## Beran, Jan

Compute Distance To:
 Author ID: beran.jan Published as: Beran, Jan; Beran, J. External Links: MGP
 Documents Indexed: 69 Publications since 1986, including 5 Books Co-Authors: 36 Co-Authors with 53 Joint Publications 573 Co-Co-Authors
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### Co-Authors

 15 single-authored 16 Ghosh, Sucharita 10 Feng, Yuanhua 6 Telkmann, Klaus 4 Liu, Haiyan 4 Schell, Dieter 3 Schützner, Martin 3 Steffens, Britta 2 Heiler, Mark A. 2 Ocker, Dirk 2 Shumeyko, Yevgen 2 Terrin, Norma 2 Weiershäuser, Arno 1 Barnat, Jiří 1 Bauch, Petr 1 Beneš, Nikola 1 Bhansali, Rajendra J. 1 Brim, Luboš 1 Das, Bikramjit 1 Djaïdja, Abdel-Yazid Karim 1 Galizia, C. Giovanni 1 Gasser, Theo 1 Hampel, Frank R. 1 Heiler, Siegfried 1 Kratochvíla, Tomáš 1 Kulik, Rafał 1 Künsch, Hans Rudolf 1 Mainik, Georg 1 Mazzola, Guerino 1 Menéndez, Patricia 1 Rein, Julia 1 Sabzikar, Farzad 1 Schumm, Nadja 1 Sibbertsen, Philipp 1 Smith, Brian Hendee 1 Stehlík, Milan 1 Strauch, Martin 1 Surgailis, Donatas 1 Yu, Keming
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### Serials

 8 Journal of Time Series Analysis 6 Journal of Multivariate Analysis 5 Biometrika 5 Journal of Statistical Planning and Inference 4 Communications in Statistics. Theory and Methods 4 Statistical Methodology 3 Scandinavian Journal of Statistics 3 Annals of the Institute of Statistical Mathematics 3 Computational Statistics and Data Analysis 3 Bernoulli 2 Lithuanian Mathematical Journal 2 Journal of the American Statistical Association 2 Journal of the Royal Statistical Society. Series B 2 Statistical Papers 2 Journal of Statistical Theory and Practice 2 Sankhyā. Series B 1 The Annals of Statistics 1 Statistics & Probability Letters 1 Statistical Science 1 Formal Aspects of Computing 1 Journal of Nonparametric Statistics 1 IMA Journal of Management Mathematics 1 Monographs on Statistics and Applied Probability 1 Interdisciplinary Statistics
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### Fields

 65 Statistics (62-XX) 16 Probability theory and stochastic processes (60-XX) 9 Numerical analysis (65-XX) 3 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Harmonic analysis on Euclidean spaces (42-XX) 1 General and overarching topics; collections (00-XX) 1 Computer science (68-XX) 1 Geophysics (86-XX) 1 Systems theory; control (93-XX)

### Citations contained in zbMATH Open

55 Publications have been cited 1,198 times in 936 Documents Cited by Year
Statistics for long-memory processes. Zbl 0869.60045
Beran, Jan
1994
Long-memory processes. Probabilistic properties and statistical methods. Zbl 1282.62187
Beran, Jan; Feng, Yuanhua; Ghosh, Sucharita; Kulik, Rafal
2013
Maximum likelihood estimation of the differencing parameter for invertible short and long memory autoregressive integrated moving average models. Zbl 0827.62088
Beran, Jan
1995
Testing for a change of the long-memory parameter. Zbl 0866.62055
Beran, Jan; Terrin, Norma
1996
SEMIFAR models – a semiparametric approach to modelling trends, long-range dependence and nonstationarity. Zbl 0993.62079
Beran, Jan; Feng, Yuanhua
2002
Local polynomial fitting with long-memory, short-memory and antipersistent errors. Zbl 1012.62033
Beran, Jan; Feng, Yuanhua
2002
Fitting long-memory models by generalized linear regression. Zbl 0800.62521
Beran, Jan
1993
$$M$$ estimators of location for Gaussian and related processes with slowly decaying serial correlations. Zbl 0738.62082
Beran, Jan
1991
On unified model selection for stationary and nonstationary short- and long-memory autoregressive processes. Zbl 1054.62581
Beran, J.; Bhansali, R. J.; Ocker, D.
1998
The harmonic moment tail index estimator: asymptotic distribution and robustness. Zbl 1281.62123
Beran, Jan; Schell, Dieter; Stehlík, Milan
2014
Root-n-consistent estimation in partial linear models with long-memory errors. Zbl 0910.62032
Beran, Jan; Ghosh, Sucharita
1998
Local polynomial estimation with a FARIMA-GARCH error process. Zbl 0985.62033
Beran, Jan; Feng, Yuanhua
2001
On least squares estimation for long-memory lattice processes. Zbl 1175.62101
Beran, Jan; Ghosh, Sucharita; Schell, Dieter
2009
On parameter estimation for locally stationary long-memory processes. Zbl 1156.62055
Beran, Jan
2009
Contrasts under long-range correlations. Zbl 0795.62077
Künsch, H.; Beran, J.; Hampel, F.
1993
From short to long memory: aggregation and estimation. Zbl 1284.62544
Beran, Jan; Schützner, Martin; Ghosh, Sucharita
2010
Slowly decaying correlations, testing normality, nuisance parameters. Zbl 0735.62084
Beran, Jan; Ghosh, Sucharita
1991
A goodness-of-fit test for times series with long range dependence. Zbl 0775.62226
Beran, Jan
1992
Estimation of the long-memory parameter, based on a multivariate central limit theorem. Zbl 0794.62054
Beran, Jan; Terrin, Norma
1994
On a class of $$M$$-estimators for Gaussian long-memory models. Zbl 0812.62089
Beran, Jan
1994
On robust tail index estimation. Zbl 1255.62149
Beran, Jan; Schell, Dieter
2012
A test of location for data with slowly decaying serial correlations. Zbl 0669.62080
Beran, Jan
1989
Nonparametric M-estimation with long-memory errors. Zbl 1021.62025
Beran, Jan; Ghosh, Sucharita; Sibbertsen, Philipp
2003
SEMIFAR forecasts, with applications to foreign exchange rates. Zbl 1045.62530
Beran, Jan; Ocker, Dirk
1999
On estimating the cumulant generating function of linear processes. Zbl 1095.62105
Ghosh, Sucharita; Beran, Jan
2006
On rapid change points under long memory. Zbl 1204.62150
Menéndez, Patricia; Ghosh, Sucharita; Beran, Jan
2010
On location estimation for LARCH processes. Zbl 1097.62078
Beran, Jan
2006
Estimation, testing and prediction for self-similar and related processes. Zbl 0689.62073
Beran, Jan
1986
On approximate pseudo-maximum likelihood estimation for LARCH-processes. Zbl 1200.62100
Beran, Jan; Schützner, Martin
2009
Statistics in musicology. Zbl 1033.62109
Beran, Jan
2004
On spline regression under Gaussian subordination with long memory. Zbl 1327.62459
Beran, Jan; Weiershäuser, Arno
2011
Modifying the double smoothing bandwidth selector in nonparametric regression. Zbl 1463.62116
Beran, Jan; Feng, Yuanhua; Heiler, Siegfried
2009
Credit risk modeling based on survival analysis with immunes. Zbl 1248.91095
Beran, Jan; Djaïdja, Abdel-Yazid Karim
2007
Analysing sanity of requirements for avionics systems. Zbl 1335.68131
Barnat, Jiří; Bauch, Petr; Beneš, Nikola; Brim, Luboš; Beran, Jan; Kratochvíla, Tomáš
2016
On local trigonometric regression under dependence. Zbl 1416.62471
Beran, Jan; Steffens, Britta; Ghosh, Sucharita
2018
On asymptotically optimal wavelet estimation of trend functions under long-range dependence. Zbl 1235.62124
Beran, Jan; Shumeyko, Yevgen
2012
Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models. Zbl 1378.62058
Beran, Jan; Feng, Yuanhua; Ghosh, Sucharita
2015
Weighted averages and local polynomial estimation for fractional linear ARCH processes. Zbl 1155.62063
Beran, Jan; Feng, Yuanhua
2007
Optimal convergence rates in non-parametric regression with fractional time series errors. Zbl 1274.62280
Feng, Yuanhua; Beran, Jan
2013
Modelling financial time series with SEMIFAR-GARCH model. Zbl 1152.91509
Feng, Yuanhua; Beran, Jan; Yu, Keming
2007
A nonparametric regression cross spectrum for multivariate time series. Zbl 1139.62048
Beran, Jan; Heiler, Mark A.
2008
Estimating the mean direction of strongly dependent circular time series. Zbl 1445.62218
Beran, Jan; Ghosh, Sucharita
2020
On robust tail index estimation for linear long-memory processes. Zbl 1301.62080
Beran, Jan; Das, Bikramjit; Schell, Dieter
2012
On estimation of mean and covariance functions in repeated time series with long-memory errors. Zbl 1307.62108
Beran, Jan; Liu, Haiyan
2014
Estimation of the dominating frequency for stationary and nonstationary fractional autoregressive models. Zbl 0972.62087
Beran, Jan; Ghosh, Sucharita
2000
Analyzing musical structure and performance – a statistical approach. Zbl 1059.62754
Beran, Jan; Mazzola, Guerino
1999
On estimating extremal dependence structures by parametric spectral measures. Zbl 1486.62138
Beran, Jan; Mainik, Georg
2014
Goodness if fit tests and long-range dependence. Zbl 0735.62043
Beran, Jan; Ghosh, Sucharita
1991
On the effect of long-range dependence on extreme value copula estimation with fixed marginals. Zbl 1349.62393
Beran, Jan
2016
The effect of long memory in volatility on location estimation. Zbl 1193.62154
Beran, Jan; Schützner, Martin
2008
Estimation of a nonparametric regression spectrum for multivariate time series. Zbl 1220.62038
Beran, Jan; Heiler, Mark A.
2009
On M-estimation under long-range dependence in volatility. Zbl 1164.62039
Beran, Jan
2007
On piecewise polynomial regression under general dependence conditions, with an application to calcium-imaging data. Zbl 1305.62318
Beran, Jan; Weiershäuser, Arno; Galizia, C. Giovanni; Rein, Julia; Smith, Brian H.; Strauch, Martin
2014
Estimation of eigenvalues, eigenvectors and scores in FDA models with dependent errors. Zbl 1334.62053
Beran, Jan; Liu, Haiyan
2016
On non parametric statistical inference for densities under long-range dependence. Zbl 1379.62028
2017
Estimating the mean direction of strongly dependent circular time series. Zbl 1445.62218
Beran, Jan; Ghosh, Sucharita
2020
On local trigonometric regression under dependence. Zbl 1416.62471
Beran, Jan; Steffens, Britta; Ghosh, Sucharita
2018
On non parametric statistical inference for densities under long-range dependence. Zbl 1379.62028
2017
Analysing sanity of requirements for avionics systems. Zbl 1335.68131
Barnat, Jiří; Bauch, Petr; Beneš, Nikola; Brim, Luboš; Beran, Jan; Kratochvíla, Tomáš
2016
On the effect of long-range dependence on extreme value copula estimation with fixed marginals. Zbl 1349.62393
Beran, Jan
2016
Estimation of eigenvalues, eigenvectors and scores in FDA models with dependent errors. Zbl 1334.62053
Beran, Jan; Liu, Haiyan
2016
Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models. Zbl 1378.62058
Beran, Jan; Feng, Yuanhua; Ghosh, Sucharita
2015
The harmonic moment tail index estimator: asymptotic distribution and robustness. Zbl 1281.62123
Beran, Jan; Schell, Dieter; Stehlík, Milan
2014
On estimation of mean and covariance functions in repeated time series with long-memory errors. Zbl 1307.62108
Beran, Jan; Liu, Haiyan
2014
On estimating extremal dependence structures by parametric spectral measures. Zbl 1486.62138
Beran, Jan; Mainik, Georg
2014
On piecewise polynomial regression under general dependence conditions, with an application to calcium-imaging data. Zbl 1305.62318
Beran, Jan; Weiershäuser, Arno; Galizia, C. Giovanni; Rein, Julia; Smith, Brian H.; Strauch, Martin
2014
Long-memory processes. Probabilistic properties and statistical methods. Zbl 1282.62187
Beran, Jan; Feng, Yuanhua; Ghosh, Sucharita; Kulik, Rafal
2013
Optimal convergence rates in non-parametric regression with fractional time series errors. Zbl 1274.62280
Feng, Yuanhua; Beran, Jan
2013
On robust tail index estimation. Zbl 1255.62149
Beran, Jan; Schell, Dieter
2012
On asymptotically optimal wavelet estimation of trend functions under long-range dependence. Zbl 1235.62124
Beran, Jan; Shumeyko, Yevgen
2012
On robust tail index estimation for linear long-memory processes. Zbl 1301.62080
Beran, Jan; Das, Bikramjit; Schell, Dieter
2012
On spline regression under Gaussian subordination with long memory. Zbl 1327.62459
Beran, Jan; Weiershäuser, Arno
2011
From short to long memory: aggregation and estimation. Zbl 1284.62544
Beran, Jan; Schützner, Martin; Ghosh, Sucharita
2010
On rapid change points under long memory. Zbl 1204.62150
Menéndez, Patricia; Ghosh, Sucharita; Beran, Jan
2010
On least squares estimation for long-memory lattice processes. Zbl 1175.62101
Beran, Jan; Ghosh, Sucharita; Schell, Dieter
2009
On parameter estimation for locally stationary long-memory processes. Zbl 1156.62055
Beran, Jan
2009
On approximate pseudo-maximum likelihood estimation for LARCH-processes. Zbl 1200.62100
Beran, Jan; Schützner, Martin
2009
Modifying the double smoothing bandwidth selector in nonparametric regression. Zbl 1463.62116
Beran, Jan; Feng, Yuanhua; Heiler, Siegfried
2009
Estimation of a nonparametric regression spectrum for multivariate time series. Zbl 1220.62038
Beran, Jan; Heiler, Mark A.
2009
A nonparametric regression cross spectrum for multivariate time series. Zbl 1139.62048
Beran, Jan; Heiler, Mark A.
2008
The effect of long memory in volatility on location estimation. Zbl 1193.62154
Beran, Jan; Schützner, Martin
2008
Credit risk modeling based on survival analysis with immunes. Zbl 1248.91095
Beran, Jan; Djaïdja, Abdel-Yazid Karim
2007
Weighted averages and local polynomial estimation for fractional linear ARCH processes. Zbl 1155.62063
Beran, Jan; Feng, Yuanhua
2007
Modelling financial time series with SEMIFAR-GARCH model. Zbl 1152.91509
Feng, Yuanhua; Beran, Jan; Yu, Keming
2007
On M-estimation under long-range dependence in volatility. Zbl 1164.62039
Beran, Jan
2007
On estimating the cumulant generating function of linear processes. Zbl 1095.62105
Ghosh, Sucharita; Beran, Jan
2006
On location estimation for LARCH processes. Zbl 1097.62078
Beran, Jan
2006
Statistics in musicology. Zbl 1033.62109
Beran, Jan
2004
Nonparametric M-estimation with long-memory errors. Zbl 1021.62025
Beran, Jan; Ghosh, Sucharita; Sibbertsen, Philipp
2003
SEMIFAR models – a semiparametric approach to modelling trends, long-range dependence and nonstationarity. Zbl 0993.62079
Beran, Jan; Feng, Yuanhua
2002
Local polynomial fitting with long-memory, short-memory and antipersistent errors. Zbl 1012.62033
Beran, Jan; Feng, Yuanhua
2002
Local polynomial estimation with a FARIMA-GARCH error process. Zbl 0985.62033
Beran, Jan; Feng, Yuanhua
2001
Estimation of the dominating frequency for stationary and nonstationary fractional autoregressive models. Zbl 0972.62087
Beran, Jan; Ghosh, Sucharita
2000
SEMIFAR forecasts, with applications to foreign exchange rates. Zbl 1045.62530
Beran, Jan; Ocker, Dirk
1999
Analyzing musical structure and performance – a statistical approach. Zbl 1059.62754
Beran, Jan; Mazzola, Guerino
1999
On unified model selection for stationary and nonstationary short- and long-memory autoregressive processes. Zbl 1054.62581
Beran, J.; Bhansali, R. J.; Ocker, D.
1998
Root-n-consistent estimation in partial linear models with long-memory errors. Zbl 0910.62032
Beran, Jan; Ghosh, Sucharita
1998
Testing for a change of the long-memory parameter. Zbl 0866.62055
Beran, Jan; Terrin, Norma
1996
Maximum likelihood estimation of the differencing parameter for invertible short and long memory autoregressive integrated moving average models. Zbl 0827.62088
Beran, Jan
1995
Statistics for long-memory processes. Zbl 0869.60045
Beran, Jan
1994
Estimation of the long-memory parameter, based on a multivariate central limit theorem. Zbl 0794.62054
Beran, Jan; Terrin, Norma
1994
On a class of $$M$$-estimators for Gaussian long-memory models. Zbl 0812.62089
Beran, Jan
1994
Fitting long-memory models by generalized linear regression. Zbl 0800.62521
Beran, Jan
1993
Contrasts under long-range correlations. Zbl 0795.62077
Künsch, H.; Beran, J.; Hampel, F.
1993
A goodness-of-fit test for times series with long range dependence. Zbl 0775.62226
Beran, Jan
1992
$$M$$ estimators of location for Gaussian and related processes with slowly decaying serial correlations. Zbl 0738.62082
Beran, Jan
1991
Slowly decaying correlations, testing normality, nuisance parameters. Zbl 0735.62084
Beran, Jan; Ghosh, Sucharita
1991
Goodness if fit tests and long-range dependence. Zbl 0735.62043
Beran, Jan; Ghosh, Sucharita
1991
A test of location for data with slowly decaying serial correlations. Zbl 0669.62080
Beran, Jan
1989
Estimation, testing and prediction for self-similar and related processes. Zbl 0689.62073
Beran, Jan
1986
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### Cited by 1,183 Authors

 35 Beran, Jan 27 Surgailis, Donatas 17 Li, Ming 16 Ghosh, Sucharita 16 Wang, Lihong 15 Taqqu, Murad S. 14 Koul, Hira Lal 13 Reisen, Valdério Anselmo 12 Leonenko, Nikolai N. 12 Palma, Wilfredo 11 Nielsen, Morten Ørregaard 10 Feng, Yuanhua 10 Pipiras, Vladas 10 Robinson, Peter Michael 9 Ginovyan, Mamikon S. 9 Kulik, Rafał 9 Zhao, Wei 8 Lai, Dejian 8 Lopes, Sílvia R. C. 8 Peiris, M. Shelton 8 Philippe, Anne 8 Sikora, Grzegorz 8 Wyłomańska, Agnieszka 7 Chan, Ngai Hang 7 Gil-Alana, Luis Alberiko 7 Leal de Carvalho Gomes, Maria Ivette 7 McElroy, Tucker S. 7 Olenko, Andriy Yakovych 7 Poskitt, Donald Stephen 7 Sibbertsen, Philipp 7 Tarasov, Vasily E. 7 Tsai, Henghsiu 6 Bisaglia, Luisa 6 Boutahar, Mohamed 6 Crato, Nuno 6 Gao, Jiti 6 Giraitis, Liudas 6 Guégan, Dominique 6 Lahiri, Soumendra Nath 6 Lavancier, Frédéric 6 Leipus, Remigijus 6 Li, Linyuan 6 Sahakyan, Artur A. 6 Samorodnitsky, Gennady Pinkhosovich 6 Stehlík, Milan 6 Tudor, Ciprian A. 6 Wu, Wei Biao 5 Anh, Vo V. 5 Baek, Changryong 5 Baillie, Richard T. 5 Bardet, Jean-Marc 5 Bondon, Pascal 5 Chronopoulou, Alexandra 5 Coeurjolly, Jean-François 5 Didier, Gustavo 5 Kapetanios, George 5 Lillo, Fabrizio 5 Mielniczuk, Jan 5 Moulines, Eric 5 Vieu, Philippe 5 Xiao, Yimin 4 Abry, Patrice 4 Bai, Shuyang 4 Benhenni, Karim 4 Bianchi, Sergio 4 Caeiro, Frederico 4 Chan, Kung-Sik 4 Chen, Yangquan 4 Craigmile, Peter F. 4 El-Bassiouny, Ahmed H. 4 Farmer, James Doyne 4 Gerolimetto, Margherita 4 Grublytė, Ieva 4 Haldrup, Niels 4 Jordanova, Pavlina K. 4 Ko, Kyungduk 4 Lieberman, Offer 4 Lin, Yanxia 4 Martin, Gael M. 4 Peligrad, Magda 4 Pestana, Dinis Duarte 4 Pilipauskaitė, Vytautė 4 Politis, Dimitris Nicolas 4 Proietti, Tommaso 4 Resnick, Sidney Ira 4 Shitan, Mahendran 4 Telkmann, Klaus 4 Torres Román, Deni 4 Velasco, Carlos I. Hoyos 4 Viens, Frederi G. 4 Wang, Qiying 4 Wang, Yazhen 4 Wang, Yizao 4 Wishart, Justin Rory 3 Almasri, Abdullah 3 Aneiros-Pérez, Germán 3 Barczy, Mátyás 3 Bouzebda, Salim 3 Burman, Prabir 3 Burnecki, Krzysztof ...and 1,083 more Authors
all top 5

### Cited in 181 Serials

 61 Journal of Statistical Planning and Inference 45 Journal of Time Series Analysis 42 Computational Statistics and Data Analysis 40 Journal of Econometrics 33 Communications in Statistics. Theory and Methods 29 Statistics & Probability Letters 26 The Annals of Statistics 24 Journal of Statistical Computation and Simulation 23 Stochastic Processes and their Applications 22 Journal of Multivariate Analysis 19 Physica A 18 Mathematical Problems in Engineering 18 Electronic Journal of Statistics 17 Communications in Statistics. Simulation and Computation 16 Journal of Applied Statistics 16 Econometric Theory 15 Bernoulli 14 Annals of the Institute of Statistical Mathematics 14 Economics Letters 13 Statistical Papers 10 Chaos, Solitons and Fractals 10 Econometric Reviews 10 Journal of Nonparametric Statistics 10 Journal of Statistical Theory and Practice 9 Lithuanian Mathematical Journal 9 Journal of Economic Dynamics & Control 9 Mathematical and Computer Modelling 9 Quantitative Finance 8 Metrika 8 International Journal of Theoretical and Applied Finance 8 Journal of the Korean Statistical Society 7 Advances in Applied Probability 7 Stochastic Analysis and Applications 7 The Annals of Applied Probability 7 Computational Statistics 7 Statistical Methods and Applications 6 Journal of Applied Probability 6 Chaos 5 The Annals of Probability 5 Applied Mathematics and Computation 5 Mathematics and Computers in Simulation 5 Statistics 5 Applied Mathematical Modelling 5 Fractals 5 Statistical Inference for Stochastic Processes 5 Stochastic Models 5 Comptes Rendus. Mathématique. Académie des Sciences, Paris 5 Statistics and Computing 4 Journal of Mathematical Analysis and Applications 4 Physics Letters. A 4 Physica D 4 Probability Theory and Related Fields 4 Statistical Science 4 Journal of Theoretical Probability 4 Communications in Nonlinear Science and Numerical Simulation 4 Methodology and Computing in Applied Probability 3 The Canadian Journal of Statistics 3 Scandinavian Journal of Statistics 3 Acta Applicandae Mathematicae 3 Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences 3 European Journal of Operational Research 3 Computational Economics 3 Test 3 Theory of Probability and Mathematical Statistics 3 Australian & New Zealand Journal of Statistics 3 Extremes 3 Applied Stochastic Models in Business and Industry 3 Brazilian Journal of Probability and Statistics 3 Journal of Systems Science and Complexity 3 Journal of Statistical Mechanics: Theory and Experiment 3 Statistical Methodology 3 Probability Surveys 2 Bulletin of the Australian Mathematical Society 2 Journal of Statistical Physics 2 Physics Reports 2 Biometrical Journal 2 Biometrics 2 Journal of the American Statistical Association 2 Journal of Computational and Applied Mathematics 2 Kybernetika 2 Acta Mathematicae Applicatae Sinica. English Series 2 Queueing Systems 2 Signal Processing 2 Applications of Mathematics 2 Cybernetics and Systems Analysis 2 Applied Mathematics. Series B (English Edition) 2 Applied and Computational Harmonic Analysis 2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 2 Nonlinear Dynamics 2 Studies in Nonlinear Dynamics and Econometrics 2 Fractional Calculus & Applied Analysis 2 The Econometrics Journal 2 Entropy 2 International Journal of Wavelets, Multiresolution and Information Processing 2 Mediterranean Journal of Mathematics 2 Stochastics 2 The European Physical Journal B. Condensed Matter and Complex Systems 2 AStA. Advances in Statistical Analysis 2 The Annals of Applied Statistics 2 Statistics Surveys ...and 81 more Serials
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### Cited in 39 Fields

 703 Statistics (62-XX) 354 Probability theory and stochastic processes (60-XX) 120 Numerical analysis (65-XX) 106 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 40 Harmonic analysis on Euclidean spaces (42-XX) 25 Information and communication theory, circuits (94-XX) 23 Operations research, mathematical programming (90-XX) 20 Statistical mechanics, structure of matter (82-XX) 17 Computer science (68-XX) 16 Dynamical systems and ergodic theory (37-XX) 16 Systems theory; control (93-XX) 15 Biology and other natural sciences (92-XX) 14 Real functions (26-XX) 12 Geophysics (86-XX) 10 Ordinary differential equations (34-XX) 9 Measure and integration (28-XX) 8 General and overarching topics; collections (00-XX) 6 Operator theory (47-XX) 5 Linear and multilinear algebra; matrix theory (15-XX) 5 Special functions (33-XX) 5 Partial differential equations (35-XX) 4 Functional analysis (46-XX) 3 Difference and functional equations (39-XX) 3 Approximations and expansions (41-XX) 3 Astronomy and astrophysics (85-XX) 2 History and biography (01-XX) 2 Integral equations (45-XX) 2 Differential geometry (53-XX) 2 Fluid mechanics (76-XX) 2 Quantum theory (81-XX) 2 Relativity and gravitational theory (83-XX) 1 Mathematical logic and foundations (03-XX) 1 Combinatorics (05-XX) 1 Number theory (11-XX) 1 Field theory and polynomials (12-XX) 1 Functions of a complex variable (30-XX) 1 Sequences, series, summability (40-XX) 1 Mechanics of particles and systems (70-XX) 1 Mechanics of deformable solids (74-XX)