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Author ID: tsay.ruey-s Recent zbMATH articles by "Tsay, Ruey S."
Published as: Tsay, Ruey S.; Tsay, R. S.
External Links: MGP

Publications by Year

Citations contained in zbMATH Open

76 Publications have been cited 1,960 times in 1,633 Documents Cited by Year
Analysis of financial time series. 2nd ed. Zbl 1086.91054
Tsay, Ruey S.
214
2005
Functional-coefficient autoregressive models. Zbl 0776.62066
Chen, Rong; Tsay, Ruey S.
169
1993
Analysis of financial time series. 3rd ed. Zbl 1209.91004
Tsay, Ruey S.
161
2010
Testing and modeling threshold autoregressive processes. Zbl 0683.62050
Tsay, Ruey S.
106
1989
Analysis of financial time series. Zbl 1037.91080
Tsay, Ruey S.
100
2002
Testing and modeling multivariate threshold models. Zbl 1063.62578
Tsay, Ruey S.
79
1998
Model specification in multivariate time series. Zbl 0693.62071
Tiao, George C.; Tsay, Ruey S.
77
1989
Nonlinearity tests for time series. Zbl 0603.62097
Tsay, Ruey S.
65
1986
A nonlinear autoregressive conditional duration model with applications to financial transaction data. Zbl 1108.62336
Zhang, Michael Yuanjie; Russell, Jeffrey R.; Tsay, Ruey S.
61
2001
Outliers in multivariate time series. Zbl 1028.62073
Tsay, Ruey S.; Peña, Daniel; Pankratz, Alan E.
56
2000
Limiting properties of the least squares estimator of a continuous threshold autoregressive model. Zbl 0938.62089
Chan, K. S.; Tsay, Ruey S.
54
1998
Multivariate time series analysis. With R and financial applications. Zbl 1279.62012
Tsay, Ruey S.
47
2014
Conditional heteroscedastic time series models. Zbl 0636.62092
Tsay, Ruey S.
46
1987
Consistent estimates of autoregressive parameters and extended sample autocorrelation function for stationary and nonstationary ARMA models. Zbl 0537.62071
Tsay, Ruey S.; Tiao, George C.
38
1984
Bayesian analysis of autoregressive time series via the Gibbs sampler. Zbl 0800.62549
McCulloch, Robert E.; Tsay, Ruey S.
34
1994
Bayesian methods for change-point detection in long-range dependent processes. Zbl 1114.62092
Ray, Bonnie K.; Tsay, Ruey S.
34
2002
Particle filters and Bayesian inference in financial econometrics. Zbl 1217.91146
Lopes, Hedibert F.; Tsay, Ruey S.
33
2011
Bayesian inference and prediction for mean and variance shifts in autoregressive time series. Zbl 0800.62165
McCulloch, Robert E.; Tsay, Ruey S.
32
1993
Statistical analysis of economic time series via Markov switching models. Zbl 0807.62096
McCulloch, Robert E.; Tsay, Ruey S.
31
1994
Bandwidth selection for kernel regression with long-range dependent errors. Zbl 1090.62536
Ray, Bonnie K.; Tsay, Ruey S.
28
1997
Order selection in nonstationary autoregressive models. Zbl 0554.62075
Tsay, Ruey S.
26
1984
An introduction to analysis of financial data with R. Zbl 1279.91003
Tsay, Ruey S.
25
2013
Model checking via parametric bootstraps in time series analysis. Zbl 0825.62698
Tsay, R. S.
24
1992
Consistency properties of least squares estimates of autoregressive parameters in ARMA models. Zbl 0523.62076
Tiao, George C.; Tsay, Ruey S.
24
1983
Use of canonical analysis in time series model identification. Zbl 0576.62084
Tsay, Ruey S.; Tiao, George C.
24
1985
Asymptotic properties of multivariate nonstationary processes with applications to autoregressions. Zbl 0705.62082
Tsay, Ruey S.; Tiao, George C.
23
1990
Forecasting the U. S. unemployment rate. Zbl 0918.62091
Montgomery, Alan L.; Zarnowitz, Victor; Tsay, Ruey S.; Tiao, George C.
22
1998
High dimensional dynamic stochastic copula models. Zbl 1337.62115
Creal, Drew D.; Tsay, Ruey S.
22
2015
On the ergodicity of \(TAR(1)\) processes. Zbl 0795.93099
Chen, Rong; Tsay, Ruey S.
21
1991
Dynamic orthogonal components for multivariate time series. Zbl 1323.62086
Matteson, David S.; Tsay, Ruey S.
21
2011
Regression models with time series errors. Zbl 0533.62082
Tsay, Ruey S.
20
1984
Constrained factor models for high-dimensional matrix-variate time series. Zbl 1445.62143
Chen, Elynn Y.; Tsay, Ruey S.; Chen, Rong
16
2020
Additivity tests for nonlinear autoregression. Zbl 0823.62071
Chen, Rong; Liu, Jun S.; Tsay, Ruey S.
15
1995
Outlier detection in multivariate time series by projection pursuit. Zbl 1119.62360
Galeano, Pedro; Peña, Daniel; Tsay, Ruey S.
15
2006
Outliers in GARCH processes. Zbl 1260.91195
Hotta, Luiz K.; Tsay, Ruey S.
15
2012
Estimation of covariance matrix via the sparse Cholesky factor with lasso. Zbl 1233.62118
Chang, Changgee; Tsay, Ruey S.
12
2010
Quantile regression models with factor-augmented predictors and information criterion. Zbl 1218.62061
Ando, Tomohiro; Tsay, Ruey S.
11
2011
Detection of outlier patches in autoregressive time series. Zbl 0978.62081
Justel, Ana; Peña, Daniel; Tsay, Ruey S.
10
2001
Modelling structured correlation matrices. Zbl 1506.62305
Tsay, Ruey S.; Pourahmadi, Mohsen
10
2017
Constrained factor models. Zbl 1388.62179
Tsai, Henghsiu; Tsay, Ruey S.
10
2010
High-dimensional linear regression for dependent data with applications to nowcasting. Zbl 1464.62343
Han, Yuefeng; Tsay, Ruey S.
10
2020
Two canonical forms for vector ARMA processes. Zbl 0820.62076
Tsay, Ruey S.
9
1991
Detecting and modeling nonlinearity in univariate time series analysis. Zbl 0824.62085
Tsay, Ruey S.
8
1991
Identifying multivariate time series models. Zbl 0691.62080
Tsay, Ruey S.
8
1989
Nonlinear time series analysis. Zbl 1442.62002
Tsay, Ruey S.; Chen, Rong
8
2019
A unified approach to indentifying multivariate time series models. Zbl 0926.62083
Li, Hong; Tsay, Ruey S.
7
1998
A structural-factor approach to modeling high-dimensional time series and space-time data. Zbl 1412.62117
Gao, Zhaoxing; Tsay, Ruey S.
7
2019
A course in time series analysis. Lectures of the ECAS ’97, Madrid, Spain, September 15–19, 1997. Zbl 0960.62093
6
2001
Testing serial correlations in high-dimensional time series via extreme value theory. Zbl 1456.62222
Tsay, Ruey S.
5
2020
Statistical learning for big dependent data. Zbl 1465.62003
Peña, Daniel; Tsay, Ruey S.
5
2021
Parsimony inducing priors for large scale state-space models. Zbl 07557277
Lopes, Hedibert F.; McCulloch, Robert E.; Tsay, Ruey S.
5
2022
Multivariate volatility models. Zbl 1268.62137
Tsay, Ruey S.
4
2006
Model selection for generalized linear models with factor-augmented predictors. Zbl 1223.62129
Ando, Tomohiro; Tsay, Ruey S.
4
2009
Forecasting simultaneously high-dimensional time series: a robust model-based clustering approach. Zbl 1397.62235
Wang, Yongning; Tsay, Ruey S.; Ledolter, Johannes; Shrestha, Keshab M.
4
2013
Nonlinear transfer functions. Zbl 0879.62079
Chen, Rong; Tsay, Ruey S.
3
1996
Asymptotic inference for non-invertible moving-average time series. Zbl 0835.62077
Chan, Ngai Hang; Tsay, Ruey S.
3
1996
Clustering multiple time series with structural breaks. Zbl 1419.62252
Wang, Yongning; Tsay, Ruey S.
3
2019
Bayesian panel data analysis for exploring the impact of subprime financial crisis on the US stock market. Zbl 1254.91626
Tsay, Ruey S.; Ando, Tomohiro
3
2012
High dimensional generalized linear models for temporal dependent data. Zbl 07634386
Han, Yuefeng; Tsay, Ruey S.; Wu, Wei Biao
3
2023
A time series approach to econometric models of Taiwan’s economy. (With comments and rejoinder). Zbl 0916.62088
Tiao, G. C.; Tsay, R. S.; Man, K. S.; Chu, Y. J.; Xu, K. K.; Chen, C.; Lin, J. L.; Hsu, C. M.; Lin, C. F.; Mao, C. S.; Ho, C. S.; Liou, R. W.; Yang, Y. F.
2
1998
Tests for multinormality with applications to time series. Zbl 0918.62052
Kariya, Takeaki; Tsay, Ruey S.; Terui, Nobuhiko; Li, Hong
2
1999
Usefulness of linear transformations in multivariate time-series analysis. Zbl 0825.62971
Tiao, George C.; Tsay, Ruey S.; Wang, Taychang
2
1994
On canonical analysis of multivariate time series. Zbl 1079.62065
Min, Wanli; Tsay, Ruey S.
2
2005
Nonlinearity in high-frequency financial data and hierarchical models. Zbl 1079.91553
McCulloch, Robert E.; Tsay, Ruey S.
2
2001
Doubly constrained factor models with applications. Zbl 1356.62078
Tsai, Henghsiu; Tsay, Ruey S.; Lin, Edward M. H.; Cheng, Ching-Wei
2
2016
Modeling high-dimensional time series: a factor model with dynamically dependent factors and diverging eigenvalues. Zbl 1506.62365
Gao, Zhaoxing; Tsay, Ruey S.
2
2022
Random aggregation with applications in high-frequency finance. Zbl 1217.91149
Tsay, Ruey S.; Yeh, Jin-Huei
1
2011
Discussion of “Feature matching in time series modeling” by Y. Xia and H. Tong. Zbl 1426.62256
Chan, Kung-Sik; Tsay, Ruey S.
1
2011
Bayesian modeling and forecasting in autoregressive models. Zbl 0725.62084
Schervish, Mark J.; Tsay, Ruey S.
1
1988
A predictive approach for selection of diffusion index models. Zbl 1491.62175
Ando, Tomohiro; Tsay, Ruey S.
1
2014
Time evolution of income distributions with subgroup decompositions. Zbl 1490.62430
Chen, Yi-Ting; Tsay, Ruey S.
1
2020
Tensor canonical correlation analysis with convergence and statistical guarantees. Zbl 07499913
Chen, You-Lin; Kolar, Mladen; Tsay, Ruey S.
1
2021
Matrix autoregressive spatio-temporal models. Zbl 07499942
Hsu, Nan-Jung; Huang, Hsin-Cheng; Tsay, Ruey S.
1
2021
Rate-optimal robust estimation of high-dimensional vector autoregressive models. Zbl 1539.62280
Wang, Di; Tsay, Ruey S.
1
2023
Testing independence between two spatial random fields. Zbl 07603059
Huang, Shih-Hao; Huang, Hsin-Cheng; Tsay, Ruey S.; Pan, Guangming
1
2021
Spatio-temporal models with space-time interaction and their applications to air pollution data. Zbl 1421.62156
Deb, Soudeep; Tsay, Ruey S.
1
2019
High dimensional generalized linear models for temporal dependent data. Zbl 07634386
Han, Yuefeng; Tsay, Ruey S.; Wu, Wei Biao
3
2023
Rate-optimal robust estimation of high-dimensional vector autoregressive models. Zbl 1539.62280
Wang, Di; Tsay, Ruey S.
1
2023
Parsimony inducing priors for large scale state-space models. Zbl 07557277
Lopes, Hedibert F.; McCulloch, Robert E.; Tsay, Ruey S.
5
2022
Modeling high-dimensional time series: a factor model with dynamically dependent factors and diverging eigenvalues. Zbl 1506.62365
Gao, Zhaoxing; Tsay, Ruey S.
2
2022
Statistical learning for big dependent data. Zbl 1465.62003
Peña, Daniel; Tsay, Ruey S.
5
2021
Tensor canonical correlation analysis with convergence and statistical guarantees. Zbl 07499913
Chen, You-Lin; Kolar, Mladen; Tsay, Ruey S.
1
2021
Matrix autoregressive spatio-temporal models. Zbl 07499942
Hsu, Nan-Jung; Huang, Hsin-Cheng; Tsay, Ruey S.
1
2021
Testing independence between two spatial random fields. Zbl 07603059
Huang, Shih-Hao; Huang, Hsin-Cheng; Tsay, Ruey S.; Pan, Guangming
1
2021
Constrained factor models for high-dimensional matrix-variate time series. Zbl 1445.62143
Chen, Elynn Y.; Tsay, Ruey S.; Chen, Rong
16
2020
High-dimensional linear regression for dependent data with applications to nowcasting. Zbl 1464.62343
Han, Yuefeng; Tsay, Ruey S.
10
2020
Testing serial correlations in high-dimensional time series via extreme value theory. Zbl 1456.62222
Tsay, Ruey S.
5
2020
Time evolution of income distributions with subgroup decompositions. Zbl 1490.62430
Chen, Yi-Ting; Tsay, Ruey S.
1
2020
Nonlinear time series analysis. Zbl 1442.62002
Tsay, Ruey S.; Chen, Rong
8
2019
A structural-factor approach to modeling high-dimensional time series and space-time data. Zbl 1412.62117
Gao, Zhaoxing; Tsay, Ruey S.
7
2019
Clustering multiple time series with structural breaks. Zbl 1419.62252
Wang, Yongning; Tsay, Ruey S.
3
2019
Spatio-temporal models with space-time interaction and their applications to air pollution data. Zbl 1421.62156
Deb, Soudeep; Tsay, Ruey S.
1
2019
Modelling structured correlation matrices. Zbl 1506.62305
Tsay, Ruey S.; Pourahmadi, Mohsen
10
2017
Doubly constrained factor models with applications. Zbl 1356.62078
Tsai, Henghsiu; Tsay, Ruey S.; Lin, Edward M. H.; Cheng, Ching-Wei
2
2016
High dimensional dynamic stochastic copula models. Zbl 1337.62115
Creal, Drew D.; Tsay, Ruey S.
22
2015
Multivariate time series analysis. With R and financial applications. Zbl 1279.62012
Tsay, Ruey S.
47
2014
A predictive approach for selection of diffusion index models. Zbl 1491.62175
Ando, Tomohiro; Tsay, Ruey S.
1
2014
An introduction to analysis of financial data with R. Zbl 1279.91003
Tsay, Ruey S.
25
2013
Forecasting simultaneously high-dimensional time series: a robust model-based clustering approach. Zbl 1397.62235
Wang, Yongning; Tsay, Ruey S.; Ledolter, Johannes; Shrestha, Keshab M.
4
2013
Outliers in GARCH processes. Zbl 1260.91195
Hotta, Luiz K.; Tsay, Ruey S.
15
2012
Bayesian panel data analysis for exploring the impact of subprime financial crisis on the US stock market. Zbl 1254.91626
Tsay, Ruey S.; Ando, Tomohiro
3
2012
Particle filters and Bayesian inference in financial econometrics. Zbl 1217.91146
Lopes, Hedibert F.; Tsay, Ruey S.
33
2011
Dynamic orthogonal components for multivariate time series. Zbl 1323.62086
Matteson, David S.; Tsay, Ruey S.
21
2011
Quantile regression models with factor-augmented predictors and information criterion. Zbl 1218.62061
Ando, Tomohiro; Tsay, Ruey S.
11
2011
Random aggregation with applications in high-frequency finance. Zbl 1217.91149
Tsay, Ruey S.; Yeh, Jin-Huei
1
2011
Discussion of “Feature matching in time series modeling” by Y. Xia and H. Tong. Zbl 1426.62256
Chan, Kung-Sik; Tsay, Ruey S.
1
2011
Analysis of financial time series. 3rd ed. Zbl 1209.91004
Tsay, Ruey S.
161
2010
Estimation of covariance matrix via the sparse Cholesky factor with lasso. Zbl 1233.62118
Chang, Changgee; Tsay, Ruey S.
12
2010
Constrained factor models. Zbl 1388.62179
Tsai, Henghsiu; Tsay, Ruey S.
10
2010
Model selection for generalized linear models with factor-augmented predictors. Zbl 1223.62129
Ando, Tomohiro; Tsay, Ruey S.
4
2009
Outlier detection in multivariate time series by projection pursuit. Zbl 1119.62360
Galeano, Pedro; Peña, Daniel; Tsay, Ruey S.
15
2006
Multivariate volatility models. Zbl 1268.62137
Tsay, Ruey S.
4
2006
Analysis of financial time series. 2nd ed. Zbl 1086.91054
Tsay, Ruey S.
214
2005
On canonical analysis of multivariate time series. Zbl 1079.62065
Min, Wanli; Tsay, Ruey S.
2
2005
Analysis of financial time series. Zbl 1037.91080
Tsay, Ruey S.
100
2002
Bayesian methods for change-point detection in long-range dependent processes. Zbl 1114.62092
Ray, Bonnie K.; Tsay, Ruey S.
34
2002
A nonlinear autoregressive conditional duration model with applications to financial transaction data. Zbl 1108.62336
Zhang, Michael Yuanjie; Russell, Jeffrey R.; Tsay, Ruey S.
61
2001
Detection of outlier patches in autoregressive time series. Zbl 0978.62081
Justel, Ana; Peña, Daniel; Tsay, Ruey S.
10
2001
A course in time series analysis. Lectures of the ECAS ’97, Madrid, Spain, September 15–19, 1997. Zbl 0960.62093
6
2001
Nonlinearity in high-frequency financial data and hierarchical models. Zbl 1079.91553
McCulloch, Robert E.; Tsay, Ruey S.
2
2001
Outliers in multivariate time series. Zbl 1028.62073
Tsay, Ruey S.; Peña, Daniel; Pankratz, Alan E.
56
2000
Tests for multinormality with applications to time series. Zbl 0918.62052
Kariya, Takeaki; Tsay, Ruey S.; Terui, Nobuhiko; Li, Hong
2
1999
Testing and modeling multivariate threshold models. Zbl 1063.62578
Tsay, Ruey S.
79
1998
Limiting properties of the least squares estimator of a continuous threshold autoregressive model. Zbl 0938.62089
Chan, K. S.; Tsay, Ruey S.
54
1998
Forecasting the U. S. unemployment rate. Zbl 0918.62091
Montgomery, Alan L.; Zarnowitz, Victor; Tsay, Ruey S.; Tiao, George C.
22
1998
A unified approach to indentifying multivariate time series models. Zbl 0926.62083
Li, Hong; Tsay, Ruey S.
7
1998
A time series approach to econometric models of Taiwan’s economy. (With comments and rejoinder). Zbl 0916.62088
Tiao, G. C.; Tsay, R. S.; Man, K. S.; Chu, Y. J.; Xu, K. K.; Chen, C.; Lin, J. L.; Hsu, C. M.; Lin, C. F.; Mao, C. S.; Ho, C. S.; Liou, R. W.; Yang, Y. F.
2
1998
Bandwidth selection for kernel regression with long-range dependent errors. Zbl 1090.62536
Ray, Bonnie K.; Tsay, Ruey S.
28
1997
Nonlinear transfer functions. Zbl 0879.62079
Chen, Rong; Tsay, Ruey S.
3
1996
Asymptotic inference for non-invertible moving-average time series. Zbl 0835.62077
Chan, Ngai Hang; Tsay, Ruey S.
3
1996
Additivity tests for nonlinear autoregression. Zbl 0823.62071
Chen, Rong; Liu, Jun S.; Tsay, Ruey S.
15
1995
Bayesian analysis of autoregressive time series via the Gibbs sampler. Zbl 0800.62549
McCulloch, Robert E.; Tsay, Ruey S.
34
1994
Statistical analysis of economic time series via Markov switching models. Zbl 0807.62096
McCulloch, Robert E.; Tsay, Ruey S.
31
1994
Usefulness of linear transformations in multivariate time-series analysis. Zbl 0825.62971
Tiao, George C.; Tsay, Ruey S.; Wang, Taychang
2
1994
Functional-coefficient autoregressive models. Zbl 0776.62066
Chen, Rong; Tsay, Ruey S.
169
1993
Bayesian inference and prediction for mean and variance shifts in autoregressive time series. Zbl 0800.62165
McCulloch, Robert E.; Tsay, Ruey S.
32
1993
Model checking via parametric bootstraps in time series analysis. Zbl 0825.62698
Tsay, R. S.
24
1992
On the ergodicity of \(TAR(1)\) processes. Zbl 0795.93099
Chen, Rong; Tsay, Ruey S.
21
1991
Two canonical forms for vector ARMA processes. Zbl 0820.62076
Tsay, Ruey S.
9
1991
Detecting and modeling nonlinearity in univariate time series analysis. Zbl 0824.62085
Tsay, Ruey S.
8
1991
Asymptotic properties of multivariate nonstationary processes with applications to autoregressions. Zbl 0705.62082
Tsay, Ruey S.; Tiao, George C.
23
1990
Testing and modeling threshold autoregressive processes. Zbl 0683.62050
Tsay, Ruey S.
106
1989
Model specification in multivariate time series. Zbl 0693.62071
Tiao, George C.; Tsay, Ruey S.
77
1989
Identifying multivariate time series models. Zbl 0691.62080
Tsay, Ruey S.
8
1989
Bayesian modeling and forecasting in autoregressive models. Zbl 0725.62084
Schervish, Mark J.; Tsay, Ruey S.
1
1988
Conditional heteroscedastic time series models. Zbl 0636.62092
Tsay, Ruey S.
46
1987
Nonlinearity tests for time series. Zbl 0603.62097
Tsay, Ruey S.
65
1986
Use of canonical analysis in time series model identification. Zbl 0576.62084
Tsay, Ruey S.; Tiao, George C.
24
1985
Consistent estimates of autoregressive parameters and extended sample autocorrelation function for stationary and nonstationary ARMA models. Zbl 0537.62071
Tsay, Ruey S.; Tiao, George C.
38
1984
Order selection in nonstationary autoregressive models. Zbl 0554.62075
Tsay, Ruey S.
26
1984
Regression models with time series errors. Zbl 0533.62082
Tsay, Ruey S.
20
1984
Consistency properties of least squares estimates of autoregressive parameters in ARMA models. Zbl 0523.62076
Tiao, George C.; Tsay, Ruey S.
24
1983
all top 5

Cited by 2,608 Authors

28 Tsay, Ruey S.
20 Chen, Rong
19 Ling, Shiqing
15 Li, Wai Keung
15 Peña, Daniel
14 Cai, Zongwu
13 Chen, Cathy W. S.
12 Battaglia, Francesco Paolo
12 McAleer, Michael
11 Beran, Jan
11 Fan, Jianqing
11 Li, Dong
10 Ghosh, Sucharita
10 Liu, Shuangzhe
10 Tong, Howell
9 Gerlach, Richard H.
9 Lian, Heng
9 Shin, Dongwan
8 Härdle, Wolfgang Karl
8 Paparoditis, Efstathios
8 Pourahmadi, Mohsen
8 Yao, Qiwei
8 Zhang, Riquan
7 Chan, Kung-Sik
7 Chan, Ngai Hang
7 Chan, Wai-Sum
7 De Gooijer, Jan G.
7 Galeano, Pedro
7 Hong, Yongmiao
7 Hotta, Luiz Koodi
7 Pan, Jiazhu
7 Wong, Heung
7 Wu, Wei Biao
7 Zhou, Zhou
6 Aknouche, Abdelhakim
6 Duchesne, Pierre
6 Francq, Christian
6 Gao, Jiti
6 Kang, Xiaoning
6 Koop, Gary
6 Leiva, Víctor
6 Lopes, Hedibert Freitas
6 Phillips, Peter Charles Bonest
6 Psaradakis, Zacharias
6 Ravishanker, Nalini
6 Shang, Pengjian
6 Wang, Lihong
6 Xia, Qiang
6 Zhao, Weihua
5 Ando, Tomohiro
5 Bai, Jushan
5 Baragona, Roberto
5 Bondon, Pascal
5 El Melhaoui, Saïd
5 Feng, Yuanhua
5 Fokianos, Konstantinos
5 Fried, Roland
5 Hallin, Marc
5 Hecq, Alain W.
5 Huang, Zhensheng
5 Hwang, Sun Young
5 Lee, Oesook
5 Lee, Sangyeol
5 Li, Guodong
5 Li, Qi
5 Lin, Jinguan
5 Liu, Xialu
5 Liu, Yonghui
5 Matteson, David S.
5 Meintanis, Simos George
5 Morettin, Pedro Alberto
5 Nieto, Fabio H.
5 Park, Byeong Uk
5 Peng, Liang
5 Perera, Indeewara
5 Polson, Nicholas G.
5 Roy, Roch
5 Ruiz, Esther
5 Saulo, Helton
5 Schmid, Wolfgang
5 Semmler, Willi
5 Tsai, Henghsiu
5 Tu, Yundong
5 Vahid, Farshid
5 Wang, Dehui
5 Xia, Yingcun
5 Yang, Yaxing
5 Yau, Chun Yip
5 Yu, Philip Leung Ho
5 Zhou, Yong
5 Zhu, Ke
5 Zhu, Lixing
4 Bodnar, Taras
4 Chan, Jennifer So Kuen
4 Chen, Min
4 Chiann, Chang
4 Dellaportas, Petros
4 Furno, Marilena
4 Girard, Stéphane
4 Goel, Anubha
...and 2,508 more Authors
all top 5

Cited in 216 Serials

146 Journal of Econometrics
91 Journal of Time Series Analysis
87 Computational Statistics and Data Analysis
57 Journal of Statistical Planning and Inference
53 Communications in Statistics. Theory and Methods
49 Econometric Reviews
49 Journal of Statistical Computation and Simulation
37 Communications in Statistics. Simulation and Computation
36 Journal of Applied Statistics
35 Journal of Multivariate Analysis
31 Statistics & Probability Letters
29 Chilean Journal of Statistics
27 The Annals of Statistics
27 Economics Letters
27 Econometric Theory
27 Quantitative Finance
26 Studies in Nonlinear Dynamics and Econometrics
25 Journal of the American Statistical Association
22 Journal of Economic Dynamics & Control
22 Journal of Business and Economic Statistics
20 Mathematics and Computers in Simulation
19 Physica A
19 European Journal of Operational Research
17 Computational Statistics
17 Statistical Papers
17 Bernoulli
17 Applied Stochastic Models in Business and Industry
15 Annals of the Institute of Statistical Mathematics
14 Statistics
14 Statistica Sinica
14 Journal of Nonparametric Statistics
14 Electronic Journal of Statistics
13 Journal of Forecasting
13 Statistics and Computing
11 Insurance Mathematics & Economics
11 Acta Mathematicae Applicatae Sinica. English Series
11 Annals of Operations Research
10 Test
9 The Canadian Journal of Statistics
9 Revista Colombiana de Estadística
9 Australian & New Zealand Journal of Statistics
9 Statistical Methods and Applications
8 Journal of Computational and Applied Mathematics
8 The Econometrics Journal
8 Statistical Inference for Stochastic Processes
8 North American Actuarial Journal
8 Journal of the Korean Statistical Society
8 The Annals of Applied Statistics
7 Information Sciences
7 International Statistical Review
7 Stochastic Processes and their Applications
6 Metrika
6 Statistica Neerlandica
6 Statistical Science
6 Brazilian Journal of Probability and Statistics
6 Journal of Time Series Econometrics
5 Psychometrika
5 Automatica
5 Physica D
5 Computational Economics
5 Statistical Modelling
5 Journal of Statistical Theory and Practice
5 AStA. Advances in Statistical Analysis
5 Science China. Mathematics
5 Journal of Probability and Statistics
5 Bayesian Analysis
4 Lithuanian Mathematical Journal
4 Scandinavian Journal of Statistics
4 Kybernetika
4 International Journal of Approximate Reasoning
4 Mathematical and Computer Modelling
4 Mathematical Problems in Engineering
4 International Journal of Theoretical and Applied Finance
4 Extremes
4 Computational Management Science
4 Journal of Computational and Graphical Statistics
3 Applied Mathematics and Computation
3 Fuzzy Sets and Systems
3 International Economic Review
3 Journal of Applied Probability
3 Computers & Operations Research
3 Neural Networks
3 The Annals of Applied Probability
3 Automation and Remote Control
3 Mathematical Finance
3 Chaos
3 Discrete Dynamics in Nature and Society
3 Macroeconomic Dynamics
3 Communications in Nonlinear Science and Numerical Simulation
3 Journal of Systems Science and Complexity
3 Asia-Pacific Financial Markets
3 SORT. Statistics and Operations Research Transactions
3 Thai Journal of Mathematics
3 International Journal of Wavelets, Multiresolution and Information Processing
3 Statistical Methodology
3 Journal of the Italian Statistical Society
3 Wiley Interdisciplinary Reviews. WIREs Computational Statistics
3 Annals of Finance
2 Computers & Mathematics with Applications
2 International Journal of Systems Science
...and 116 more Serials

Citations by Year