guillin, Arnaud 5 Hervé, Loïc 5 Kartashov, Mykola Valentynovych 5 Ledoux, James 5 Leipus, Remigijus 5 Stoev, Stilian A. 4 Andrieu, Christophe 4 Bertrand, Pierre Raphael 4 Chen, Willa W. 4 Das, Bikramjit 4 Dębicki, Krzysztof 4 Deo, Rohit S. 4 Ignatieva, Katja 4 Jach, Agnieszka E. 4 Janßen, Anja 4 Lavancier, Frédéric 4 Liu, Yuanyuan 4 Martin, Gael M. 4 Narukawa, Masaki 4 Peiris, M. Shelton 4 Planinić, Hrvoje 4 Poskitt, Donald Stephen 4 Reisen, Valdério Anselmo 4 Wintenberger, Olivier 4 Wu, Wei Biao 3 Barczy, Mátyás 3 Bücher, Axel 3 de Magistris, Paolo Santucci 3 Fougères, Anne-Laure 3 Ghosh, Sucharita 3 Ginovyan, Mamikon S. 3 Hassler, Uwe 3 Hidalgo, Javier 3 Hobert, James P. 3 Hunt, Richard 3 Jennessen, Tobias 3 Kamatani, Kengo 3 Leonenko, Nikolai N. 3 Lopes, Sílvia R. C. 3 Mao, Yonghua 3 Pagès, Gilles 3 Pap, Gyula 3 Papastathopoulos, Ioannis 3 Platen, Eckhard 3 Qin, Qian 3 Rey, Clément 3 Samorodnitsky, Gennady Pinkhosovich 3 Sandrić, Nikola 3 Segers, Johan 3 Seifert, Miriam Isabel 3 Shao, Xiaofeng 3 Song, Yanhong 3 Velasco, Carlos 3 Vihola, Matti 3 Wang, Yizao 3 Weber, Neville C. 2 Adamczak, Radosław 2 Albeverio, Sergio A. 2 Anevski, Dragi 2 Arapostathis, Aristotle 2 Atchadé, Yves F. 2 Aue, Alexander 2 Bai, Shuyang 2 Baldeaux, Jan 2 Bednorz, Witold Marek 2 Bertail, Patrice 2 Berzin, Corinne 2 Betken, Annika 2 Bhansali, Rajendra J. 2 Bibi, Hatem 2 Bilayi-Biakana, Clémonell 2 Bitseki Penda, S. Valère 2 Buriticá, Gloria 2 Choi, Won 2 Cissokho, Youssouph ...and 557 more Authors all top 5 Cited in 122 Serials 40 Extremes 35 Stochastic Processes and their Applications 26 Journal of Econometrics 22 Bernoulli 21 Journal of Time Series Analysis 20 The Annals of Statistics 19 Econometric Theory 14 Journal of Statistical Planning and Inference 14 The Annals of Applied Probability 13 Statistics & Probability Letters 13 Computational Statistics and Data Analysis 13 Electronic Journal of Statistics 10 Advances in Applied Probability 10 Journal of Applied Probability 10 Journal of Multivariate Analysis 10 Theory of Probability and Mathematical Statistics 9 Journal of Theoretical Probability 8 Statistical Inference for Stochastic Processes 5 Lithuanian Mathematical Journal 5 Econometric Reviews 5 Queueing Systems 5 Communications in Statistics. Theory and Methods 5 Journal of Statistical Computation and Simulation 5 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 5 Electronic Journal of Probability 5 Electronic Communications in Probability 5 Studies in Nonlinear Dynamics and Econometrics 4 Insurance Mathematics & Economics 4 Statistics 4 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 4 Statistics and Computing 4 Journal of Time Series Econometrics 3 Journal of Mathematical Analysis and Applications 3 Physica A 3 Mathematics and Computers in Simulation 3 Probability Theory and Related Fields 3 Statistical Papers 3 Fractals 3 Statistica Sinica 3 Acta Mathematica Sinica. English Series 3 Methodology and Computing in Applied Probability 3 Journal of Probability and Statistics 3 Modern Stochastics. Theory and Applications 2 Scandinavian Journal of Statistics 2 Econometrica 2 Acta Applicandae Mathematicae 2 Statistical Science 2 European Journal of Operational Research 2 Journal of Nonparametric Statistics 2 Brazilian Journal of Probability and Statistics 2 Stochastic Models 2 Journal of Physics A: Mathematical and Theoretical 2 Sankhyā. Series B 1 The Canadian Journal of Statistics 1 Inverse Problems 1 Journal of Mathematical Physics 1 Journal of Statistical Physics 1 Chaos, Solitons and Fractals 1 Annals of the Institute of Statistical Mathematics 1 Applied Mathematics and Optimization 1 Dissertationes Mathematicae 1 Journal of the American Statistical Association 1 Journal of Computational and Applied Mathematics 1 Journal of Functional Analysis 1 Journal of the London Mathematical Society. Second Series 1 Mathematische Zeitschrift 1 Osaka Journal of Mathematics 1 Rendiconti del Circolo Matemàtico di Palermo. Serie II 1 SIAM Journal on Control and Optimization 1 Statistica Neerlandica 1 Transactions of the American Mathematical Society 1 Operations Research Letters 1 Probability and Mathematical Statistics 1 Stochastic Analysis and Applications 1 Acta Mathematica Hungarica 1 Physica D 1 Journal of Economic Dynamics & Control 1 SIAM Journal on Matrix Analysis and Applications 1 Economics Letters 1 Discrete Mathematics and Applications 1 Computational Statistics 1 Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences 1 Communications in Statistics. Simulation and Computation 1 Glasnik Matematički. Serija III 1 Linear Algebra and its Applications 1 SIAM Journal on Mathematical Analysis 1 Journal of Mathematical Imaging and Vision 1 Journal of Computer and Systems Sciences International 1 Open Economies Review 1 Applied and Computational Harmonic Analysis 1 Mathematical Methods of Statistics 1 Journal of Mathematical Sciences (New York) 1 Monte Carlo Methods and Applications 1 Applied Mathematical Finance 1 Discrete Dynamics in Nature and Society 1 Journal of Interdisciplinary Mathematics 1 Stochastic Environmental Research and Risk Assessment 1 Applied Stochastic Models in Business and Industry 1 Scandinavian Actuarial Journal 1 Journal of Evolution Equations ...and 22 more Serials all top 5 Cited in 31 Fields 322 Statistics (62-XX) 300 Probability theory and stochastic processes (60-XX) 59 Numerical analysis (65-XX) 50 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 22 Harmonic analysis on Euclidean spaces (42-XX) 11 Dynamical systems and ergodic theory (37-XX) 11 Operator theory (47-XX) 11 Operations research, mathematical programming (90-XX) 8 Computer science (68-XX) 7 Partial differential equations (35-XX) 6 Information and communication theory, circuits (94-XX) 5 Biology and other natural sciences (92-XX) 5 Systems theory; control (93-XX) 4 Real functions (26-XX) 3 Measure and integration (28-XX) 3 Ordinary differential equations (34-XX) 3 Statistical mechanics, structure of matter (82-XX) 3 Geophysics (86-XX) 2 General and overarching topics; collections (00-XX) 2 Approximations and expansions (41-XX) 2 Fluid mechanics (76-XX) 2 Quantum theory (81-XX) 1 Combinatorics (05-XX) 1 Group theory and generalizations (20-XX) 1 Topological groups, Lie groups (22-XX) 1 Sequences, series, summability (40-XX) 1 Integral equations (45-XX) 1 Functional analysis (46-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Geometry (51-XX) 1 Classical thermodynamics, heat transfer (80-XX) Citations by Year