Edit Profile (opens in new tab) Zhou, Zhou Co-Author Distance Author ID: zhou.zhou Published as: Zhou, Zhou; Zhou, Zh.; Zhou, Z. more...less Homepage: https://www.ima.umn.edu/~zhouzhou/ Documents Indexed: 75 Publications since 2008, including 11 Additional arXiv Preprints 1 Further Contribution Co-Authors: 47 Co-Authors with 62 Joint Publications 2,058 Co-Co-Authors all top 5 Co-Authors 13 single-authored 18 Bayraktar, Erhan 7 Huang, Yu-Jui 7 Wu, Wei Biao 6 Wang, Zhenhua 3 Ding, Xiucai 3 Wu, Weichi 3 Zhu, Xiaoping 2 Cui, Yan 2 Dette, Holger 2 Goldys, Beniamin 2 Li, Qing 2 Lorig, Matthew J. 2 Simos, Theodore E. 2 Yang, Jun 2 Yin, Yixin 2 Zhang, Jingjie 2 Zou, Bin 1 Arjas, Elja 1 Aston, John A. D. 1 Bevilacqua, Moreno 1 Bigot, Jéremie 1 Cao, Hongyuan 1 Chen, Bo 1 Chen, YiNing 1 Coad, D. Stephen 1 Cogill, Randy 1 Critchley, Frank 1 Crudu, Federico 1 Davies, Patrick Laurie 1 Eckley, Idris A. 1 Enikeeva, Farida N. 1 Farcomeni, Alessio 1 Fearnhead, Paul 1 Feng, Jinling 1 Feng, Lisheng 1 Fine, Jason Peter 1 Frick, Klaus 1 Frylewicz, Piotr 1 Fuh, Cheng-Der 1 Garbuzov, Boris 1 Gasbarra, Dario 1 Harchaoui, Zaid 1 Hayes, Kevin 1 Hušková, Marie 1 Jere, Shashank 1 Jin, Jiashun 1 Jin, Zhuo 1 Ke, Zheng Tracy 1 Killick, Rebecca 1 Kim, Kunho 1 Kirch, Claudia 1 Kong, Dehan 1 Kosorok, Michael R. 1 Kovac, Arne 1 Linton, Oliver Bruce 1 Liu, Han 1 Liu, Lingjia 1 Liu, Yanling 1 Maidstone, Robert 1 Mateu, Jorge 1 Mayer, Ulrike 1 Mielniczuk, Jan 1 Munk, Axel 1 Nguyen, Dao 1 Nickl, Richard 1 Nyamundanda, Gift 1 Pickering, Benjamin 1 Porcu, Emilio 1 Samworth, Richard J. 1 Seo, Myunghwan 1 Shah, Rajen Dinesh 1 Shao, Xiaofeng 1 Shao, Zhuang 1 Sieling, Hannes 1 Song, Rui 1 Sourisseau, Matt 1 Sun, Qiang 1 Teng, Huei-Wen 1 Tessitore, Gianmario 1 Tsybakov, Alexandre B. 1 Walther, Günther 1 Wang, Lijun 1 Wang, Yanxiong 1 Wu, Hau-Tieng 1 Xu, Xiaoping 1 Xu, Zhiwei 1 Yao, Jianguo 1 Yao, Lingyun 1 Yau, Chun Yip 1 Zähle, Henryk 1 Zhang, Bo 1 Zhang, Xin 1 Zhang, Yuchong 1 Zheng, Lizhong 1 Zhou, Jianwen all top 5 Serials 7 The Annals of Statistics 5 SIAM Journal on Financial Mathematics 4 SIAM Journal on Control and Optimization 4 Bernoulli 4 Mathematical Finance 4 Journal of the Royal Statistical Society. Series B. Statistical Methodology 3 Applied Mathematics and Optimization 3 Mathematics of Operations Research 3 Journal of Time Series Analysis 2 Journal of the American Statistical Association 2 Journal of Statistical Planning and Inference 2 Statistica Sinica 2 Journal of University of Science and Technology Beijing (Chinese Edition) 1 IEEE Transactions on Information Theory 1 Theory of Probability and its Applications 1 Automatica 1 Journal of Econometrics 1 Journal of Multivariate Analysis 1 Proceedings of the American Mathematical Society 1 Insurance Mathematics & Economics 1 The Annals of Applied Probability 1 European Journal of Operational Research 1 Applied Mathematical Finance 1 Engineering Analysis with Boundary Elements 1 Journal of Mathematical Chemistry 1 Finance and Stochastics 1 International Journal of Theoretical and Applied Finance 1 Journal of Harbin Institute of Technology 1 MATCH - Communications in Mathematical and in Computer Chemistry 1 Control and Decision 1 Control and Intelligent Systems 1 Journal of Inner Mongolia Normal University. Natural Science Edition 1 Electronic Journal of Statistics all top 5 Fields 31 Probability theory and stochastic processes (60-XX) 28 Statistics (62-XX) 27 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 17 Systems theory; control (93-XX) 7 Calculus of variations and optimal control; optimization (49-XX) 3 Numerical analysis (65-XX) 3 Operations research, mathematical programming (90-XX) 2 Ordinary differential equations (34-XX) 2 Computer science (68-XX) 1 History and biography (01-XX) 1 Mathematical logic and foundations (03-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Fluid mechanics (76-XX) 1 Information and communication theory, circuits (94-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 53 Publications have been cited 506 times in 353 Documents Cited by ▼ Year ▼ A new two stage symmetric two-step method with vanished phase-lag and its first, second, third and fourth derivatives for the numerical solution of the radial Schrödinger equation. Zbl 1349.65222 Zhou, Zhou; Simos, T. E. 95 2016 Multiscale change point inference. With discussion and authors’ reply. Zbl 1411.62065 Frick, Klaus; Munk, Axel; Sieling, Hannes 84 2014 Local linear quantile estimation for nonstationary time series. Zbl 1173.62066 Zhou, Zhou; Wu, Wei Biao 51 2009 Measuring nonlinear dependence in time-series, a distance correlation approach. Zbl 1301.62095 Zhou, Zhou 36 2012 Simultaneous inference of linear models with time varying coefficients. Zbl 1411.62267 Zhou, Zhou; Wu, Wei Biao 31 2010 Heteroscedasticity and autocorrelation robust structural change detection. Zbl 06195974 Zhou, Zhou 30 2013 Gaussian approximations for non-stationary multiple time series. Zbl 1251.60029 Wu, Wei Biao; Zhou, Zhou 26 2011 On arbitrage and duality under model uncertainty and portfolio constraints. Zbl 1411.91541 Bayraktar, Erhan; Zhou, Zhou 22 2017 Strong and weak equilibria for time-inconsistent stochastic control in continuous time. Zbl 1476.93160 Huang, Yu-Jui; Zhou, Zhou 17 2021 The optimal equilibrium for time-inconsistent stopping problems – the discrete-time case. Zbl 1408.49019 Huang, Yu-Jui; Zhou, Zhou 16 2019 Optimal equilibria for time-inconsistent stopping problems in continuous time. Zbl 1508.91627 Huang, Yu-jui; Zhou, Zhou 15 2020 Nonparametric inference of quantile curves for nonstationary time series. Zbl 1202.62062 Zhou, Zhou 15 2010 On hedging American options under model uncertainty. Zbl 1315.91060 Bayraktar, Erhan; Huang, Yu-Jui; Zhou, Zhou 12 2015 Equilibrium concepts for time-inconsistent stopping problems in continuous time. Zbl 1522.91260 Bayraktar, Erhan; Zhang, Jingjie; Zhou, Zhou 12 2021 Time consistent stopping for the mean-standard deviation problem – the discrete time case. Zbl 1427.91251 Bayraktar, Erhan; Zhang, Jingjie; Zhou, Zhou 10 2019 Inference for linear models with dependent errors. Zbl 07555450 Zhou, Zhou; Shao, Xiaofeng 10 2013 Change point analysis of correlation in non-stationary time series. Zbl 1433.62257 Dette, Holger; Wu, Weichi; Zhou, Zhou 9 2019 Super-hedging American options with semi-static trading strategies under model uncertainty. Zbl 1396.91716 Bayraktar, Erhan; Zhou, Zhou 7 2017 Inference of weighted \(V\)-statistics for nonstationary time series and its applications. Zbl 1306.62205 Zhou, Zhou 7 2014 Reliable approximations of probability-constrained stochastic linear-quadratic control. Zbl 1364.93875 Zhou, Zhou; Cogill, Randy 6 2013 On linear models with long memory and heavy-tailed errors. Zbl 1327.62416 Zhou, Zhou; Wu, Wei Biao 6 2011 Estimation and inference for precision matrices of nonstationary time series. Zbl 1471.62461 Ding, Xiucai; Zhou, Zhou 6 2020 Simultaneous nonparametric regression analysis of sparse longitudinal data. Zbl 1419.62081 Cao, Hongyuan; Liu, Weidong; Zhou, Zhou 5 2018 Optimal equilibrium barrier strategies for time-inconsistent dividend problems in discrete time. Zbl 1452.91286 Zhou, Zhou; Jin, Zhuo 5 2020 Nonparametric specification for non-stationary time series regression. Zbl 1400.62205 Zhou, Zhou 4 2014 Arbitrage, hedging and utility maximization using semi-static trading strategies with American options. Zbl 1357.91046 Bayraktar, Erhan; Zhou, Zhou 4 2016 On controller-stopper problems with jumps and their applications to indifference pricing of American options. Zbl 1339.60120 Bayraktar, Erhan; Zhou, Zhou 4 2014 Functional weak limit theorem for a local empirical process of non-stationary time series and its application. Zbl 1437.62336 Mayer, Ulrike; Zähle, Henryk; Zhou, Zhou 4 2020 No-arbitrage and hedging with liquid American options. Zbl 1433.91169 Bayraktar, Erhan; Zhou, Zhou 4 2019 Gradient-based structural change detection for nonstationary time series M-estimation. Zbl 1392.62280 Wu, Weichi; Zhou, Zhou 3 2018 A time-inconsistent Dynkin game: from intra-personal to inter-personal equilibria. Zbl 1484.91088 Huang, Yu-Jui; Zhou, Zhou 3 2022 Simultaneous quantile inference for non-stationary long-memory time series. Zbl 1414.62385 Wu, Weichi; Zhou, Zhou 2 2018 Long-term prediction intervals of time series. Zbl 1366.62181 Zhou, Zhou; Xu, Zhiwei; Wu, Wei Biao 2 2010 On an optimal stopping problem of an insider. Zbl 1386.60153 Bayraktar, E.; Zhou, Zh. 2 2017 The design of sliding mode control system based on backstepping theory for BTT UAV. Zbl 1173.93343 Yao, Jianguo; Zhu, Xiaoping; Zhou, Z. 2 2008 Asymptotic analysis of synchrosqueezing transform – toward statistical inference with nonlinear-type time-frequency analysis. Zbl 07628837 Sourisseau, Matt; Wu, Hau-Tieng; Zhou, Zhou 2 2022 Teamwise mean field competitions. Zbl 1476.91022 Yu, Xiang; Zhang, Yuchong; Zhou, Zhou 2 2021 Optimal bookmaking. Zbl 1487.91124 Lorig, Matthew; Zhou, Zhou; Zou, Bin 2 2021 Spectral inference under complex temporal dynamics. Zbl 1506.62375 Yang, Jun; Zhou, Zhou 2 2022 Equilibria of time-inconsistent stopping for one-dimensional diffusion processes. Zbl 07797366 Bayraktar, Erhan; Wang, Zhenhua; Zhou, Zhou 2 2023 A mathematical analysis of technical analysis. Zbl 1410.91424 Lorig, Matthew; Zhou, Zhou; Zou, Bin 1 2019 Three-stages tenth algebraic order two-step method with vanished phase-lag and its first, second, third and fourth derivatives. Zbl 1458.65092 Zhou, Zhou; Simos, Theodore E. 1 2016 On zero-sum optimal stopping games. Zbl 1404.49027 Bayraktar, Erhan; Zhou, Zhou 1 2018 Dispersion and pollution of the cell-based smoothed radial point interpolation method (CS-RPIM) solution for the Helmholtz equation. Zbl 1297.76108 Yao, Lingyun; Zhou, Jianwen; Zhou, Zhou 1 2014 Short communication: stability of time-inconsistent stopping for one-dimensional diffusions. Zbl 1504.60061 Bayraktar, Erhan; Wang, Zhenhua; Zhou, Zhou 1 2022 Utility maximization when shorting American options. Zbl 1459.91209 Zhou, Zhou 1 2021 On a stopping game in continuous time. Zbl 1345.60037 Bayraktar, Erhan; Zhou, Zhou 1 2016 Inference for non-stationary time-series autoregression. Zbl 1275.62062 Zhou, Zhou 1 2013 Non-stationary structural model with time-varying demand elasticities. Zbl 1233.62158 Kim, Kun Ho; Zhou, Zhou; Wu, Wei Biao 1 2010 Stability of equilibria in time-inconsistent stopping problems. Zbl 1512.49014 Bayraktar, Erhan; Wang, Zhenhua; Zhou, Zhou 1 2023 Singular perturbation of zero-sum linear-quadratic stochastic differential games. Zbl 1481.91019 Goldys, Beniamin; Yang, James; Zhou, Zhou 1 2022 Transport plans with domain constraints. Zbl 1470.60117 Bayraktar, Erhan; Zhang, Xin; Zhou, Zhou 1 2021 Autoregressive approximations to nonstationary time series with inference and applications. Zbl 07732745 Ding, Xiucai; Zhou, Zhou 1 2023 Equilibria of time-inconsistent stopping for one-dimensional diffusion processes. Zbl 07797366 Bayraktar, Erhan; Wang, Zhenhua; Zhou, Zhou 2 2023 Stability of equilibria in time-inconsistent stopping problems. Zbl 1512.49014 Bayraktar, Erhan; Wang, Zhenhua; Zhou, Zhou 1 2023 Autoregressive approximations to nonstationary time series with inference and applications. Zbl 07732745 Ding, Xiucai; Zhou, Zhou 1 2023 A time-inconsistent Dynkin game: from intra-personal to inter-personal equilibria. Zbl 1484.91088 Huang, Yu-Jui; Zhou, Zhou 3 2022 Asymptotic analysis of synchrosqueezing transform – toward statistical inference with nonlinear-type time-frequency analysis. Zbl 07628837 Sourisseau, Matt; Wu, Hau-Tieng; Zhou, Zhou 2 2022 Spectral inference under complex temporal dynamics. Zbl 1506.62375 Yang, Jun; Zhou, Zhou 2 2022 Short communication: stability of time-inconsistent stopping for one-dimensional diffusions. Zbl 1504.60061 Bayraktar, Erhan; Wang, Zhenhua; Zhou, Zhou 1 2022 Singular perturbation of zero-sum linear-quadratic stochastic differential games. Zbl 1481.91019 Goldys, Beniamin; Yang, James; Zhou, Zhou 1 2022 Strong and weak equilibria for time-inconsistent stochastic control in continuous time. Zbl 1476.93160 Huang, Yu-Jui; Zhou, Zhou 17 2021 Equilibrium concepts for time-inconsistent stopping problems in continuous time. Zbl 1522.91260 Bayraktar, Erhan; Zhang, Jingjie; Zhou, Zhou 12 2021 Teamwise mean field competitions. Zbl 1476.91022 Yu, Xiang; Zhang, Yuchong; Zhou, Zhou 2 2021 Optimal bookmaking. Zbl 1487.91124 Lorig, Matthew; Zhou, Zhou; Zou, Bin 2 2021 Utility maximization when shorting American options. Zbl 1459.91209 Zhou, Zhou 1 2021 Transport plans with domain constraints. Zbl 1470.60117 Bayraktar, Erhan; Zhang, Xin; Zhou, Zhou 1 2021 Optimal equilibria for time-inconsistent stopping problems in continuous time. Zbl 1508.91627 Huang, Yu-jui; Zhou, Zhou 15 2020 Estimation and inference for precision matrices of nonstationary time series. Zbl 1471.62461 Ding, Xiucai; Zhou, Zhou 6 2020 Optimal equilibrium barrier strategies for time-inconsistent dividend problems in discrete time. Zbl 1452.91286 Zhou, Zhou; Jin, Zhuo 5 2020 Functional weak limit theorem for a local empirical process of non-stationary time series and its application. Zbl 1437.62336 Mayer, Ulrike; Zähle, Henryk; Zhou, Zhou 4 2020 The optimal equilibrium for time-inconsistent stopping problems – the discrete-time case. Zbl 1408.49019 Huang, Yu-Jui; Zhou, Zhou 16 2019 Time consistent stopping for the mean-standard deviation problem – the discrete time case. Zbl 1427.91251 Bayraktar, Erhan; Zhang, Jingjie; Zhou, Zhou 10 2019 Change point analysis of correlation in non-stationary time series. Zbl 1433.62257 Dette, Holger; Wu, Weichi; Zhou, Zhou 9 2019 No-arbitrage and hedging with liquid American options. Zbl 1433.91169 Bayraktar, Erhan; Zhou, Zhou 4 2019 A mathematical analysis of technical analysis. Zbl 1410.91424 Lorig, Matthew; Zhou, Zhou; Zou, Bin 1 2019 Simultaneous nonparametric regression analysis of sparse longitudinal data. Zbl 1419.62081 Cao, Hongyuan; Liu, Weidong; Zhou, Zhou 5 2018 Gradient-based structural change detection for nonstationary time series M-estimation. Zbl 1392.62280 Wu, Weichi; Zhou, Zhou 3 2018 Simultaneous quantile inference for non-stationary long-memory time series. Zbl 1414.62385 Wu, Weichi; Zhou, Zhou 2 2018 On zero-sum optimal stopping games. Zbl 1404.49027 Bayraktar, Erhan; Zhou, Zhou 1 2018 On arbitrage and duality under model uncertainty and portfolio constraints. Zbl 1411.91541 Bayraktar, Erhan; Zhou, Zhou 22 2017 Super-hedging American options with semi-static trading strategies under model uncertainty. Zbl 1396.91716 Bayraktar, Erhan; Zhou, Zhou 7 2017 On an optimal stopping problem of an insider. Zbl 1386.60153 Bayraktar, E.; Zhou, Zh. 2 2017 A new two stage symmetric two-step method with vanished phase-lag and its first, second, third and fourth derivatives for the numerical solution of the radial Schrödinger equation. Zbl 1349.65222 Zhou, Zhou; Simos, T. E. 95 2016 Arbitrage, hedging and utility maximization using semi-static trading strategies with American options. Zbl 1357.91046 Bayraktar, Erhan; Zhou, Zhou 4 2016 Three-stages tenth algebraic order two-step method with vanished phase-lag and its first, second, third and fourth derivatives. Zbl 1458.65092 Zhou, Zhou; Simos, Theodore E. 1 2016 On a stopping game in continuous time. Zbl 1345.60037 Bayraktar, Erhan; Zhou, Zhou 1 2016 On hedging American options under model uncertainty. Zbl 1315.91060 Bayraktar, Erhan; Huang, Yu-Jui; Zhou, Zhou 12 2015 Multiscale change point inference. With discussion and authors’ reply. Zbl 1411.62065 Frick, Klaus; Munk, Axel; Sieling, Hannes 84 2014 Inference of weighted \(V\)-statistics for nonstationary time series and its applications. Zbl 1306.62205 Zhou, Zhou 7 2014 Nonparametric specification for non-stationary time series regression. Zbl 1400.62205 Zhou, Zhou 4 2014 On controller-stopper problems with jumps and their applications to indifference pricing of American options. Zbl 1339.60120 Bayraktar, Erhan; Zhou, Zhou 4 2014 Dispersion and pollution of the cell-based smoothed radial point interpolation method (CS-RPIM) solution for the Helmholtz equation. Zbl 1297.76108 Yao, Lingyun; Zhou, Jianwen; Zhou, Zhou 1 2014 Heteroscedasticity and autocorrelation robust structural change detection. Zbl 06195974 Zhou, Zhou 30 2013 Inference for linear models with dependent errors. Zbl 07555450 Zhou, Zhou; Shao, Xiaofeng 10 2013 Reliable approximations of probability-constrained stochastic linear-quadratic control. Zbl 1364.93875 Zhou, Zhou; Cogill, Randy 6 2013 Inference for non-stationary time-series autoregression. Zbl 1275.62062 Zhou, Zhou 1 2013 Measuring nonlinear dependence in time-series, a distance correlation approach. Zbl 1301.62095 Zhou, Zhou 36 2012 Gaussian approximations for non-stationary multiple time series. Zbl 1251.60029 Wu, Wei Biao; Zhou, Zhou 26 2011 On linear models with long memory and heavy-tailed errors. Zbl 1327.62416 Zhou, Zhou; Wu, Wei Biao 6 2011 Simultaneous inference of linear models with time varying coefficients. Zbl 1411.62267 Zhou, Zhou; Wu, Wei Biao 31 2010 Nonparametric inference of quantile curves for nonstationary time series. Zbl 1202.62062 Zhou, Zhou 15 2010 Long-term prediction intervals of time series. Zbl 1366.62181 Zhou, Zhou; Xu, Zhiwei; Wu, Wei Biao 2 2010 Non-stationary structural model with time-varying demand elasticities. Zbl 1233.62158 Kim, Kun Ho; Zhou, Zhou; Wu, Wei Biao 1 2010 Local linear quantile estimation for nonstationary time series. Zbl 1173.62066 Zhou, Zhou; Wu, Wei Biao 51 2009 The design of sliding mode control system based on backstepping theory for BTT UAV. Zbl 1173.93343 Yao, Jianguo; Zhu, Xiaoping; Zhou, Z. 2 2008 all cited Publications top 5 cited Publications all top 5 Cited by 480 Authors 87 Simos, Theodore E. 32 Zhou, Zhou 19 Lin, Chialiang 14 Bayraktar, Erhan 12 Medvedev, Maxim A. 9 Medvedeva, Marina A. 8 Zhang, Ting 7 Liu, Chenglian 7 Shao, Xiaofeng 6 Alolyan, Ibraheem 6 Dette, Holger 6 Edelmann, Dominic 5 Fedorov, Ruslan V. 5 Huang, Yu-Jui 5 Koval’nogov, Vladislav Nikolaevich 5 Obloj, Jan K. 5 Richards, Donald St. P. 5 Wu, Weichi 4 Berg, Dmitry B. 4 Cox, Alexander Matthew Gordon 4 Hu, Hongchang 4 Karmakar, Sayar 4 Lindensjö, Kristoffer 4 Sun, Bin 4 Wang, Zhenhua 4 Wu, Wei Biao 4 Zhu, Ke 3 Bagnato, Luca 3 Bai, Shuyang 3 Burzoni, Matteo 3 Cao, Hongyuan 3 Carassus, Laurence 3 Dahlhaus, Rainer 3 De Capitani, Lucio 3 Ding, Xiucai 3 Dueck, Johannes 3 He, Xuedong 3 Hou, Zhaoxu 3 Jiang, Feiyu 3 Kim, Kunho 3 Nutz, Marcel 3 Punzo, Antonio 3 Shen, Cencheng 3 Tjøstheim, Dag B. 3 Vogelstein, Joshua T. 3 Wang, Suojin 3 Wang, Zenggui 3 Wu, Hau-Tieng 3 Zhang, Xianyang 2 Baek, Changryong 2 Blanchard, Romain 2 Bücher, Axel 2 Casini, Alessandro 2 Chen, Zhong 2 Chen, Ziyu 2 Cui, Yan 2 Davis, Richard A. 2 Desmettre, Sascha 2 Dhar, Subhra Sankar 2 Garatti, Simone 2 Han, Bingyan 2 Han, Fang 2 Heinrichs, Florian 2 Horváth, Lajos 2 Hsu, Chieh-Wen 2 Hu, Lixia 2 Jiang, Zhaoli 2 Jin, Hao 2 Jin, Zhuo 2 Kong, Efang 2 Konguetsof, Avrilia 2 Kurisu, Daisuke 2 Lavitas, Liliya 2 Li, Dong 2 Li, Wai Keung 2 Linton, Oliver Bruce 2 Luo, Jun 2 Ma, Guiyuan 2 Ma, Yu-Yu 2 Maggis, Marco 2 Matsui, Muneya 2 Merlevède, Florence 2 Mikosch, Thomas 2 Palma, Wilfredo 2 Peligrad, Magda 2 Perron, Pierre 2 Possamaï, Dylan 2 Romanuke, Vadim V. 2 Ryom, Songchol 2 Šiman, Miroslav 2 Smirnov, Sergeĭ Nikolaevich 2 Taqqu, Murad S. 2 Tian, Engang 2 Volgushev, Stanislav 2 Wan, Phyllis 2 Wiesel, Johannes C. W. 2 Xia, Yingcun 2 Yan, Ke 2 Yang, Jun 2 Yao, Junfeng ...and 380 more Authors all top 5 Cited in 89 Serials 87 Journal of Mathematical Chemistry 20 The Annals of Statistics 16 Bernoulli 13 Journal of Time Series Analysis 13 Electronic Journal of Statistics 12 Journal of Econometrics 11 SIAM Journal on Financial Mathematics 10 Finance and Stochastics 9 SIAM Journal on Control and Optimization 8 Journal of the American Statistical Association 7 Journal of Statistical Planning and Inference 6 Stochastic Processes and their Applications 6 Computational Statistics and Data Analysis 6 Econometric Theory 5 Journal of Multivariate Analysis 5 The Annals of Applied Probability 5 Mathematical Finance 5 International Journal of Theoretical and Applied Finance 4 Applied Mathematics and Optimization 4 Automatica 4 Statistica Sinica 3 Advances in Applied Probability 3 Mathematics of Operations Research 3 Econometric Reviews 3 Communications in Statistics. Theory and Methods 3 Test 3 Statistical Papers 2 Annals of the Institute of Statistical Mathematics 2 Statistics & Probability Letters 2 European Journal of Operational Research 2 Journal of Statistical Computation and Simulation 2 Electronic Journal of Probability 2 Mathematical Methods of Operations Research 2 Journal of Inequalities and Applications 2 Mathematics and Financial Economics 2 AStA. Advances in Statistical Analysis 2 The Annals of Applied Statistics 2 Journal of Computational and Graphical Statistics 1 The American Statistician 1 The Canadian Journal of Statistics 1 Journal of the Franklin Institute 1 Metrika 1 International Statistical Review 1 Journal of Applied Probability 1 Journal of Mathematical Economics 1 Journal of Optimization Theory and Applications 1 Kybernetika 1 Proceedings of the American Mathematical Society 1 Statistica Neerlandica 1 Insurance Mathematics & Economics 1 Operations Research Letters 1 Stochastic Analysis and Applications 1 Acta Mathematicae Applicatae Sinica. English Series 1 Statistical Science 1 Computational Mechanics 1 International Journal of Approximate Reasoning 1 Computational Statistics 1 Applied Mathematical Modelling 1 Automation and Remote Control 1 Communications in Statistics. Simulation and Computation 1 International Journal of Computer Mathematics 1 Mathematical Programming. Series A. Series B 1 Applied and Computational Harmonic Analysis 1 Filomat 1 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 1 Studies in Nonlinear Dynamics and Econometrics 1 Journal of Applied Statistics 1 Extremes 1 Communications in Nonlinear Science and Numerical Simulation 1 Scandinavian Actuarial Journal 1 Quantitative Finance 1 Stochastics and Dynamics 1 Review of Derivatives Research 1 International Journal of Computational Methods 1 Mediterranean Journal of Mathematics 1 Stochastics 1 Journal of the Korean Statistical Society 1 Advances in Mathematical Physics 1 Science China. Mathematics 1 Matematicheskaya Teoriya Igr i eë Prilozheniya 1 Sankhyā. Series A 1 Sankhyā. Series B 1 Statistics and Computing 1 Bayesian Analysis 1 Journal of Time Series Econometrics 1 Open Mathematics 1 Communications in Combinatorics and Optimization 1 Pure and Applied Analysis 1 Frontiers of Mathematical Finance all top 5 Cited in 31 Fields 164 Statistics (62-XX) 98 Probability theory and stochastic processes (60-XX) 93 Numerical analysis (65-XX) 87 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 43 Quantum theory (81-XX) 19 Systems theory; control (93-XX) 17 Calculus of variations and optimal control; optimization (49-XX) 13 Partial differential equations (35-XX) 13 Operations research, mathematical programming (90-XX) 12 Ordinary differential equations (34-XX) 6 Biology and other natural sciences (92-XX) 4 Computer science (68-XX) 4 Classical thermodynamics, heat transfer (80-XX) 3 Harmonic analysis on Euclidean spaces (42-XX) 3 Geophysics (86-XX) 2 Mathematical logic and foundations (03-XX) 2 Real functions (26-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Fluid mechanics (76-XX) 2 Information and communication theory, circuits (94-XX) 1 Combinatorics (05-XX) 1 Category theory; homological algebra (18-XX) 1 Measure and integration (28-XX) 1 Several complex variables and analytic spaces (32-XX) 1 Special functions (33-XX) 1 Difference and functional equations (39-XX) 1 Functional analysis (46-XX) 1 Operator theory (47-XX) 1 Mechanics of deformable solids (74-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Astronomy and astrophysics (85-XX) Citations by Year