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Author ID: yoshida.nakahiro Recent zbMATH articles by "Yoshida, Nakahiro"
Published as: Yoshida, Nakahiro; Yoshida, N.
Homepage: https://www.ms.u-tokyo.ac.jp/~nakahiro/hp-naka-e
Documents Indexed: 87 Publications since 1988, including 1 Book and 12 Additional arXiv Preprints
Co-Authors: 35 Co-Authors with 66 Joint Publications
848 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

66 Publications have been cited 1,196 times in 530 Documents Cited by Year
Estimation for diffusion processes from discrete observation. Zbl 0811.62083
Yoshida, Nakahiro
116
1992
On covariance estimation of non-synchronously observed diffusion processes. Zbl 1064.62091
Hayashi, Takaki; Yoshida, Nakahiro
113
2005
Estimation of parameters for diffusion processes with jumps from discrete observations. Zbl 1125.62089
Shimizu, Yasutaka; Yoshida, Nakahiro
69
2006
Polynomial type large deviation inequalities and quasi-likelihood analysis for stochastic differential equations. Zbl 1333.62224
Yoshida, Nakahiro
57
2011
Asymptotic expansions of maximum likelihood estimators for small diffusions via the theory of Malliavin-Watanabe. Zbl 0767.60035
Yoshida, Nakahiro
53
1992
Adaptive estimation of an ergodic diffusion process based on sampled data. Zbl 1243.62113
Uchida, Masayuki; Yoshida, Nakahiro
51
2012
Asymptotic expansion for statistics related to small diffusions. Zbl 0778.62018
Yoshida, Nakahiro
39
1992
Quasi-likelihood analysis for the stochastic differential equation with jumps. Zbl 1225.62114
Ogihara, T.; Yoshida, N.
33
2011
Irregular sampling and central limit theorems for power variations: the continuous case. Zbl 1271.62198
Hayashi, Takaki; Jacod, Jean; Yoshida, Nakahiro
32
2011
Malliavin calculus and asymptotic expansion for martingales. Zbl 0888.60020
Yoshida, Nakahiro
31
1997
Asymptotic normality of a covariance estimator for nonsynchronously observed diffusion processes. Zbl 1332.62284
Hayashi, Takaki; Yoshida, Nakahiro
28
2008
An asymptotic expansion scheme for optimal investment problems. Zbl 1181.91302
Takahashi, Akihiko; Yoshida, Nakahiro
28
2004
Nonsynchronous covariation process and limit theorems. Zbl 1233.60014
Hayashi, Takaki; Yoshida, Nakahiro
27
2011
Information criteria in model selection for mixing processes. Zbl 1092.62595
Uchida, Masayuki; Yoshida, Nakahiro
26
2001
Malliavin calculus, geometric mixing, and expansion of diffusion functionals. Zbl 0970.60061
Kusuoka, Shigeo; Yoshida, Nakahiro
25
2000
Information criteria for small diffusions via the theory of Malliavin-Watanabe. Zbl 1333.62032
Uchida, Masayuki; Yoshida, Nakahiro
23
2004
Asymptotic expansion for small diffusions applied to option pricing. Zbl 1125.62311
Uchida, Masayuki; Yoshida, Nakahiro
23
2004
Adaptive Bayes type estimators of ergodic diffusion processes from discrete observations. Zbl 1333.62200
Uchida, Masayuki; Yoshida, Nakahiro
21
2014
Conditional expansions and their applications. Zbl 1075.60515
Yoshida, Nakahiro
21
2003
Quasi likelihood analysis of volatility and nondegeneracy of statistical random field. Zbl 1284.62539
Uchida, Masayuki; Yoshida, Nakahiro
20
2013
Statistical inference for ergodic point processes and application to limit order book. Zbl 1373.60086
Clinet, Simon; Yoshida, Nakahiro
19
2017
Test for parameter change in diffusion processes by CUSUM statistics based on one-step estimators. Zbl 1095.62100
Lee, Sangyeol; Nishiyama, Yoichi; Yoshida, Nakahiro
19
2006
Asymptotic behavior of M-estimator and related random field for diffusion process. Zbl 0723.62048
Yoshida, Nakahiro
18
1990
Asymptotic expansion formulas for functionals of \(\varepsilon\)-Markov processes with a mixing property. Zbl 1063.62017
Sakamoto, Yuji; Yoshida, Nakahiro
18
2004
Estimation for misspecified ergodic diffusion processes from discrete observations. Zbl 1395.62258
Uchida, Masayuki; Yoshida, Nakahiro
18
2011
Simulation and inference for stochastic processes with YUIMA. A comprehensive R framework for SDEs and other stochastic processes. Zbl 1458.60004
Iacus, Stefano M.; Yoshida, Nakahiro
17
2018
Estimation for the discretely observed telegraph process. Zbl 1242.62091
Iacus, S. M.; Yoshida, N.
16
2008
Partial mixing and Edgeworth expansion. Zbl 1057.62017
Yoshida, Nakahiro
15
2004
Malliavin calculus and martingale expansion. Zbl 0998.60055
Yoshida, Nakahiro
14
2001
Quasi-likelihood analysis for nonsynchronously observed diffusion processes. Zbl 1329.60283
Ogihara, Teppei; Yoshida, Nakahiro
13
2014
Martingale expansion in mixed normal limit. Zbl 1261.60034
Yoshida, Nakahiro
13
2013
Estimation of the lead-lag parameter from non-synchronous data. Zbl 1456.62248
Hoffmann, M.; Rosenbaum, M.; Yoshida, N.
12
2013
Asymptotic expansions of Bayes estimators for small diffusions. Zbl 0796.62071
Yoshida, Nakahiro
11
1993
Estimation for the change point of volatility in a stochastic differential equation. Zbl 1235.62118
Iacus, Stefano M.; Yoshida, Nakahiro
10
2012
Asymptotic expansion and information criteria. Zbl 1104.62015
Uchida, Masayuki; Yoshida, Nakahiro
9
2006
Second-order asymptotic expansion for a non-synchronous covariation estimator. Zbl 1328.62511
Dalalyan, Arnak; Yoshida, Nakahiro
8
2011
Asymptotic expansions for perturbed systems on Wiener space: Maximum likelihood estimators. Zbl 0845.62054
Yoshida, Nakahiro
8
1996
Asymptotic expansion for Barndorff-Nielsen and Shephard’s stochastic volatility model. Zbl 1085.60048
Masuda, H.; Yoshida, N.
8
2005
Edgeworth expansion for functionals of continuous diffusion processes. Zbl 1417.62238
Podolskij, Mark; Yoshida, Nakahiro
8
2016
Asymptotic expansion of Skorohod integrals. Zbl 1448.60119
Nualart, David; Yoshida, Nakahiro
8
2019
Modelling intensities of order flows in a limit order book. Zbl 1402.91736
Toke, Ioane Muni; Yoshida, Nakahiro
8
2017
Edgeworth expansion for the pre-averaging estimator. Zbl 1381.60071
Podolskij, Mark; Veliyev, Bezirgen; Yoshida, Nakahiro
7
2017
Asymptotic expansion of \(M_-\)-estimator over Wiener space. Zbl 1061.62554
Sakamoto, Yuji; Yoshida, Nakahiro
7
1998
Global jump filters and quasi-likelihood analysis for volatility. Zbl 1469.62351
Inatsugu, Haruhiko; Yoshida, Nakahiro
7
2021
Expansion of perturbed random variables based on generalized Wiener functionals. Zbl 0866.60046
Sakamoto, Yuji; Yoshida, Nakahiro
5
1996
Robust M-estimators in diffusion processes. Zbl 0671.62035
Yoshida, Nakahiro
5
1988
Moment estimation for ergodic diffusion processes. Zbl 1129.62074
Kutoyants, Yury A.; Yoshida, Nakahiro
5
2007
Analyzing order flows in limit order books with ratios of Cox-type intensities. Zbl 1431.91383
Toke, Ioane Muni; Yoshida, Nakahiro
5
2020
Asymptotic expansion under degeneracy. Zbl 1063.62115
Sakamoto, Yuji; Yoshida, Nakahiro
5
2003
Penalized least squares approximation methods and their applications to stochastic processes. Zbl 1465.62052
Suzuki, Takumi; Yoshida, Nakahiro
5
2020
Asymptotic expansion for vector-valued sequences of random variables with focus on Wiener chaos. Zbl 1429.60054
Tudor, Ciprian A.; Yoshida, Nakahiro
5
2019
Adaptive estimation for degenerate diffusion processes. Zbl 1471.62374
Gloter, Arnaud; Yoshida, Nakahiro
5
2021
On the robust estimation in Poisson processes with periodic intensities. Zbl 0719.62095
Yoshida, Nakahiro; Hayashi, Toshiharu
4
1990
Third-order asymptotic expansion of \(M\)-estimators for diffusion processes. Zbl 1332.62289
Sakamoto, Yuji; Yoshida, Nakahiro
4
2009
Asymptotic expansion of the quadratic variation of a mixed fractional Brownian motion. Zbl 1450.62042
Tudor, Ciprian A.; Yoshida, Nakahiro
4
2020
Edgeworth expansion for Euler approximation of continuous diffusion processes. Zbl 1472.60097
Podolskij, Mark; Veliyev, Bezirgen; Yoshida, Nakahiro
3
2020
Partial quasi-likelihood analysis. Zbl 1430.62188
Yoshida, Nakahiro
3
2018
Parametric estimation for partially hidden diffusion processes sampled at discrete times. Zbl 1161.62049
Iacus, Stefano Maria; Uchida, Masayuki; Yoshida, Nakahiro
2
2009
Oscillation of half-linear partial differential equations with first order terms. Zbl 1052.35013
Yoshida, N.
2
2003
Expansions of the coverage probabilities of prediction region based on a shrinkage estimator. Zbl 1062.62029
Sakamoto, Yuji; Takada, Yoshikazu; Yoshida, Nakahiro
2
2004
An asymptotic expansion scheme for the optimal portfolio for investment. Zbl 1047.91538
Takahashi, Akihiko; Yoshida, Nakahiro
2
2001
On asymptotic mixed normality of the maximum likelihood estimator in a multidimensional diffusion process. Zbl 0737.62025
Yoshida, Nakahiro
1
1988
Estimation of correlation between latent processes. Zbl 1368.62156
Kimura, Akitoshi; Yoshida, Nakahiro
1
2016
Model selection for volatility prediction. Zbl 1359.62348
Uchida, Masayuki; Yoshida, Nakahiro
1
2016
Asymptotic expansion for functionals of a marked point process. Zbl 1318.62274
Sakamoto, Yuji; Yoshida, Nakahiro
1
2010
Edgeworth expansion for the integrated Lévy driven Ornstein-Uhlenbeck process. Zbl 1329.60282
Masuda, Hiroki; Yoshida, Nakahiro
1
2013
Global jump filters and quasi-likelihood analysis for volatility. Zbl 1469.62351
Inatsugu, Haruhiko; Yoshida, Nakahiro
7
2021
Adaptive estimation for degenerate diffusion processes. Zbl 1471.62374
Gloter, Arnaud; Yoshida, Nakahiro
5
2021
Analyzing order flows in limit order books with ratios of Cox-type intensities. Zbl 1431.91383
Toke, Ioane Muni; Yoshida, Nakahiro
5
2020
Penalized least squares approximation methods and their applications to stochastic processes. Zbl 1465.62052
Suzuki, Takumi; Yoshida, Nakahiro
5
2020
Asymptotic expansion of the quadratic variation of a mixed fractional Brownian motion. Zbl 1450.62042
Tudor, Ciprian A.; Yoshida, Nakahiro
4
2020
Edgeworth expansion for Euler approximation of continuous diffusion processes. Zbl 1472.60097
Podolskij, Mark; Veliyev, Bezirgen; Yoshida, Nakahiro
3
2020
Asymptotic expansion of Skorohod integrals. Zbl 1448.60119
Nualart, David; Yoshida, Nakahiro
8
2019
Asymptotic expansion for vector-valued sequences of random variables with focus on Wiener chaos. Zbl 1429.60054
Tudor, Ciprian A.; Yoshida, Nakahiro
5
2019
Simulation and inference for stochastic processes with YUIMA. A comprehensive R framework for SDEs and other stochastic processes. Zbl 1458.60004
Iacus, Stefano M.; Yoshida, Nakahiro
17
2018
Partial quasi-likelihood analysis. Zbl 1430.62188
Yoshida, Nakahiro
3
2018
Statistical inference for ergodic point processes and application to limit order book. Zbl 1373.60086
Clinet, Simon; Yoshida, Nakahiro
19
2017
Modelling intensities of order flows in a limit order book. Zbl 1402.91736
Toke, Ioane Muni; Yoshida, Nakahiro
8
2017
Edgeworth expansion for the pre-averaging estimator. Zbl 1381.60071
Podolskij, Mark; Veliyev, Bezirgen; Yoshida, Nakahiro
7
2017
Edgeworth expansion for functionals of continuous diffusion processes. Zbl 1417.62238
Podolskij, Mark; Yoshida, Nakahiro
8
2016
Estimation of correlation between latent processes. Zbl 1368.62156
Kimura, Akitoshi; Yoshida, Nakahiro
1
2016
Model selection for volatility prediction. Zbl 1359.62348
Uchida, Masayuki; Yoshida, Nakahiro
1
2016
Adaptive Bayes type estimators of ergodic diffusion processes from discrete observations. Zbl 1333.62200
Uchida, Masayuki; Yoshida, Nakahiro
21
2014
Quasi-likelihood analysis for nonsynchronously observed diffusion processes. Zbl 1329.60283
Ogihara, Teppei; Yoshida, Nakahiro
13
2014
Quasi likelihood analysis of volatility and nondegeneracy of statistical random field. Zbl 1284.62539
Uchida, Masayuki; Yoshida, Nakahiro
20
2013
Martingale expansion in mixed normal limit. Zbl 1261.60034
Yoshida, Nakahiro
13
2013
Estimation of the lead-lag parameter from non-synchronous data. Zbl 1456.62248
Hoffmann, M.; Rosenbaum, M.; Yoshida, N.
12
2013
Edgeworth expansion for the integrated Lévy driven Ornstein-Uhlenbeck process. Zbl 1329.60282
Masuda, Hiroki; Yoshida, Nakahiro
1
2013
Adaptive estimation of an ergodic diffusion process based on sampled data. Zbl 1243.62113
Uchida, Masayuki; Yoshida, Nakahiro
51
2012
Estimation for the change point of volatility in a stochastic differential equation. Zbl 1235.62118
Iacus, Stefano M.; Yoshida, Nakahiro
10
2012
Polynomial type large deviation inequalities and quasi-likelihood analysis for stochastic differential equations. Zbl 1333.62224
Yoshida, Nakahiro
57
2011
Quasi-likelihood analysis for the stochastic differential equation with jumps. Zbl 1225.62114
Ogihara, T.; Yoshida, N.
33
2011
Irregular sampling and central limit theorems for power variations: the continuous case. Zbl 1271.62198
Hayashi, Takaki; Jacod, Jean; Yoshida, Nakahiro
32
2011
Nonsynchronous covariation process and limit theorems. Zbl 1233.60014
Hayashi, Takaki; Yoshida, Nakahiro
27
2011
Estimation for misspecified ergodic diffusion processes from discrete observations. Zbl 1395.62258
Uchida, Masayuki; Yoshida, Nakahiro
18
2011
Second-order asymptotic expansion for a non-synchronous covariation estimator. Zbl 1328.62511
Dalalyan, Arnak; Yoshida, Nakahiro
8
2011
Asymptotic expansion for functionals of a marked point process. Zbl 1318.62274
Sakamoto, Yuji; Yoshida, Nakahiro
1
2010
Third-order asymptotic expansion of \(M\)-estimators for diffusion processes. Zbl 1332.62289
Sakamoto, Yuji; Yoshida, Nakahiro
4
2009
Parametric estimation for partially hidden diffusion processes sampled at discrete times. Zbl 1161.62049
Iacus, Stefano Maria; Uchida, Masayuki; Yoshida, Nakahiro
2
2009
Asymptotic normality of a covariance estimator for nonsynchronously observed diffusion processes. Zbl 1332.62284
Hayashi, Takaki; Yoshida, Nakahiro
28
2008
Estimation for the discretely observed telegraph process. Zbl 1242.62091
Iacus, S. M.; Yoshida, N.
16
2008
Moment estimation for ergodic diffusion processes. Zbl 1129.62074
Kutoyants, Yury A.; Yoshida, Nakahiro
5
2007
Estimation of parameters for diffusion processes with jumps from discrete observations. Zbl 1125.62089
Shimizu, Yasutaka; Yoshida, Nakahiro
69
2006
Test for parameter change in diffusion processes by CUSUM statistics based on one-step estimators. Zbl 1095.62100
Lee, Sangyeol; Nishiyama, Yoichi; Yoshida, Nakahiro
19
2006
Asymptotic expansion and information criteria. Zbl 1104.62015
Uchida, Masayuki; Yoshida, Nakahiro
9
2006
On covariance estimation of non-synchronously observed diffusion processes. Zbl 1064.62091
Hayashi, Takaki; Yoshida, Nakahiro
113
2005
Asymptotic expansion for Barndorff-Nielsen and Shephard’s stochastic volatility model. Zbl 1085.60048
Masuda, H.; Yoshida, N.
8
2005
An asymptotic expansion scheme for optimal investment problems. Zbl 1181.91302
Takahashi, Akihiko; Yoshida, Nakahiro
28
2004
Information criteria for small diffusions via the theory of Malliavin-Watanabe. Zbl 1333.62032
Uchida, Masayuki; Yoshida, Nakahiro
23
2004
Asymptotic expansion for small diffusions applied to option pricing. Zbl 1125.62311
Uchida, Masayuki; Yoshida, Nakahiro
23
2004
Asymptotic expansion formulas for functionals of \(\varepsilon\)-Markov processes with a mixing property. Zbl 1063.62017
Sakamoto, Yuji; Yoshida, Nakahiro
18
2004
Partial mixing and Edgeworth expansion. Zbl 1057.62017
Yoshida, Nakahiro
15
2004
Expansions of the coverage probabilities of prediction region based on a shrinkage estimator. Zbl 1062.62029
Sakamoto, Yuji; Takada, Yoshikazu; Yoshida, Nakahiro
2
2004
Conditional expansions and their applications. Zbl 1075.60515
Yoshida, Nakahiro
21
2003
Asymptotic expansion under degeneracy. Zbl 1063.62115
Sakamoto, Yuji; Yoshida, Nakahiro
5
2003
Oscillation of half-linear partial differential equations with first order terms. Zbl 1052.35013
Yoshida, N.
2
2003
Information criteria in model selection for mixing processes. Zbl 1092.62595
Uchida, Masayuki; Yoshida, Nakahiro
26
2001
Malliavin calculus and martingale expansion. Zbl 0998.60055
Yoshida, Nakahiro
14
2001
An asymptotic expansion scheme for the optimal portfolio for investment. Zbl 1047.91538
Takahashi, Akihiko; Yoshida, Nakahiro
2
2001
Malliavin calculus, geometric mixing, and expansion of diffusion functionals. Zbl 0970.60061
Kusuoka, Shigeo; Yoshida, Nakahiro
25
2000
Asymptotic expansion of \(M_-\)-estimator over Wiener space. Zbl 1061.62554
Sakamoto, Yuji; Yoshida, Nakahiro
7
1998
Malliavin calculus and asymptotic expansion for martingales. Zbl 0888.60020
Yoshida, Nakahiro
31
1997
Asymptotic expansions for perturbed systems on Wiener space: Maximum likelihood estimators. Zbl 0845.62054
Yoshida, Nakahiro
8
1996
Expansion of perturbed random variables based on generalized Wiener functionals. Zbl 0866.60046
Sakamoto, Yuji; Yoshida, Nakahiro
5
1996
Asymptotic expansions of Bayes estimators for small diffusions. Zbl 0796.62071
Yoshida, Nakahiro
11
1993
Estimation for diffusion processes from discrete observation. Zbl 0811.62083
Yoshida, Nakahiro
116
1992
Asymptotic expansions of maximum likelihood estimators for small diffusions via the theory of Malliavin-Watanabe. Zbl 0767.60035
Yoshida, Nakahiro
53
1992
Asymptotic expansion for statistics related to small diffusions. Zbl 0778.62018
Yoshida, Nakahiro
39
1992
Asymptotic behavior of M-estimator and related random field for diffusion process. Zbl 0723.62048
Yoshida, Nakahiro
18
1990
On the robust estimation in Poisson processes with periodic intensities. Zbl 0719.62095
Yoshida, Nakahiro; Hayashi, Toshiharu
4
1990
Robust M-estimators in diffusion processes. Zbl 0671.62035
Yoshida, Nakahiro
5
1988
On asymptotic mixed normality of the maximum likelihood estimator in a multidimensional diffusion process. Zbl 0737.62025
Yoshida, Nakahiro
1
1988
all top 5

Cited by 620 Authors

46 Yoshida, Nakahiro
25 Uchida, Masayuki
18 Takahashi, Akihiko
16 Masuda, Hiroki
12 Iacus, Stefano Maria
11 Gloter, Arnaud
11 Shimizu, Yasutaka
10 De Gregorio, Alessandro
10 Lee, Sangyeol
10 Ogihara, Teppei
9 Fukasawa, Masaaki
9 Kaino, Yusuke
9 Koike, Yuta
9 Vetter, Mathias
8 Kutoyants, Yury A.
7 Hayashi, Takaki
7 Nishiyama, Yoichi
7 Podolskij, Mark
7 Yamada, Toshihiro
6 Amorino, Chiara
6 Bibinger, Markus
6 Li, Chenxu
6 Liu, Zhi
6 Mykland, Per Aslak
6 Rosenbaum, Mathieu
6 Song, Yuping
5 Bishwal, Jaya P. N.
5 Clinet, Simon
5 Gobet, Emmanuel
5 Kohatsu-Higa, Arturo
5 Long, Hongwei
5 Ngo, Hoang-Long
5 Shu, Huisheng
5 Tudor, Ciprian A.
5 Uehara, Yuma
5 Wang, Yazhen
4 Fan, Jianqing
4 Fujii, Masaaki
4 Jacod, Jean
4 Jing, Bingyi
4 Kim, Donggyu
4 Kunitomo, Naoto
4 Leonenko, Nikolai N.
4 Sakamoto, Yuji
4 Šuvak, Nenad
4 Takehara, Kohta
4 Toke, Ioane Muni
4 Tonaki, Yozo
4 Wei, Chao
4 Wu, Jianglun
4 Xiu, Dacheng
4 Zhang, Xuekang
3 Boudt, Kris
3 Brouste, Alexandre
3 Christensen, Kim
3 Djellout, Hacène
3 Duan, Jinqiao
3 Hoffmann, Marc
3 Hounyo, Ulrich
3 Kong, Xinbing
3 Lemler, Sarah
3 Li, Cuixia
3 Li, Yingying
3 Mancino, Maria Elvira
3 McAleer, Michael
3 Mercuri, Lorenzo
3 Mishra, Mahendra Nath
3 Nakakita, Shogo H.
3 Negri, Ilia
3 Nualart, Eulalia
3 Potiron, Yoann
3 Prakasa Rao, B. L. S.
3 Reiß, Markus
3 Shen, Guangjun
3 Shimizu, Yusuke
3 Shiraya, Kenichiro
3 Shoji, Isao
3 Song, Junmo
3 Tauchen, George E.
3 Todorov, Viktor
3 Tran, Ngoc Khue
2 Aït-Sahalia, Yacine
2 Albeverio, Sergio A.
2 Asai, Manabu
2 Avram, Florin
2 Bacry, Emmanuel
2 Baddeley, Adrian John
2 Buccheri, Giuseppe
2 Cai, Ning
2 Chiba, Kohei
2 Clement, Emmanuelle
2 Cordoni, Francesco Giuseppe
2 Dabye, Ali Souleymane
2 Delattre, Sylvain
2 Di Persio, Luca
2 Dion-Blanc, Charlotte
2 Dion, Charlotte
2 Ditlevsen, Susanne
2 Dunsmuir, William T. M.
2 Eguchi, Shoichi
...and 520 more Authors
all top 5

Cited in 119 Serials

52 Stochastic Processes and their Applications
44 Statistical Inference for Stochastic Processes
27 Journal of Econometrics
22 Annals of the Institute of Statistical Mathematics
20 Bernoulli
19 Quantitative Finance
15 The Annals of Statistics
15 Statistics & Probability Letters
14 Journal of Statistical Planning and Inference
13 Asia-Pacific Financial Markets
13 Japanese Journal of Statistics and Data Science
12 Electronic Journal of Statistics
10 Scandinavian Journal of Statistics
10 Journal of Multivariate Analysis
10 Communications in Statistics. Theory and Methods
10 International Journal of Theoretical and Applied Finance
9 Econometric Theory
8 Statistics
7 Stochastic Analysis and Applications
7 Econometric Reviews
6 Computational Statistics and Data Analysis
5 Monte Carlo Methods and Applications
5 Finance and Stochastics
5 Stochastics and Dynamics
4 Journal of Applied Probability
4 Journal of Time Series Analysis
4 Communications in Statistics. Simulation and Computation
4 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
4 Mathematical Finance
4 Statistical Methods and Applications
4 SIAM Journal on Financial Mathematics
4 Journal of the Japan Statistical Society. Japanese Issue
3 The Canadian Journal of Statistics
3 Metrika
3 Mathematics of Operations Research
3 Probability Theory and Related Fields
3 Journal of Economic Dynamics & Control
3 The Annals of Applied Probability
3 Computational Statistics
3 Mathematical Methods of Statistics
3 Methodology and Computing in Applied Probability
3 Science China. Mathematics
3 Sankhyā. Series B
2 Journal of Mathematical Biology
2 Applied Mathematics and Computation
2 Mathematics and Computers in Simulation
2 Journal of the Japan Statistical Society
2 Journal of Theoretical Probability
2 Economics Letters
2 Japan Journal of Industrial and Applied Mathematics
2 Journal of Statistical Computation and Simulation
2 Theory of Probability and Mathematical Statistics
2 Statistical Papers
2 Random Operators and Stochastic Equations
2 Electronic Journal of Probability
2 Journal of Nonparametric Statistics
2 Decisions in Economics and Finance
2 Acta Mathematica Scientia. Series B. (English Edition)
2 Comptes Rendus. Mathématique. Académie des Sciences, Paris
2 Advances in Difference Equations
2 Stochastics
2 Mathematical Geosciences
2 Statistics and Computing
2 Modern Stochastics. Theory and Applications
1 Advances in Applied Probability
1 International Journal of General Systems
1 Journal of Statistical Physics
1 Mathematics of Computation
1 Applied Mathematics and Optimization
1 Automatica
1 Biometrics
1 BIT
1 Duke Mathematical Journal
1 Journal of the American Statistical Association
1 Journal of Computational and Applied Mathematics
1 Journal of the Mathematical Society of Japan
1 Mathematische Nachrichten
1 SIAM Journal on Control and Optimization
1 Systems & Control Letters
1 Insurance Mathematics & Economics
1 Operations Research Letters
1 Applied Numerical Mathematics
1 Statistical Science
1 M\(^3\)AS. Mathematical Models & Methods in Applied Sciences
1 Numerical Algorithms
1 Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences
1 European Journal of Operational Research
1 Journal of Mathematical Imaging and Vision
1 SIAM Journal on Scientific Computing
1 Applied Mathematics. Series B (English Edition)
1 Applied and Computational Harmonic Analysis
1 Journal of Mathematical Sciences (New York)
1 Bulletin des Sciences Mathématiques
1 Applied Mathematical Finance
1 Electronic Communications in Probability
1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
1 Abstract and Applied Analysis
1 Studies in Nonlinear Dynamics and Econometrics
1 Fractional Calculus & Applied Analysis
1 Acta Mathematica Sinica. English Series
...and 19 more Serials

Citations by Year