Edit Profile (opens in new tab) Hosking, Jonathan R. M. Compute Distance To: Compute Author ID: 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 all top 5 Co-Authors 19 single-authored 3 Ravishanker, Nalini 2 Wu, Lilian Shiao-Yen 1 Amemiya, Yasuo 1 Balakrishnan, Narayanaswamy 1 Elphick, Chris S. 1 Mukhopadhyay, Jaydip 1 Pai, Jeffrey S. 1 Reed, J. Michael 1 Roberts, David L. 1 Vogel, Richard M. 1 Wallis, James R. 1 Yang, Hongxia all top 5 Serials 5 Journal of the Royal Statistical Society. Series B 3 Journal of Statistical Planning and Inference 2 Biometrika 2 Statistics & Probability Letters 1 Bulletin of Mathematical Biology 1 Journal of the American Statistical Association 1 Journal of Econometrics 1 Technometrics 1 Journal of the Royal Statistical Society. Series C 1 Journal of Time Series Analysis 1 IBM Journal of Research and Development 1 Methodology and Computing in Applied Probability 1 Applied Stochastic Models in Business and Industry 1 Journal of Forecasting 1 Statistical Methodology 1 Journal of Math-for-Industry Fields 26 Statistics (62-XX) 5 Probability theory and stochastic processes (60-XX) 3 Numerical analysis (65-XX) 1 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 23 Publications have been cited 1,083 times in 969 Documents Cited by ▼ Year ▼ Fractional differencing. Zbl 0464.62088Hosking, J. R. M. 486 1981 L-moments: Analysis and estimation of distributions using linear combinations of order statistics. Zbl 0703.62018Hosking, J. R. M. 175 1990 Parameter and quantile estimation for the generalized Pareto distribution. Zbl 0628.62019Hosking, J. R. M.; Wallis, J. R. 156 1987 The multivariate portmanteau statistic. Zbl 0444.62104Hosking, J. R. M. 80 1980 Asymptotic distributions of the sample mean, autocovariances, and autocorrelations of long-memory time series. Zbl 0854.62084Hosking, Jonathan R. M. 64 1996 Lagrange-multiplier tests of multivariate time-series models. Zbl 0474.62086Hosking, J. R. M. 20 1981 The four-parameter kappa distribution. Zbl 0811.60014Hosking, J. R. M. 14 1994 Lagrange-multiplier tests of time-series models. Zbl 0431.62060Hosking, J. R. M. 13 1980 Equivalent forms of the multivariate portmanteau statistic. Zbl 0471.62091Hosking, J. R. M. 12 1981 On the characterization of distributions by their \(L\)-moments. Zbl 1079.62017Hosking, J. R. M. 12 2006 Some theory and practical uses of trimmed \(L\)-moments. Zbl 1331.62255Hosking, J. R. M. 9 2007 Moments of order statistics of the Cantor distribution. Zbl 0789.60011Hosking, J. R. M. 8 1994 An algorithm for estimating parameters of state-space models. Zbl 0852.62090Wu, Lilian Shiao-Yen; Pai, Jeffrey S.; Hosking, J. R. M. 8 1996 Reallocation outliers in time series. Zbl 0825.62682Wu, L. S.-Y.; Hosking, J. R. M.; Ravishanker, N. 6 1993 The use of L-moments in the analysis of censored data. Zbl 0876.62010Hosking, J. R. M. 4 1995 A unified derivation of the asymptotic distributions of goodness-of-fit statistics for autoregressive time-series models. Zbl 0411.62065Hosking, J. R. M. 3 1978 The asymptotic distribution of the sample inverse autocorrelations of an autoregressive-moving average process. Zbl 0424.62064Hosking, J. R. M. 3 1980 Distributions with maximum entropy subject to constraints on their \(L\)-moments or expected order statistics. Zbl 1331.62218Hosking, J. R. M. 3 2007 Approximate simultaneous significance intervals for residual autocorrelations of autoregressive moving-average time series models. Zbl 0825.62689Hosking, J. R. M.; Ravishanker, Nalini 2 1993 Spectrum-based comparison of stationary multivariate time series. Zbl 1200.62113Ravishanker, Nalini; Hosking, J. R. M.; Mukhopadhyay, Jaydip 2 2010 Nonparametric confidence regions for \(L\)-moments. Zbl 1337.62098Hosking, J. R. M. 1 2015 \(L\)-estimation. Zbl 0922.62019Hosking, J. R. M. 1 1998 A uniqueness result for \(L\)-estimators, with applications to \(L\)-moments. Zbl 1486.62137Hosking, J. R. M.; Balakrishnan, N. 1 2015 Nonparametric confidence regions for \(L\)-moments. Zbl 1337.62098Hosking, J. R. M. 1 2015 A uniqueness result for \(L\)-estimators, with applications to \(L\)-moments. Zbl 1486.62137Hosking, J. R. M.; Balakrishnan, N. 1 2015 Spectrum-based comparison of stationary multivariate time series. Zbl 1200.62113Ravishanker, Nalini; Hosking, J. R. M.; Mukhopadhyay, Jaydip 2 2010 Some theory and practical uses of trimmed \(L\)-moments. Zbl 1331.62255Hosking, J. R. M. 9 2007 Distributions with maximum entropy subject to constraints on their \(L\)-moments or expected order statistics. Zbl 1331.62218Hosking, J. R. M. 3 2007 On the characterization of distributions by their \(L\)-moments. Zbl 1079.62017Hosking, J. R. M. 12 2006 \(L\)-estimation. Zbl 0922.62019Hosking, J. R. M. 1 1998 Asymptotic distributions of the sample mean, autocovariances, and autocorrelations of long-memory time series. Zbl 0854.62084Hosking, Jonathan R. M. 64 1996 An algorithm for estimating parameters of state-space models. Zbl 0852.62090Wu, Lilian Shiao-Yen; Pai, Jeffrey S.; Hosking, J. R. M. 8 1996 The use of L-moments in the analysis of censored data. Zbl 0876.62010Hosking, J. R. M. 4 1995 The four-parameter kappa distribution. Zbl 0811.60014Hosking, J. R. M. 14 1994 Moments of order statistics of the Cantor distribution. Zbl 0789.60011Hosking, J. R. M. 8 1994 Reallocation outliers in time series. Zbl 0825.62682Wu, 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 0825.62689Hosking, J. R. M.; Ravishanker, Nalini 2 1993 L-moments: Analysis and estimation of distributions using linear combinations of order statistics. Zbl 0703.62018Hosking, J. R. M. 175 1990 Parameter and quantile estimation for the generalized Pareto distribution. Zbl 0628.62019Hosking, J. R. M.; Wallis, J. R. 156 1987 Fractional differencing. Zbl 0464.62088Hosking, J. R. M. 486 1981 Lagrange-multiplier tests of multivariate time-series models. Zbl 0474.62086Hosking, J. R. M. 20 1981 Equivalent forms of the multivariate portmanteau statistic. Zbl 0471.62091Hosking, J. R. M. 12 1981 The multivariate portmanteau statistic. Zbl 0444.62104Hosking, J. R. M. 80 1980 Lagrange-multiplier tests of time-series models. Zbl 0431.62060Hosking, J. R. M. 13 1980 The asymptotic distribution of the sample inverse autocorrelations of an autoregressive-moving average process. Zbl 0424.62064Hosking, J. R. M. 3 1980 A unified derivation of the asymptotic distributions of goodness-of-fit statistics for autoregressive time-series models. Zbl 0411.62065Hosking, J. R. M. 3 1978 all cited Publications top 5 cited Publications 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 all top 5 Cited in 35 Fields 823 Statistics (62-XX) 214 Probability theory and stochastic processes (60-XX) 140 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 117 Numerical analysis (65-XX) 20 Geophysics (86-XX) 18 Statistical mechanics, structure of matter (82-XX) 15 Dynamical systems and ergodic theory (37-XX) 15 Operations research, mathematical programming (90-XX) 14 Harmonic analysis on Euclidean spaces (42-XX) 14 Systems theory; control (93-XX) 11 Real functions (26-XX) 11 Biology and other natural sciences (92-XX) 10 Computer science (68-XX) 10 Information and communication theory, circuits (94-XX) 9 Ordinary differential equations (34-XX) 8 Difference and functional equations (39-XX) 4 Linear and multilinear algebra; matrix theory (15-XX) 4 Functional analysis (46-XX) 3 General and overarching topics; collections (00-XX) 3 Combinatorics (05-XX) 3 Operator theory (47-XX) 2 History and biography (01-XX) 2 Measure and integration (28-XX) 2 Partial differential equations (35-XX) 2 Mechanics of deformable solids (74-XX) 2 Fluid mechanics (76-XX) 2 Quantum theory (81-XX) 1 Special functions (33-XX) 1 Approximations and expansions (41-XX) 1 Integral transforms, operational calculus (44-XX) 1 Integral equations (45-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Mechanics of particles and systems (70-XX) 1 Astronomy and astrophysics (85-XX) 1 Mathematics education (97-XX) Citations by Year