Edit Profile (opens in new tab) Harvey, Andrew C. Compute Distance To: Compute Author ID: harvey.andrew-c Published as: Harvey, A. C.; Harvey, Andrew C.; Harvey, Andrew more...less Documents Indexed: 65 Publications since 1974, including 7 Books 2 Contributions as Editor Co-Authors: 13 Co-Authors with 22 Joint Publications 155 Co-Co-Authors all top 5 Co-Authors 20 single-authored 9 Phillips, Garry D. A. 5 Koopman, Siem Jan 4 Busetti, Fabio 4 Shephard, Neil 3 Streibel, Mariane 2 Delle Monache, Davide 2 Lange, Rutger-Jan 2 Proietti, Tommaso 2 Ruiz, Esther 2 Stock, James H. 1 Caivano, Michele 1 Collier, Patrick 1 De Rossi, Giuliano 1 Durbin, James 1 Franzini, L. 1 Ito, Ryoko 1 Luati, Alessandra 1 McAvinchey, I. D. 1 Nyblom, Jukka 1 Ord, Keith 1 Robinson, Peter Michael 1 Shephard, N. G. 1 Sucarrat, Genaro 1 Tomenson, J. A. 1 Trimbur, Thomas M. 1 van Dijk, Herman K. all top 5 Serials 9 Journal of Econometrics 9 Journal of Time Series Analysis 4 Journal of Economic Dynamics & Control 3 Journal of the American Statistical Association 2 Biometrika 2 Econometrica 2 International Economic Review 2 Economics Letters 2 Econometric Theory 1 The American Statistician 1 International Statistical Review 1 Journal of the Operational Research Society 1 Management Science 1 The Review of Economic Studies 1 Journal of the Royal Statistical Society. Series A 1 Journal of the Royal Statistical Society. Series C 1 Communications in Statistics. Theory and Methods 1 Journal of the Royal Statistical Society. Series B 1 Computational Statistics and Data Analysis 1 The Econometrics Journal 1 Statistical Modelling 1 Journal of Forecasting 1 Econometric Society Monographs 1 Methods of Operations Research 1 IEEE Control Systems 1 Advanced Texts in Econometrics all top 5 Fields 63 Statistics (62-XX) 18 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 5 Numerical analysis (65-XX) 3 Systems theory; control (93-XX) 2 General and overarching topics; collections (00-XX) 2 Dynamical systems and ergodic theory (37-XX) 1 Probability theory and stochastic processes (60-XX) 1 Fluid mechanics (76-XX) 1 Classical thermodynamics, heat transfer (80-XX) 1 Information and communication theory, circuits (94-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 57 Publications have been cited 587 times in 527 Documents Cited by ▼ Year ▼ Multivariate stochastic variance models. Zbl 0805.90026Harvey, Andrew; Ruiz, Esther; Shephard, Neil 182 1994 Estimating regression models with multiplicative heteroscedasticity. Zbl 0333.62040Harvey, A. C. 84 1976 Time series models. Zbl 0464.62087Harvey, A. C. 64 1981 Forecasting, structural time series models, and the Kalman filter. Paperback ed. Zbl 0725.62083Harvey, Andrew C. 54 1990 The econometric analysis of time series. Zbl 0456.62082Harvey, A. C. 47 1981 Dynamic models for volatility and heavy tails. With applications to financial and economic time series. Zbl 1326.62001Harvey, Andrew C. 43 2013 Time series models. 2nd ed. Zbl 0770.62076Harvey, Andrew C. 33 1993 The econometric analysis of time series. 2nd ed. Zbl 0747.62113Harvey, A. C. 29 1990 An algorithm for exact maximum likelihood estimation of autoregressive- moving average models by means of Kalman filtering. Zbl 0471.62098Gardner, G.; Harvey, A. C.; Phillips, G. D. A. 28 1980 The effects of seat belt legislation on British road casualties: A case study in structural time series modelling (with discussion). Zbl 0615.62118Harvey, A. C.; Durbin, J. 27 1986 Maximum likelihood estimation of regression models with autoregressive- moving average disturbances. Zbl 0453.62082Harvey, A. C.; Phillips, G. D. A. 22 1979 Quantiles, expectiles and splines. Zbl 1431.62153De Rossi, Giuliano; Harvey, Andrew 21 2009 Testing for the presence of a random walk in series with structural breaks. Zbl 0972.62071Busetti, Fabio; Harvey, Andrew 21 2001 A comparison of the power of some tests for heteroskedasticity in the general linear model. Zbl 0289.62048Harvey, A. C.; Phillips, G. D. A. 18 1974 Tests of common stochastic trends. Zbl 0957.62104Nyblom, Jukka; Harvey, Andrew 16 2000 Filtering with heavy tails. Zbl 1368.62251Harvey, Andrew; Luati, Alessandra 15 2014 Continuous time autoregressive models with common stochastic trends. Zbl 0647.62104Harvey, A. C.; Stock, James H. 14 1988 Computing observation weights for signal extraction and filtering. Zbl 1206.62157Koopman, Siem Jan; Harvey, Andrew 12 2003 A simple test for serial correlation in regression analysis. Zbl 0296.62058Phillips, G. D. A.; Harvey, A. C. 12 1974 Trends and cycles in economic time series: a Bayesian approach. Zbl 1247.91149Harvey, Andrew C.; Trimbur, Thomas M.; Van Dijk, Herman K. 12 2007 Signal extraction and the formulation of unobserved components models. Zbl 1018.62076Harvey, Andrew; Koopman, Siem Jan 11 2000 Analysis and generalization of a multivariate exponential smoothing model. Zbl 0591.62077Harvey, A. C. 10 1986 Estimating integrated higher-order continuous time autoregressions with an application to money-income causality. Zbl 0692.62099Harvey, A. C.; Stock, James H. 10 1989 EGARCH models with fat tails, skewness and leverage. Zbl 06983982Harvey, Andrew; Sucarrat, Genaro 9 2014 On the probability of estimating a deterministic component in the local level model. Zbl 0702.62082Shephard, N. G.; Harvey, A. C. 9 1990 Testing for functional misspecification in regression analysis. Zbl 0358.62050Harvey, Andrew C.; Collier, Patrick 9 1977 Readings in unobserved components models. Zbl 1080.62058Harvey, Andrew; Proietti, Tommaso 9 2005 Further comments on stationarity tests in series with structural breaks at unknown points. Zbl 1112.62087Busetti, Fabio; Harvey, Andrew 8 2003 Efficient estimation of nonstationary time series regression. Zbl 0681.62074Harvey, A. C.; Robinson, P. M. 8 1988 The estimation of regression models with time-varying parameters. Zbl 0484.62100Harvey, A. C.; Phillips, G. D. A. 8 1982 Testing for deterministic trend and seasonal components in time series models. Zbl 0522.62070Franzini, L.; Harvey, A. C. 7 1983 Time series models for multivariate series of count data. Zbl 0878.62061Ord, K.; Fernandes, C.; Harvey, A. C. 5 1993 A comparison of preliminary estimators for robust regression. Zbl 0373.62039Harvey, A. C. 5 1977 Linear regression in the frequency domain. Zbl 0386.62074Harvey, A. C. 5 1978 Testing for serial correlation in simultaneous equation models. Zbl 0432.62064Harvey, A. C.; Phillips, G. D. A. 5 1980 A Beveridge-Nelson smoother. Zbl 1137.62369Proietti, T.; Harvey, A. 4 2000 Tests of strict stationarity based on quantile indicators. Zbl 1226.91084Busetti, Fabio; Harvey, Andrew 4 2010 Volatility modeling with a generalized \(t\) distribution. Zbl 1360.62457Harvey, Andrew; Lange, Rutger-Jan 4 2017 Modeling the interactions between volatility and returns using EGARCH-M. Zbl 1402.91585Harvey, Andrew; Lange, Rutger-Jan 3 2018 Unobserved components models in economics and finance: the role of the Kalman filter in time series econometrics. Zbl 1395.91355Harvey, Andrew; Koopman, Siem Jan 3 2009 Time-series models with an EGB2 conditional distribution. Zbl 1311.62141Caivano, Michele; Harvey, Andrew 3 2014 Tests for deterministic versus indeterministic cycles. Zbl 0913.62082Harvey, Andrew; Streibel, Mariane 3 1998 An alternative proof and generalization of a test for structural change. Zbl 0336.62060Harvey, A. C. 3 1976 The Kalman filter and its applications in econometrics and time series analysis. Zbl 0511.62105Harvey, Andrew C. 3 1981 Intervention analysis with control groups. Zbl 0899.62115Harvey, Andrew 2 1996 Testing for a slowly changing level with special reference to stochastic volatility. Zbl 0944.62096Harvey, Andrew; Streibel, Mariane 2 1998 Testing for heteroscedasticity in simultaneous equation models. Zbl 0464.62105Harvey, A. C.; Phillips, G. D. A. 2 1981 On the relative efficiency of various estimators of regression models with moving average disturbances. Zbl 0478.62089Harvey, A. C.; McAvinchey, I. D. 2 1981 State space and unobserved component models. Theory and applications. Selected papers from the conference, Amsterdam, The Netherlands, August 29 – September 3, 2002. Zbl 1053.62006 2 2004 Testing for trend. Zbl 1280.62097Busetti, Fabio; Harvey, Andrew 2 2008 A unified approach to testing for stationarity of unit roots. Zbl 1119.62083Harvey, Andrew C. 2 2005 A note on estimating and testing exogenous variable coefficient estimators in simultaneous equation models. Zbl 1273.62279Phillips, G. D. A.; Harvey, A. C. 2 1984 On the unbiasedness of robust regression estimators. Zbl 0384.62055Harvey, A. C. 2 1978 Time series forecasting based on the logistic curve. Zbl 0544.62097Harvey, A. C. 2 1984 Improved turbulence modeling of film cooling flow and heat transfer. Zbl 1215.76045Jones, R.; Acharya, S.; Harvey, A. 1 2005 Computing the mean square error of unobserved components extracted by misspecified time series models. Zbl 1167.93403Harvey, Andrew C.; Delle Monache, Davide 1 2009 Modeling time series when some observations are zero. Zbl 1456.62191Harvey, Andrew; Ito, Ryoko 1 2020 Modeling time series when some observations are zero. Zbl 1456.62191Harvey, Andrew; Ito, Ryoko 1 2020 Modeling the interactions between volatility and returns using EGARCH-M. Zbl 1402.91585Harvey, Andrew; Lange, Rutger-Jan 3 2018 Volatility modeling with a generalized \(t\) distribution. Zbl 1360.62457Harvey, Andrew; Lange, Rutger-Jan 4 2017 Filtering with heavy tails. Zbl 1368.62251Harvey, Andrew; Luati, Alessandra 15 2014 EGARCH models with fat tails, skewness and leverage. Zbl 06983982Harvey, Andrew; Sucarrat, Genaro 9 2014 Time-series models with an EGB2 conditional distribution. Zbl 1311.62141Caivano, Michele; Harvey, Andrew 3 2014 Dynamic models for volatility and heavy tails. With applications to financial and economic time series. Zbl 1326.62001Harvey, Andrew C. 43 2013 Tests of strict stationarity based on quantile indicators. Zbl 1226.91084Busetti, Fabio; Harvey, Andrew 4 2010 Quantiles, expectiles and splines. Zbl 1431.62153De Rossi, Giuliano; Harvey, Andrew 21 2009 Unobserved components models in economics and finance: the role of the Kalman filter in time series econometrics. Zbl 1395.91355Harvey, Andrew; Koopman, Siem Jan 3 2009 Computing the mean square error of unobserved components extracted by misspecified time series models. Zbl 1167.93403Harvey, Andrew C.; Delle Monache, Davide 1 2009 Testing for trend. Zbl 1280.62097Busetti, Fabio; Harvey, Andrew 2 2008 Trends and cycles in economic time series: a Bayesian approach. Zbl 1247.91149Harvey, Andrew C.; Trimbur, Thomas M.; Van Dijk, Herman K. 12 2007 Readings in unobserved components models. Zbl 1080.62058Harvey, Andrew; Proietti, Tommaso 9 2005 A unified approach to testing for stationarity of unit roots. Zbl 1119.62083Harvey, Andrew C. 2 2005 Improved turbulence modeling of film cooling flow and heat transfer. Zbl 1215.76045Jones, R.; Acharya, S.; Harvey, A. 1 2005 State space and unobserved component models. Theory and applications. Selected papers from the conference, Amsterdam, The Netherlands, August 29 – September 3, 2002. Zbl 1053.62006 2 2004 Computing observation weights for signal extraction and filtering. Zbl 1206.62157Koopman, Siem Jan; Harvey, Andrew 12 2003 Further comments on stationarity tests in series with structural breaks at unknown points. Zbl 1112.62087Busetti, Fabio; Harvey, Andrew 8 2003 Testing for the presence of a random walk in series with structural breaks. Zbl 0972.62071Busetti, Fabio; Harvey, Andrew 21 2001 Tests of common stochastic trends. Zbl 0957.62104Nyblom, Jukka; Harvey, Andrew 16 2000 Signal extraction and the formulation of unobserved components models. Zbl 1018.62076Harvey, Andrew; Koopman, Siem Jan 11 2000 A Beveridge-Nelson smoother. Zbl 1137.62369Proietti, T.; Harvey, A. 4 2000 Tests for deterministic versus indeterministic cycles. Zbl 0913.62082Harvey, Andrew; Streibel, Mariane 3 1998 Testing for a slowly changing level with special reference to stochastic volatility. Zbl 0944.62096Harvey, Andrew; Streibel, Mariane 2 1998 Intervention analysis with control groups. Zbl 0899.62115Harvey, Andrew 2 1996 Multivariate stochastic variance models. Zbl 0805.90026Harvey, Andrew; Ruiz, Esther; Shephard, Neil 182 1994 Time series models. 2nd ed. Zbl 0770.62076Harvey, Andrew C. 33 1993 Time series models for multivariate series of count data. Zbl 0878.62061Ord, K.; Fernandes, C.; Harvey, A. C. 5 1993 Forecasting, structural time series models, and the Kalman filter. Paperback ed. Zbl 0725.62083Harvey, Andrew C. 54 1990 The econometric analysis of time series. 2nd ed. Zbl 0747.62113Harvey, A. C. 29 1990 On the probability of estimating a deterministic component in the local level model. Zbl 0702.62082Shephard, N. G.; Harvey, A. C. 9 1990 Estimating integrated higher-order continuous time autoregressions with an application to money-income causality. Zbl 0692.62099Harvey, A. C.; Stock, James H. 10 1989 Continuous time autoregressive models with common stochastic trends. Zbl 0647.62104Harvey, A. C.; Stock, James H. 14 1988 Efficient estimation of nonstationary time series regression. Zbl 0681.62074Harvey, A. C.; Robinson, P. M. 8 1988 The effects of seat belt legislation on British road casualties: A case study in structural time series modelling (with discussion). Zbl 0615.62118Harvey, A. C.; Durbin, J. 27 1986 Analysis and generalization of a multivariate exponential smoothing model. Zbl 0591.62077Harvey, A. C. 10 1986 A note on estimating and testing exogenous variable coefficient estimators in simultaneous equation models. Zbl 1273.62279Phillips, G. D. A.; Harvey, A. C. 2 1984 Time series forecasting based on the logistic curve. Zbl 0544.62097Harvey, A. C. 2 1984 Testing for deterministic trend and seasonal components in time series models. Zbl 0522.62070Franzini, L.; Harvey, A. C. 7 1983 The estimation of regression models with time-varying parameters. Zbl 0484.62100Harvey, A. C.; Phillips, G. D. A. 8 1982 Time series models. Zbl 0464.62087Harvey, A. C. 64 1981 The econometric analysis of time series. Zbl 0456.62082Harvey, A. C. 47 1981 The Kalman filter and its applications in econometrics and time series analysis. Zbl 0511.62105Harvey, Andrew C. 3 1981 Testing for heteroscedasticity in simultaneous equation models. Zbl 0464.62105Harvey, A. C.; Phillips, G. D. A. 2 1981 On the relative efficiency of various estimators of regression models with moving average disturbances. Zbl 0478.62089Harvey, A. C.; McAvinchey, I. D. 2 1981 An algorithm for exact maximum likelihood estimation of autoregressive- moving average models by means of Kalman filtering. Zbl 0471.62098Gardner, G.; Harvey, A. C.; Phillips, G. D. A. 28 1980 Testing for serial correlation in simultaneous equation models. Zbl 0432.62064Harvey, A. C.; Phillips, G. D. A. 5 1980 Maximum likelihood estimation of regression models with autoregressive- moving average disturbances. Zbl 0453.62082Harvey, A. C.; Phillips, G. D. A. 22 1979 Linear regression in the frequency domain. Zbl 0386.62074Harvey, A. C. 5 1978 On the unbiasedness of robust regression estimators. Zbl 0384.62055Harvey, A. C. 2 1978 Testing for functional misspecification in regression analysis. Zbl 0358.62050Harvey, Andrew C.; Collier, Patrick 9 1977 A comparison of preliminary estimators for robust regression. Zbl 0373.62039Harvey, A. C. 5 1977 Estimating regression models with multiplicative heteroscedasticity. Zbl 0333.62040Harvey, A. C. 84 1976 An alternative proof and generalization of a test for structural change. Zbl 0336.62060Harvey, A. C. 3 1976 A comparison of the power of some tests for heteroskedasticity in the general linear model. Zbl 0289.62048Harvey, A. C.; Phillips, G. D. A. 18 1974 A simple test for serial correlation in regression analysis. Zbl 0296.62058Phillips, G. D. A.; Harvey, A. C. 12 1974 all cited Publications top 5 cited Publications all top 5 Cited by 845 Authors 10 Koopman, Siem Jan 8 Blasques, Francisco 8 Phillips, Garry D. A. 7 Harvey, Andrew C. 6 Chambers, Marcus J. 6 Kohn, Robert J. 6 Lucas, André 5 Hendry, David F. 5 Triantafyllopoulos, Kostas 5 Tucci, Marco P. 5 Wu, Liucang 4 Chib, Siddhartha 4 Diebold, Francis Xavier 4 Gorgi, Paolo 4 Shaarawy, Samir Moustafa 4 Song, Peter Xue-Kun 3 Ali, Sherif S. 3 Ansley, Craig F. 3 Çelik, Reşit 3 de Jong, Piet 3 Dufour, Jean-Marie 3 Escribano, Alvaro 3 Fasen-Hartmann, Vicky 3 Ghysels, Eric 3 Godfrey, Leslie George 3 Jammalamadaka, Sreenivasa Rao 3 McCrorie, J. Roderick 3 Mittnik, Stefan 3 Ooms, Marius 3 Penzer, Jeremy 3 Phillips, Peter Charles Bonest 3 Shephard, Neil 3 Tanizaki, Hisashi 3 Teräsvirta, Timo 3 Wei, William W. S. 3 Xu, Dengke 3 Zhang, Zhongzhan 2 Abdullah, Mokhtar B. 2 Adjibolosoo, Senyo B.-S. K. 2 Arslan, Olcay 2 Atkinson, Anthony C. 2 Baltagi, Badi H. 2 Bernardi, Mauro 2 Bhar, Ramaprasad 2 Blazsek, Szabolcs 2 Canova, Fabio 2 Casals, José 2 Chen, Rong 2 Chen, Songnian 2 Cheng, Tsung-Chi 2 Chiarella, Carl 2 Chow, Sy-Miin 2 Coin, Daniele 2 Cordeiro, Gauss Moutinho 2 Cribari-Neto, Francisco 2 Cysneiros, Francisco José A. 2 De Vos, Aart F. 2 Dimitriou-Fakalou, Chrysoula 2 Diniz, Carlos Alberto Ribeiro 2 Doornik, Jurgen A. 2 Duchesne, Pierre 2 Dutta, Shantanu 2 Engle, Robert Fry 2 Evans, George W. II 2 Francke, Marc K. 2 Franco, Glaura C. 2 Guillen, Montserrat 2 Holý, Vladimír 2 Hotta, Luiz Koodi 2 Hyndman, Rob J. 2 Ip, Wai-Cheung 2 Ito, Ryoko 2 Jørgensen, Bent 2 Kao, Chihwa 2 Khalaf, Lynda 2 Khan, Shakeeb 2 Krämer, Walter 2 Kundu, Debasis 2 Li, Huiqiong 2 Lin, Yanxia 2 Linton, Oliver Bruce 2 Ma, Yanyuan 2 Maravall, Agustin 2 McElroy, Tucker S. 2 McLeod, Angus Ian 2 Mélard, Guy 2 Mitra, Amit 2 Ning, Ning 2 Nymoen, Ragnar 2 Pagan, Adrian R. 2 Peña, Daniel 2 Pitt, Michael K. 2 Pizzinga, Adrian 2 Proietti, Tommaso 2 Qiu, Jinwen 2 Riani, Marco 2 Rilstone, Paul 2 Roy, Roch 2 Rudebusch, Glenn D. 2 Rue, Håvard ...and 745 more Authors all top 5 Cited in 114 Serials 86 Journal of Econometrics 37 Economics Letters 32 Computational Statistics and Data Analysis 25 Communications in Statistics. Theory and Methods 24 Journal of Time Series Analysis 24 Journal of Economic Dynamics & Control 22 Communications in Statistics. Simulation and Computation 19 Econometric Reviews 18 Journal of Statistical Computation and Simulation 12 Econometric Theory 11 Journal of Applied Statistics 10 Statistics & Probability Letters 8 Journal of Statistical Planning and Inference 7 The Canadian Journal of Statistics 7 The Annals of Applied Statistics 5 Journal of the American Statistical Association 5 Quantitative Finance 5 Statistical Modelling 5 Electronic Journal of Statistics 4 Computers & Mathematics with Applications 4 Psychometrika 4 Annals of the Institute of Statistical Mathematics 4 Applied Mathematics and Computation 4 Journal of Multivariate Analysis 4 Mathematics and Computers in Simulation 4 Insurance Mathematics & Economics 4 International Journal of Approximate Reasoning 4 Computational Statistics 4 European Journal of Operational Research 3 Biometrics 3 Journal of Computational and Applied Mathematics 3 Statistical Papers 3 Brazilian Journal of Probability and Statistics 3 Statistical Methods and Applications 3 Journal of Forecasting 3 Statistical Methodology 3 Journal of Statistical Theory and Practice 3 Journal of the Italian Statistical Society 2 Scandinavian Journal of Statistics 2 Kybernetika 2 Statistics 2 Mathematical and Computer Modelling 2 Linear Algebra and its Applications 2 Statistische Hefte 2 Computational Economics 2 Test 2 Applied Mathematics. Series B (English Edition) 2 Applied Mathematical Finance 2 The Econometrics Journal 2 Macroeconomic Dynamics 2 Statistical Inference for Stochastic Processes 2 Scandinavian Actuarial Journal 2 ASTIN Bulletin 2 North American Actuarial Journal 2 AStA. Advances in Statistical Analysis 2 Financial Engineering and the Japanese Markets 2 Bayesian Analysis 1 International Journal of Control 1 International Journal of Systems Science 1 Journal of Computational Physics 1 Journal of the Franklin Institute 1 Metrika 1 Physica A 1 Bulletin of Mathematical Biology 1 The Annals of Statistics 1 Automatica 1 Biometrical Journal 1 Journal of Soviet Mathematics 1 Metron 1 Statistische Hefte. Neue Folge 1 Statistica Neerlandica 1 Trabajos de Estadistica y de Investigacion Operativa 1 Systems & Control Letters 1 Operations Research Letters 1 Acta Applicandae Mathematicae 1 Revista Colombiana de Estadística 1 Journal of Classification 1 Computers & Operations Research 1 Computational Mechanics 1 Trabajos de Estadistica 1 Stochastic Hydrology and Hydraulics 1 Annals of Operations Research 1 Machine Learning 1 International Journal of Information and Management Sciences 1 Japan Journal of Industrial and Applied Mathematics 1 Applied Mathematical Modelling 1 Computational Optimization and Applications 1 Open Economies Review 1 Journal of Computational Neuroscience 1 Annals of Mathematics and Artificial Intelligence 1 Journal of Nonparametric Statistics 1 Journal of Applied Mathematics and Decision Sciences 1 Australian & New Zealand Journal of Statistics 1 International Journal of Theoretical and Applied Finance 1 Natural Resource Modeling 1 CEJOR. Central European Journal of Operations Research 1 Journal of Biological Systems 1 Applied Stochastic Models in Business and Industry 1 Journal of Systems Science and Complexity 1 Journal of Machine Learning Research (JMLR) ...and 14 more Serials all top 5 Cited in 18 Fields 461 Statistics (62-XX) 129 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 73 Numerical analysis (65-XX) 28 Systems theory; control (93-XX) 22 Probability theory and stochastic processes (60-XX) 14 Operations research, mathematical programming (90-XX) 9 Computer science (68-XX) 9 Biology and other natural sciences (92-XX) 4 Geophysics (86-XX) 2 History and biography (01-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Fluid mechanics (76-XX) 1 Combinatorics (05-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Approximations and expansions (41-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year