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Hosking, Jonathan R. M.

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Author ID: hosking.jonathan-r-m Recent zbMATH articles by "Hosking, Jonathan R. M."
Published as: Hosking, J. R. M.; Hosking, Jonathan R. M.
External Links: MGP
Documents Indexed: 27 Publications since 1978
Co-Authors: 12 Co-Authors with 8 Joint Publications
565 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

23 Publications have been cited 1,083 times in 969 Documents Cited by Year
Fractional differencing. Zbl 0464.62088
Hosking, J. R. M.
486
1981
L-moments: Analysis and estimation of distributions using linear combinations of order statistics. Zbl 0703.62018
Hosking, J. R. M.
175
1990
Parameter and quantile estimation for the generalized Pareto distribution. Zbl 0628.62019
Hosking, J. R. M.; Wallis, J. R.
156
1987
The multivariate portmanteau statistic. Zbl 0444.62104
Hosking, J. R. M.
80
1980
Asymptotic distributions of the sample mean, autocovariances, and autocorrelations of long-memory time series. Zbl 0854.62084
Hosking, Jonathan R. M.
64
1996
Lagrange-multiplier tests of multivariate time-series models. Zbl 0474.62086
Hosking, J. R. M.
20
1981
The four-parameter kappa distribution. Zbl 0811.60014
Hosking, J. R. M.
14
1994
Lagrange-multiplier tests of time-series models. Zbl 0431.62060
Hosking, J. R. M.
13
1980
Equivalent forms of the multivariate portmanteau statistic. Zbl 0471.62091
Hosking, J. R. M.
12
1981
On the characterization of distributions by their \(L\)-moments. Zbl 1079.62017
Hosking, J. R. M.
12
2006
Some theory and practical uses of trimmed \(L\)-moments. Zbl 1331.62255
Hosking, J. R. M.
9
2007
Moments of order statistics of the Cantor distribution. Zbl 0789.60011
Hosking, J. R. M.
8
1994
An algorithm for estimating parameters of state-space models. Zbl 0852.62090
Wu, Lilian Shiao-Yen; Pai, Jeffrey S.; Hosking, J. R. M.
8
1996
Reallocation outliers in time series. Zbl 0825.62682
Wu, L. S.-Y.; Hosking, J. R. M.; Ravishanker, N.
6
1993
The use of L-moments in the analysis of censored data. Zbl 0876.62010
Hosking, J. R. M.
4
1995
A unified derivation of the asymptotic distributions of goodness-of-fit statistics for autoregressive time-series models. Zbl 0411.62065
Hosking, J. R. M.
3
1978
The asymptotic distribution of the sample inverse autocorrelations of an autoregressive-moving average process. Zbl 0424.62064
Hosking, J. R. M.
3
1980
Distributions with maximum entropy subject to constraints on their \(L\)-moments or expected order statistics. Zbl 1331.62218
Hosking, J. R. M.
3
2007
Approximate simultaneous significance intervals for residual autocorrelations of autoregressive moving-average time series models. Zbl 0825.62689
Hosking, J. R. M.; Ravishanker, Nalini
2
1993
Spectrum-based comparison of stationary multivariate time series. Zbl 1200.62113
Ravishanker, Nalini; Hosking, J. R. M.; Mukhopadhyay, Jaydip
2
2010
Nonparametric confidence regions for \(L\)-moments. Zbl 1337.62098
Hosking, J. R. M.
1
2015
\(L\)-estimation. Zbl 0922.62019
Hosking, J. R. M.
1
1998
A uniqueness result for \(L\)-estimators, with applications to \(L\)-moments. Zbl 1486.62137
Hosking, J. R. M.; Balakrishnan, N.
1
2015
Nonparametric confidence regions for \(L\)-moments. Zbl 1337.62098
Hosking, J. R. M.
1
2015
A uniqueness result for \(L\)-estimators, with applications to \(L\)-moments. Zbl 1486.62137
Hosking, J. R. M.; Balakrishnan, N.
1
2015
Spectrum-based comparison of stationary multivariate time series. Zbl 1200.62113
Ravishanker, Nalini; Hosking, J. R. M.; Mukhopadhyay, Jaydip
2
2010
Some theory and practical uses of trimmed \(L\)-moments. Zbl 1331.62255
Hosking, J. R. M.
9
2007
Distributions with maximum entropy subject to constraints on their \(L\)-moments or expected order statistics. Zbl 1331.62218
Hosking, J. R. M.
3
2007
On the characterization of distributions by their \(L\)-moments. Zbl 1079.62017
Hosking, J. R. M.
12
2006
\(L\)-estimation. Zbl 0922.62019
Hosking, J. R. M.
1
1998
Asymptotic distributions of the sample mean, autocovariances, and autocorrelations of long-memory time series. Zbl 0854.62084
Hosking, Jonathan R. M.
64
1996
An algorithm for estimating parameters of state-space models. Zbl 0852.62090
Wu, Lilian Shiao-Yen; Pai, Jeffrey S.; Hosking, J. R. M.
8
1996
The use of L-moments in the analysis of censored data. Zbl 0876.62010
Hosking, J. R. M.
4
1995
The four-parameter kappa distribution. Zbl 0811.60014
Hosking, J. R. M.
14
1994
Moments of order statistics of the Cantor distribution. Zbl 0789.60011
Hosking, J. R. M.
8
1994
Reallocation outliers in time series. Zbl 0825.62682
Wu, L. S.-Y.; Hosking, J. R. M.; Ravishanker, N.
6
1993
Approximate simultaneous significance intervals for residual autocorrelations of autoregressive moving-average time series models. Zbl 0825.62689
Hosking, J. R. M.; Ravishanker, Nalini
2
1993
L-moments: Analysis and estimation of distributions using linear combinations of order statistics. Zbl 0703.62018
Hosking, J. R. M.
175
1990
Parameter and quantile estimation for the generalized Pareto distribution. Zbl 0628.62019
Hosking, J. R. M.; Wallis, J. R.
156
1987
Fractional differencing. Zbl 0464.62088
Hosking, J. R. M.
486
1981
Lagrange-multiplier tests of multivariate time-series models. Zbl 0474.62086
Hosking, J. R. M.
20
1981
Equivalent forms of the multivariate portmanteau statistic. Zbl 0471.62091
Hosking, J. R. M.
12
1981
The multivariate portmanteau statistic. Zbl 0444.62104
Hosking, J. R. M.
80
1980
Lagrange-multiplier tests of time-series models. Zbl 0431.62060
Hosking, J. R. M.
13
1980
The asymptotic distribution of the sample inverse autocorrelations of an autoregressive-moving average process. Zbl 0424.62064
Hosking, J. R. M.
3
1980
A unified derivation of the asymptotic distributions of goodness-of-fit statistics for autoregressive time-series models. Zbl 0411.62065
Hosking, J. R. M.
3
1978
all top 5

Cited by 1,400 Authors

17 Beran, Jan
15 Cordeiro, Gauss Moutinho
14 Duchesne, Pierre
14 Reisen, Valdério Anselmo
13 Shang, Pengjian
11 Guillou, Armelle
10 Giraitis, Liudas
10 Nadarajah, Saralees
10 Taqqu, Murad S.
9 Ortega, Edwin Moises Marcos
9 Palma, Wilfredo
9 Surgailis, Donatas
8 Baillie, Richard T.
8 Balakrishnan, Narayanaswamy
8 Bisaglia, Luisa
8 Diebolt, Jean
8 Gil-Alana, Luis Alberiko
8 Hassler, Uwe
8 Hosking, Jonathan R. M.
8 Lopes, Sílvia R. C.
8 Poskitt, Donald Stephen
7 Girard, Stéphane
7 Headrick, Todd C.
7 Hidalgo, Javier
7 Jones, Michael Chris
7 Kokoszka, Piotr S.
7 Koul, Hira Lal
7 Pant, Mohan Dev
7 Peiris, M. Shelton
7 Sankaran, Paduthol Godan
7 Wu, Wei Biao
6 Boutahar, Mohamed
6 Caporale, Guglielmo Maria
6 Guégan, Dominique
6 Inoue, Akihiko
6 Lemonte, Artur José
6 Ravishanker, Nalini
6 Wang, Lihong
5 Cheng, Weihu
5 Ghosh, Sucharita
5 Ho, Hwai-Chung
5 Mainassara, Yacouba Boubacar
5 Naveau, Philippe
5 Park, Jeong-Soo
5 Raïssi, Hamdi
5 Reschenhofer, Erhard
5 Tarasov, Vasily E.
5 Tsai, Henghsiu
4 Caeiro, Frederico
4 Chen, Haiqing
4 Dey, Sanku
4 Falk, Michael
4 Feng, Yuanhua
4 Leal de Carvalho Gomes, Maria Ivette
4 Horváth, Lajos
4 Hutson, Alan David
4 Kapetanios, George
4 Kim, Youngmin
4 Ko, Kyungduk
4 Lahiri, Soumendra Nath
4 Leipus, Remigijus
4 Lieberman, Offer
4 Lu, Zhiping
4 Marmol, Francesc
4 Martin, Gael M.
4 Nordman, Daniel J.
4 Ooms, Marius
4 Sibbertsen, Philipp
4 Tsay, Wen-Jen
4 Yilmazer, Resat
3 Anděl, Jiří
3 Asai, Manabu
3 Bisognin, Cleber
3 Bollerslev, Tim
3 Bondon, Pascal
3 Chan, Ngai Hang
3 Chong, Terence Tai-Leung
3 Chung, Ching-Fan
3 Craigmile, Peter F.
3 Crato, Nuno
3 de Haan, Laurens
3 Didier, Gustavo
3 Drees, Holger
3 El-Aroui, Mhamed-Ali
3 Franco, Glaura C.
3 Gardes, Laurent
3 Gerolimetto, Margherita
3 Grose, Simone D.
3 Hall, Peter Gavin
3 Hallin, Marc
3 He, Jiayi
3 Hili, Ouagnina
3 Hsu, Nan-Jung
3 Hüsler, Jürg
3 Im, Jongho
3 Kasahara, Yukio
3 Koopman, Siem Jan
3 Kundu, Debasis
3 Leonenko, Nikolai N.
3 Lucarini, Valerio
...and 1,300 more Authors
all top 5

Cited in 184 Serials

69 Journal of Econometrics
56 Journal of Statistical Planning and Inference
55 Computational Statistics and Data Analysis
39 Statistics & Probability Letters
38 Communications in Statistics. Theory and Methods
36 Journal of Time Series Analysis
36 Journal of Statistical Computation and Simulation
30 Communications in Statistics. Simulation and Computation
26 Journal of Applied Statistics
24 Economics Letters
22 The Annals of Statistics
20 Physica A
18 Extremes
16 Journal of Multivariate Analysis
15 Statistical Papers
15 Econometric Theory
14 Econometric Reviews
14 Stochastic Processes and their Applications
13 Annals of the Institute of Statistical Mathematics
13 Bernoulli
11 Computational Statistics
11 Statistical Methods and Applications
11 Journal of Statistical Theory and Practice
9 Quantitative Finance
8 Test
8 Brazilian Journal of Probability and Statistics
7 Chaos, Solitons and Fractals
7 Mathematics and Computers in Simulation
7 Statistical Methodology
6 Kybernetika
6 Computational Economics
6 Nonlinear Dynamics
6 Chaos
6 Stochastic Environmental Research and Risk Assessment
6 Journal of the Korean Statistical Society
6 ISRN Applied Mathematics
6 Journal of Time Series Econometrics
5 The Canadian Journal of Statistics
5 Statistics
5 Probability Theory and Related Fields
5 Journal of Economic Dynamics & Control
5 Stochastic Hydrology and Hydraulics
5 Statistical Inference for Stochastic Processes
5 Comptes Rendus. Mathématique. Académie des Sciences, Paris
4 Advances in Applied Probability
4 Lithuanian Mathematical Journal
4 Metrika
4 Applied Mathematics and Computation
4 Journal of Applied Probability
4 Journal of Computational and Applied Mathematics
4 Statistical Science
4 Mathematical and Computer Modelling
4 Journal of Nonparametric Statistics
4 International Journal of Theoretical and Applied Finance
4 AStA. Advances in Statistical Analysis
4 Journal of Probability and Statistics
3 Automatica
3 Metron
3 Physica D
3 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
3 Communications in Nonlinear Science and Numerical Simulation
3 Methodology and Computing in Applied Probability
3 Scandinavian Actuarial Journal
3 Thailand Statistician
3 Electronic Journal of Statistics
3 Probability Surveys
3 Journal of Agricultural, Biological, and Environmental Statistics
3 Statistics and Computing
3 Cogent Mathematics
2 Computers & Mathematics with Applications
2 Scandinavian Journal of Statistics
2 Journal of the American Statistical Association
2 Journal of Mathematical Psychology
2 Journal of Information & Optimization Sciences
2 Insurance Mathematics & Economics
2 Revista Colombiana de Estadística
2 European Journal of Operational Research
2 Computational and Applied Mathematics
2 Mathematical Problems in Engineering
2 The Econometrics Journal
2 North American Actuarial Journal
2 International Journal of Wavelets, Multiresolution and Information Processing
2 European Journal of Pure and Applied Mathematics
2 The Annals of Applied Statistics
2 Mathematical Geosciences
2 Science China. Mathematics
2 Sankhyā. Series B
2 Annals of Finance
2 Journal of Statistical Distributions and Applications
2 Journal of the Japan Statistical Society. Japanese Issue
2 AIMS Mathematics
2 Stochastics and Quality Control
1 The American Statistician
1 Biological Cybernetics
1 Computer Methods in Applied Mechanics and Engineering
1 Inverse Problems
1 Journal d’Analyse Mathématique
1 Journal of the Franklin Institute
1 Mathematical Biosciences
1 Mathematics of Computation
...and 84 more Serials

Citations by Year