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Soulier, Philippe

Co-Author Distance
Author ID: soulier.philippe Recent zbMATH articles by "Soulier, Philippe"
Published as: Soulier, Philippe; Soulier, Ph.; Soulier, P.
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
1,030 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

56 Publications have been cited 769 times in 567 Documents Cited by ▼ Year ▼
Markov chains. Zbl 1429.60002
Douc, Randal; Moulines, Eric; Priouret, Pierre; Soulier, Philippe
86
2018
Practical drift conditions for subgeometric rates of convergence. Zbl 1082.60062
Douc, Randal; Fort, Gersende; Moulines, Eric; Soulier, Philippe
81
2004
Heavy tailed time series. Zbl 1457.62003
Kulik, Rafał; Soulier, Philippe
51
2020
Broadband log-periodogram regression of time series with long-range dependence. Zbl 0962.62085
Moulines, Eric; Soulier, Philippe
45
1999
Estimating long memory in volatility. Zbl 1151.91702
Hurvich, Clifford M.; Moulines, Eric; Soulier, Philippe
44
2005
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
24
2015
The tail process revisited. Zbl 1417.60043
Planinić, Hrvoje; Soulier, Philippe
21
2018
Computable convergence rates for sub-geometric ergodic Markov chains. Zbl 1131.60065
Douc, Randal; Moulines, Eric; Soulier, Philippe
20
2007
Tail measure and spectral tail process of regularly varying time series. Zbl 1404.60074
Dombry, Clément; Hashorva, Enkelejd; Soulier, Philippe
19
2018
The tail empirical process for long memory stochastic volatility sequences. Zbl 1253.60030
Kulik, Rafał; Soulier, Philippe
19
2011
The FEXP estimator for potentially non-stationary linear time series. Zbl 1057.62074
Hurvich, Clifford M.; Moulines, Eric; Soulier, Philippe
19
2002
An invariance principle for sums and record times of regularly varying stationary sequences. Zbl 1404.60043
Basrak, Bojan; Planinić, Hrvoje; Soulier, Philippe
18
2018
Semiparametric spectral estimation for fractional processes. Zbl 1109.62353
Moulines, Eric; Soulier, Philippe
18
2003
Estimation of the location and exponent of the spectral singularity of a long memory process. Zbl 1051.62075
Hidalgo, Javier; Soulier, Philippe
16
2004
Dependence in probability and statistics. Zbl 1092.60002
13
2006
Estimation of bivariate excess probabilities for elliptical models. Zbl 1155.62042
Abdous, Belkacem; Fougères, Anne-Laure; Ghoudi, Kilani; Soulier, Philippe
12
2008
On the existence of some ARCH\((\infty)\)processes. Zbl 1136.60327
Douc, Randal; Roueff, François; Soulier, Philippe
12
2008
The tail empirical process of regularly varying functions of geometrically ergodic Markov chains. Zbl 1448.60114
Kulik, Rafał; Soulier, Philippe; Wintenberger, Olivier
12
2019
The periodogram of an i.i.d. sequence. Zbl 1046.62097
Fay, Gilles; Soulier, Philippe
12
2001
Limit conditional distributions for bivariate vectors with polar representation. Zbl 1195.60025
Fougères, Anne-Laure; Soulier, Philippe
12
2010
Monotone spectral density estimation. Zbl 1209.62206
Anevski, Dragi; Soulier, Philippe
11
2011
Moment bounds and central limit theorem for functions of Gaussian vectors. Zbl 0993.60019
Soulier, Philippe
11
2001
Nonparametric estimation of the diffusion coefficient of a diffusion process. Zbl 0894.62093
Soulier, Philippe
11
1998
Estimation of the memory parameter of the infinite-source Poisson process. Zbl 1127.62070
Faÿ, Gilles; Roueff, François; Soulier, Philippe
10
2007
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
9
2009
Estimation of long memory in the presence of a smooth nonparametric trend. Zbl 1117.62359
Hurvich, Clifford; Lang, Gabriel; Soulier, Philippe
9
2005
Estimation of conditional laws given an extreme component. Zbl 1329.62164
Fougères, Anne-Laure; Soulier, Philippe
9
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
8
2000
Long memory in nonlinear processes. Zbl 1187.62141
Deo, Rohit; Hsieh, Mengchen; Hurvich, Clifford M.; Soulier, Philippe
8
2006
Adaptive estimation of the fractional differencing coefficient. Zbl 1006.62082
Iouditsky, Anatoli; Moulines, Eric; Soulier, Philippe
8
2001
The tail process and tail measure of continuous time regularly varying stochastic processes. Zbl 1500.60028
Soulier, Philippe
7
2022
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
7
1996
Marcinkiewicz-Zygmund strong laws for infinite variance time series. Zbl 1054.60037
Louhichi, Sana; Soulier, Philippe
6
2000
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
6
2002
Estimation of limiting conditional distributions for the heavy tailed long memory stochastic volatility process. Zbl 1273.60028
Kulik, Rafał; Soulier, Philippe
5
2013
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
Stochastic volatility models with long memory. Zbl 1178.91225
Hurvich, Clifford M.; Soulier, Philippe
4
2009
Limit theorems for long-memory stochastic volatility models with infinite variance: partial sums and sample covariances. Zbl 1275.62072
Kulik, Rafał; Soulier, Philippe
4
2012
Estimating the scaling function of multifractal measures and multifractal random walks using ratios. Zbl 1398.60059
Ludeña, Carenne; Soulier, Philippe
4
2014
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
Asymptotics for duration-driven long range dependent processes. Zbl 1418.62332
Hsieh, Meng-Chen; Hurvich, Clifford M.; Soulier, Philippe
4
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
Statistical inference for heavy tailed series with extremal independence. Zbl 1498.62165
Bilayi-Biakana, Clemonell; Kulik, Rafał; Soulier, Philippe
2
2020
Limit laws in transaction-level asset price models. Zbl 1296.91119
Aue, Alexander; Horváth, Lajos; Hurvich, Clifford; Soulier, Philippe
2
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
Subgeometric ergodicity of Markov chains. Zbl 1106.60058
Douc, Randal; Moulines, Eric; Soulier, Philippe
1
2006
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
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
The tail process and tail measure of continuous time regularly varying stochastic processes. Zbl 1500.60028
Soulier, Philippe
7
2022
Heavy tailed time series. Zbl 1457.62003
Kulik, Rafał; Soulier, Philippe
51
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
86
2018
The tail process revisited. Zbl 1417.60043
Planinić, Hrvoje; Soulier, Philippe
21
2018
Tail measure and spectral tail process of regularly varying time series. Zbl 1404.60074
Dombry, Clément; Hashorva, Enkelejd; Soulier, Philippe
19
2018
An invariance principle for sums and record times of regularly varying stationary sequences. Zbl 1404.60043
Basrak, Bojan; Planinić, Hrvoje; Soulier, Philippe
18
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
24
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
4
2014
Limit laws in transaction-level asset price models. Zbl 1296.91119
Aue, Alexander; Horváth, Lajos; Hurvich, Clifford; Soulier, Philippe
2
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
9
2012
Limit theorems for long-memory stochastic volatility models with infinite variance: partial sums and sample covariances. Zbl 1275.62072
Kulik, Rafał; Soulier, Philippe
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
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
12
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
9
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
12
2008
On the existence of some ARCH\((\infty)\)processes. Zbl 1136.60327
Douc, Randal; Roueff, François; Soulier, Philippe
12
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
4
2007
Dependence in probability and statistics. Zbl 1092.60002
13
2006
Long memory in nonlinear processes. Zbl 1187.62141
Deo, Rohit; Hsieh, Mengchen; Hurvich, Clifford M.; Soulier, Philippe
8
2006
Subgeometric ergodicity of Markov chains. Zbl 1106.60058
Douc, Randal; Moulines, Eric; Soulier, Philippe
1
2006
Estimating long memory in volatility. Zbl 1151.91702
Hurvich, Clifford M.; Moulines, Eric; Soulier, Philippe
44
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
81
2004
Estimation of the location and exponent of the spectral singularity of a long memory process. Zbl 1051.62075
Hidalgo, Javier; Soulier, Philippe
16
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
18
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
6
2002
The central limit theorem for stationary associated sequences. Zbl 1017.60020
Louhichi, S.; Soulier, Ph.
3
2002
The periodogram of an i.i.d. sequence. Zbl 1046.62097
Fay, Gilles; Soulier, Philippe
12
2001
Moment bounds and central limit theorem for functions of Gaussian vectors. Zbl 0993.60019
Soulier, Philippe
11
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
8
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
45
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
7
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 743 Authors

23 Soulier, Philippe
22 Moulines, Eric
20 Hashorva, Enkelejd
15 Kulik, Rafał
14 Golomoziy, Vitaliy
13 Taqqu, Murad S.
11 Hurvich, Clifford M.
11 Robinson, Peter Michael
11 Roueff, François
10 Bardet, Jean-Marc
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 Doukhan, Paul
6 León, José Rafael R.
6 Philippe, Anne
6 Samsonov, Sergeĭ Petrovich
6 Tawn, Jonathan A.
5 Andrieu, Christophe
5 Basrak, Bojan
5 Das, Bikramjit
5 Dębicki, Krzysztof
5 Drees, Holger
5 Durmus, Alain
5 Faÿ, Gilles
5 Guillin, Arnaud
5 Hervé, Loïc
5 Janßen, Anja
5 Kartashov, Mykola Valentynovych
5 Ledoux, James
5 Leipus, Remigijus
5 Stoev, Stilian A.
5 Wintenberger, Olivier
4 Belomestny, Denis
4 Bertrand, Pierre Raphael
4 Bücher, Axel
4 Chen, Willa W.
4 Deo, Rohit S.
4 Douc, Randal
4 Ignatieva, Katja
4 Jach, Agnieszka E.
4 Lavancier, Frédéric
4 Liu, Yuanyuan
4 Martin, Gael M.
4 McElroy, Tucker S.
4 Narukawa, Masaki
4 Naumov, Alekseĭ Aleksandrovich
4 Peiris, M. Shelton
4 Planinić, Hrvoje
4 Poskitt, Donald Stephen
4 Qin, Qian
4 Reisen, Valdério Anselmo
4 Samorodnitsky, Gennady Pinkhosovich
4 Segers, Johan
4 Seifert, Miriam Isabel
4 Vihola, Matti
4 Wang, Yizao
4 Wu, Wei Biao
3 Bai, Shuyang
3 Barczy, Mátyás
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 Kevei, Péter
3 Kim, Youngmin
3 Lahiri, Soumendra Nath
3 Leonenko, Nikolai N.
3 Lopes, Sílvia R. C.
3 Mao, Yonghua
3 Meyn, Sean P.
3 Padoan, Simone A.
3 Pagès, Gilles
3 Pap, Gyula
3 Papastathopoulos, Ioannis
3 Platen, Eckhard
3 Rey, Clément
3 Rosenthal, Jeffrey S.
3 Sandrić, Nikola
3 Shao, Xiaofeng
3 Song, Yanhong
3 Velasco, Carlos
3 Weber, Neville C.
2 Adamczak, Radosław
2 Albeverio, Sergio A.
2 Amouch, Mohamed
2 Anevski, Dragi
2 Arapostathis, Aristotle
2 Atchadé, Yves F.
...and 643 more Authors
all top 5

Cited in 133 Serials

41 Extremes
37 Stochastic Processes and their Applications
28 Journal of Econometrics
25 Journal of Time Series Analysis
22 Bernoulli
21 The Annals of Applied Probability
20 The Annals of Statistics
19 Econometric Theory
16 Electronic Journal of Statistics
14 Journal of Statistical Planning and Inference
14 Statistics & Probability Letters
13 Computational Statistics and Data Analysis
12 Journal of Theoretical Probability
11 Journal of Applied Probability
11 Journal of Multivariate Analysis
10 Advances in Applied Probability
10 Theory of Probability and Mathematical Statistics
8 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
8 Statistical Inference for Stochastic Processes
7 Electronic Journal of Probability
6 Communications in Statistics. Theory and Methods
5 Lithuanian Mathematical Journal
5 Scandinavian Journal of Statistics
5 Mathematics and Computers in Simulation
5 Econometric Reviews
5 Queueing Systems
5 Journal of Statistical Computation and Simulation
5 Electronic Communications in Probability
5 Studies in Nonlinear Dynamics and Econometrics
5 Statistics and Computing
4 Journal of Mathematical Analysis and Applications
4 Insurance Mathematics & Economics
4 Statistics
4 Probability Theory and Related Fields
4 Statistica Sinica
4 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
4 Methodology and Computing in Applied Probability
4 Journal of Time Series Econometrics
3 The Canadian Journal of Statistics
3 Physica A
3 Econometrica
3 Acta Applicandae Mathematicae
3 Communications in Statistics. Simulation and Computation
3 Statistical Papers
3 Fractals
3 Acta Mathematica Sinica. English Series
3 Brazilian Journal of Probability and Statistics
3 Journal of Probability and Statistics
3 Modern Stochastics. Theory and Applications
2 Journal of Statistical Physics
2 Stochastic Analysis and Applications
2 Statistical Science
2 European Journal of Operational Research
2 Journal of Nonparametric Statistics
2 Stochastic Models
2 Journal of Physics A: Mathematical and Theoretical
2 Sankhyā. Series B
2 Dependence Modeling
2 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys
2 SIAM Journal on Mathematics of Data Science
1 Inverse Problems
1 Journal of Mathematical 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 Proceedings of the American Mathematical Society
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 Acta Mathematica Hungarica
1 Physica D
1 Journal of Economic Dynamics & Control
1 SIAM Journal on Matrix Analysis and Applications
1 Annals of Operations Research
1 Economics Letters
1 Discrete Mathematics and Applications
1 Computational Statistics
1 Computational Mathematics and Mathematical Physics
1 Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences
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 Applicationes Mathematicae
1 Mathematical Methods of Statistics
1 Journal of Mathematical Sciences (New York)
1 Monte Carlo Methods and Applications
...and 33 more Serials
all top 5

Cited in 32 Fields

355 Statistics (62-XX)
337 Probability theory and stochastic processes (60-XX)
71 Numerical analysis (65-XX)
57 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
22 Harmonic analysis on Euclidean spaces (42-XX)
18 Dynamical systems and ergodic theory (37-XX)
13 Operator theory (47-XX)
11 Operations research, mathematical programming (90-XX)
10 Computer science (68-XX)
9 Partial differential equations (35-XX)
8 Information and communication theory, circuits (94-XX)
5 Biology and other natural sciences (92-XX)
4 Real functions (26-XX)
4 Measure and integration (28-XX)
4 Statistical mechanics, structure of matter (82-XX)
4 Geophysics (86-XX)
4 Systems theory; control (93-XX)
3 Ordinary differential equations (34-XX)
2 General and overarching topics; collections (00-XX)
2 Combinatorics (05-XX)
2 Topological groups, Lie groups (22-XX)
2 Approximations and expansions (41-XX)
2 Functional analysis (46-XX)
2 Calculus of variations and optimal control; optimization (49-XX)
2 Global analysis, analysis on manifolds (58-XX)
2 Fluid mechanics (76-XX)
2 Quantum theory (81-XX)
1 Group theory and generalizations (20-XX)
1 Sequences, series, summability (40-XX)
1 Integral equations (45-XX)
1 Geometry (51-XX)
1 Classical thermodynamics, heat transfer (80-XX)

Citations by Year