Journal of Time Series Analysis Short Title: J. Time Ser. Anal. Publisher: Wiley (Wiley-Blackwell), Oxford ISSN: 0143-9782; 1467-9892/e Online: https://onlinelibrary.wiley.com/loi/14679892 Comments: Journal; Indexed cover-to-cover Documents Indexed: 1,695 Publications (since 1980) References Indexed: 1,456 Publications with 35,948 References. all top 5 Latest Issues 45, No. 6 (2024) 45, No. 5 (2024) 45, No. 4 (2024) 45, No. 3 (2024) 45, No. 2 (2024) 45, No. 1 (2024) 44, No. 5-6 (2023) 44, No. 4 (2023) 44, No. 3 (2023) 44, No. 2 (2023) 44, No. 1 (2023) 43, No. 6 (2022) 43, No. 5 (2022) 43, No. 4 (2022) 43, No. 3 (2022) 43, No. 2 (2022) 43, No. 1 (2022) 42, No. 5-6 (2021) 42, No. 4 (2021) 42, No. 3 (2021) 42, No. 2 (2021) 42, No. 1 (2021) 41, No. 6 (2020) 41, No. 5 (2020) 41, No. 4 (2020) 41, No. 3 (2020) 41, No. 2 (2020) 41, No. 1 (2020) 40, No. 6 (2019) 40, No. 5 (2019) 40, No. 4 (2019) 40, No. 3 (2019) 40, No. 2 (2019) 40, No. 1 (2019) 39, No. 6 (2018) 39, No. 5 (2018) 39, No. 4 (2018) 39, No. 3 (2018) 39, No. 2 (2018) 39, No. 1 (2018) 38, No. 6 (2017) 38, No. 5 (2017) 38, No. 4 (2017) 38, No. 3 (2017) 38, No. 2 (2017) 38, No. 1 (2017) 37, No. 6 (2016) 37, No. 5 (2016) 37, No. 4 (2016) 37, No. 3 (2016) 37, No. 2 (2016) 37, No. 1 (2016) 36, No. 6 (2015) 36, No. 5 (2015) 36, No. 4 (2015) 36, No. 3 (2015) 36, No. 2 (2015) 36, No. 1 (2015) 35, No. 6 (2014) 35, No. 5 (2014) 35, No. 4 (2014) 35, No. 3 (2014) 35, No. 2 (2014) 35, No. 1 (2014) 34, No. 6 (2013) 34, No. 5 (2013) 34, No. 4 (2013) 34, No. 3 (2013) 34, No. 2 (2013) 34, No. 1 (2013) 33, No. 6 (2012) 33, No. 5 (2012) 33, No. 4 (2012) 33, No. 3 (2012) 33, No. 2 (2012) 33, No. 1 (2012) 32, No. 6 (2011) 32, No. 5 (2011) 32, No. 4 (2011) 32, No. 3 (2011) 32, No. 2 (2011) 32, No. 1 (2011) 31, No. 6 (2010) 31, No. 5 (2010) 31, No. 4 (2010) 31, No. 3 (2010) 31, No. 2 (2010) 31, No. 1 (2010) 30, No. 6 (2009) 30, No. 5 (2009) 30, No. 4 (2009) 30, No. 3 (2009) 30, No. 2 (2009) 30, No. 1 (2009) 29, No. 6 (2008) 29, No. 5 (2008) 29, No. 4 (2008) 29, No. 3 (2008) 29, No. 2 (2008) 29, No. 1 (2008) ...and 118 more Volumes all top 5 Authors 21 Rao, Tata Subba 18 Leybourne, Stephen J. 18 Politis, Dimitris Nicolas 18 Taylor, A. M. Robert 16 Hurvich, Clifford M. 16 Taniguchi, Masanobu 14 Kokoszka, Piotr S. 14 Paparoditis, Efstathios 14 Taqqu, Murad S. 13 Francq, Christian 13 Li, Wai Keung 11 Newbold, Paul 11 Shin, Dongwan 10 Brockwell, Peter John 10 Horváth, Lajos 10 Quinn, Barry G. 10 Saikkonen, Pentti 10 Tunnicliffe-Wilson, Granville 9 Chan, Ngai Hang 9 Davis, Richard A. 9 Kabaila, Paul V. 9 Kurozumi, Eiji 9 Lund, Robert B. 9 McLeod, Angus Ian 9 Perron, Pierre 9 Robinson, Peter Michael 9 Stoffer, David S. 9 Tjøstheim, Dag B. 9 Tsay, Ruey S. 8 Beran, Jan 8 Chambers, Marcus J. 8 Dette, Holger 8 Fokianos, Konstantinos 8 Gourieroux, Christian 8 Hallin, Marc 8 Hannan, Edward James 8 Harvey, David I. 8 Hassler, Uwe 8 Kapetanios, George 8 Li, Dong 8 McCabe, Brendan P. M. 8 Poskitt, Donald Stephen 8 Pourahmadi, Mohsen 7 Aknouche, Abdelhakim 7 Cavaliere, Giuseppe 7 Deo, Rohit S. 7 Giraitis, Liudas 7 Hall, Alastair R. 7 Kakizawa, Yoshihide 7 Kedem, Benjamin 7 Ling, Shiqing 7 Moulines, Eric 7 Nielsen, Morten Ørregaard 7 Phillips, Peter Charles Bonest 7 Psaradakis, Zacharias 7 Tong, Howell 7 Velasco, Carlos 6 Aue, Alexander 6 Basawa, Ishwar V. 6 Battaglia, Francesco Paolo 6 Boshnakov, Georgi N. 6 Chan, Kung-Sik 6 Chanda, Kamal C. 6 Chen, Rong 6 Chen, Zhaoguo 6 Dahlhaus, Rainer 6 Granger, Clive William John 6 Hidalgo, Javier 6 Jasiak, Joann 6 Kim, Taehwan 6 Lahiri, Soumendra Nath 6 Lii, Keh-Shin 6 McElroy, Tucker S. 6 Meerschaert, Mark Marvin 6 Mélard, Guy 6 Ombao, Hernando C. 6 Peng, Liang 6 Reinsel, Gregory C. 6 Subba Rao, Suhasini 6 Xiao, Zhijie 6 Zakoïan, Jean-Michel 6 Zhu, Fukang 5 Anderson, Paul L. 5 Anderson, Theodore Wilbur jun. 5 Beltrão, Kaizô Iwakami 5 Bhansali, Rajendra J. 5 Billard, Lynne 5 Bondon, Pascal 5 Gray, Henry L. 5 Iacone, Fabrizio 5 Jentsch, Carsten 5 Kavalieris, Laimonis 5 Koul, Hira Lal 5 Kreiß, Jens-Peter 5 Lee, Sangyeol 5 Li, Guodong 5 Li, Tahsin 5 Lütkepohl, Helmut 5 Masry, Elias 5 Peña, Daniel ...and 1,701 more Authors all top 5 Fields 1,662 Statistics (62-XX) 291 Probability theory and stochastic processes (60-XX) 172 Numerical analysis (65-XX) 125 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 47 General and overarching topics; collections (00-XX) 38 Systems theory; control (93-XX) 22 Dynamical systems and ergodic theory (37-XX) 17 Harmonic analysis on Euclidean spaces (42-XX) 16 Geophysics (86-XX) 14 Biology and other natural sciences (92-XX) 10 History and biography (01-XX) 7 Linear and multilinear algebra; matrix theory (15-XX) 6 Computer science (68-XX) 5 Operations research, mathematical programming (90-XX) 5 Information and communication theory, circuits (94-XX) 4 Real functions (26-XX) 3 Difference and functional equations (39-XX) 3 Functional analysis (46-XX) 2 Ordinary differential equations (34-XX) 2 Partial differential equations (35-XX) 2 Astronomy and astrophysics (85-XX) 1 Combinatorics (05-XX) 1 Special functions (33-XX) 1 Approximations and expansions (41-XX) 1 Integral transforms, operational calculus (44-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Mechanics of deformable solids (74-XX) 1 Fluid mechanics (76-XX) 1 Statistical mechanics, structure of matter (82-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 1,375 Publications have been cited 16,369 times in 8,879 Documents Cited by ▼ Year ▼ An introduction to long-memory time series models and fractional differencing. Zbl 0503.62079 Granger, C. W. J.; Joyeux, Roselyne 548 1980 The estimation and application of long memory time series models. Zbl 0534.62062 Geweke, John; Porter-Hudak, Susan 405 1983 First-order integer-valued autoregressive (INAR(1)) process. Zbl 0617.62096 Al-Osh, M. A.; Alzaid, A. A. 404 1987 Integer-valued GARCH process. Zbl 1150.62046 Ferland, René; Latour, Alain; Oraichi, Driss 227 2006 Nonparametric estimators for time series. Zbl 0544.62082 Robinson, P. M. 208 1983 Multivariate local polynomial regression for time series: Uniform strong consistency and rates. Zbl 0876.62075 Masry, Elias 201 1996 The integer-valued autoregressive (INAR(p)) model. Zbl 0727.62084 Du, Jinguan; Li, Yuan 183 1991 An approach to time series smoothing and forecasting using the EM algorithm. Zbl 0502.62085 Shumway, R. H.; Stoffer, D. S. 169 1982 Data augmentation and dynamic linear models. Zbl 0815.62065 Frühwirth-Schnatter, Sylvia 168 1994 Structural breaks in time series. Zbl 1274.62553 Aue, Alexander; Horváth, Lajos 159 2013 Least squares estimation of a shift in linear processes. Zbl 0808.62079 Bai, Jushan 140 1994 Diagnostic checking ARMA time series models using squared-residual autocorrelations. Zbl 0536.62067 McLeod, A. I.; Li, W. K. 125 1983 A negative binomial integer-valued GARCH model. Zbl 1290.62092 Zhu, Fukang 111 2011 The mean squared error of Geweke and Porter-Hudak’s estimator of the memory parameter of a long-memory time series. Zbl 0920.62108 Hurvich, Clifford M.; Deo, Rohit; Brodsky, Julia 97 1998 Random coefficient autoregressive processes: A Markov chain analysis of stationarity and finiteness of moments. Zbl 0572.62069 Feigin, Paul D.; Tweedie, Richard L. 94 1985 On generalized fractional processes. Zbl 0685.62075 Gray, Henry L.; Zhang, Nien-Fan; Woodward, Wayne A. 89 1989 On estimating thresholds in autoregressive models. Zbl 0596.62085 Chan, K. S.; Tong, H. 86 1986 Gaussian semiparametric estimation of nonstationary time series. Zbl 0922.62093 Velasko, Carlos 85 1999 Analysis of low count time series data by Poisson autoregression. Zbl 1062.62174 Freeland, R. K.; McCabe, B. P. M. 85 2004 Change-point detection in panel data. Zbl 1282.62181 Horváth, Lajos; Hušková, Marie 83 2012 On the squared residual autocorrelations in nonlinear time series with conditional heteroskedasticity. Zbl 0807.62070 Li, W. K.; Mak, T. K. 83 1994 Existence and stochastic structure of a non-negative integer-valued autoregressive process. Zbl 1127.62402 Latour, Alain 82 1998 Testing for Gaussianity and linearity of a stationary time series. Zbl 0502.62079 Hinich, Melvin J. 79 1982 First-order integer valued AR processes with zero inflated Poisson innovations. Zbl 1281.62197 Jazi, Mansour Aghababaei; Jones, Geoff; Lai, Chin-Diew 77 2012 Bias-corrected nonparametric spectral estimation. Zbl 0811.62088 Politis, Dimitris N.; Romano, Joseph P. 76 1995 Least-squares estimation of an unknown number of shifts in a time series. Zbl 0974.62070 Lavielle, Marc; Moulines, Eric 71 2000 Inference for \(p\)th-order random coefficient integer-valued autoregressive processes. Zbl 1126.62086 Zheng, Haitao; Basawa, Ishwar V.; Datta, Somnath 71 2006 A distance measure for classifying ARIMA models. Zbl 0691.62083 Piccolo, Domenico 69 1990 Quasi-likelihood inference for negative binomial time series models. Zbl 1301.62084 Christou, Vasiliki; Fokianos, Konstantinos 67 2014 Kernel regression smoothing of time series. Zbl 0759.62016 Härdle, Wolfgang; Vieu, Philippe 63 1992 Interventions in INGARCH processes. Zbl 1242.62095 Fokianos, Konstantinos; Fried, Roland 60 2010 Tests for comparing two estimated spectral densities. Zbl 0581.62076 Coates, D. S.; Diggle, P. J. 57 1986 A sieve bootstrap for the test of a unit root. Zbl 1036.62070 Chang, Yoosoon; Park, Joon Y. 57 2003 Poisson QMLE of count time series models. Zbl 1381.62244 Ahmad, Ali; Francq, Christian 57 2016 Large sample properties of parameter estimates for periodic ARMA models. Zbl 0984.62062 Basawa, I. V.; Lund, Robert 56 2001 A test for linearity of stationary time series. Zbl 0499.62078 Rao, T. Subba; Gabr, M. M. 55 1980 Recursive mean adjustment for unit root tests. Zbl 0979.62070 Shin, Dong Wan; So, Beong Soo 54 2001 Stationary discrete autoregressive-moving average time series generated by mixtures. Zbl 0526.62084 Jacobs, P. A.; Lewis, P. A. W. 52 1983 Uniform limit theory for stationary autoregression. Zbl 1114.62087 Giraitis, Liudas; Phillips, Peter C. B. 51 2006 ARMA models with ARCH errors. Zbl 0549.62079 Weiss, Andrew A. 51 1984 Modelling count data time series with Markov processes based on binomial thinning. Zbl 1111.62085 Zhu, Rong; Joe, Harry 50 2006 State-dependent models: A general approach to non-linear time series analysis. Zbl 0496.62076 Priestley, M. B. 50 1980 Inference for single and multiple change-points in time series. Zbl 1275.62061 Jandhyala, Venkata; Fotopoulos, Stergios; MacNeill, Ian; Liu, Pengyu 50 2013 Bootstrapping stationary autoregressive moving-average models. Zbl 0787.62092 Kreiss, Jens-Peter; Franke, Jürgen 49 1992 Banded and tapered estimates for autocovariance matrices and the linear process bootstrap. Zbl 1226.60052 McMurry, Timothy L.; Politis, Dimitris N. 48 2010 Asymptotics for the low-frequency ordinates of the periodogram of a long- memory time series. Zbl 0782.62086 Hurvich, Clifford M.; Beltrao, Kaizo I. 48 1993 Estimation of the memory parameter for nonstationary or noninvertible fractionally integrated processes. Zbl 0813.62081 Hurvich, Clifford M.; Ray, Bonnie K. 47 1995 A \(k\)-factor GARMA long-memory model. Zbl 1017.62083 Woodward, Wayne A.; Cheng, Q. C.; Gray, H. L. 47 1998 Difference equations for the higher-order moments and cumulants of the INAR(1) model. Zbl 1062.62167 Da Silva, Maria Eduarda; Olivera, Vera Lúcia 47 2004 Spectral analysis with tapered data. Zbl 0552.62068 Dahlhaus, Rainer 46 1983 Recursive prediction and likelihood evaluation for periodic ARMA models. Zbl 0974.62085 Lund, Robert; Basawa, I. V. 46 2000 Identifiability in dynamic errors-in-variables models. Zbl 0536.93064 Anderson, B. D. O.; Deistler, M. 44 1984 A dependence metric for possibly nonlinear processes. Zbl 1062.62178 Granger, C. W.; Maasoumi, E.; Racine, J. 44 2004 Inference in autoregression under heteroscedasticity. Zbl 1111.62082 Phillips, Peter C. B.; Xu, Ke-Li 43 2006 Measuring nonlinear dependence in time-series, a distance correlation approach. Zbl 1301.62095 Zhou, Zhou 43 2012 Estimation in random coefficient autoregressive models. Zbl 1112.62084 Aue, Alexander; Horváth, Lajos; Steinebach, Josef 42 2006 Towards a unified approach for proving geometric ergodicity and mixing properties of nonlinear autoregressive processes. Zbl 1092.62091 Liebscher, Eckhard 42 2005 Determining the bandwidth of a kernel spectrum estimate. Zbl 0608.62118 Beltrão, Kaizô I.; Bloomfield, Peter 41 1987 Semiparametric inference in seasonal and cyclical long memory processes. Zbl 0974.62079 Arteche, Josu; Robinson, Peter M. 41 2000 Time series models in non-normal situation: symmetric innovations. Zbl 0972.62084 Tiku, M. L.; Wong, Wing-Keung; Vaughan, David C.; Bian, Guorui 40 2000 Spatio-temporal smoothing and EM estimation for massive remote-sensing data sets. Zbl 1294.62119 Katzfuss, Matthias; Cressie, Noel 40 2011 Changepoints in times series of counts. Zbl 1281.62181 Franke, Jürgen; Kirch, Claudia; Tadjuidje Kamgaing, Joseph 39 2012 Vector autoregressive models with unit roots and reduced rank structure: Estimation, likelihood ratio test, and forecasting. Zbl 0770.62079 Reinsel, Gregory C.; Ahn, Sung K. 38 1992 Highly robust estimation of the autocovariance function. Zbl 0970.62056 Ma, Yanyuan; Genton, Marc G. 38 2000 Bootstrap predictive inference for ARIMA processes. Zbl 1062.62199 Pascual, Lorenzo; Romo, Juan; Ruiz, Esther 38 2004 On the spectral density of the wavelet coefficients of long-memory time series with application to the log-regression estimation of the memory parameter. Zbl 1150.62058 Moulines, E.; Roueff, F.; Taqqu, M. S. 38 2007 Regression, autoregression models. Zbl 0588.62163 Hannan, E. J.; Kavalieris, L. 37 1986 On composite likelihood estimation of a multivariate INAR(1) model. Zbl 1274.62376 Pedeli, Xanthi; Karlis, Dimitris 37 2013 A test for second-order stationarity of a time series based on the discrete Fourier transform. Zbl 1290.62059 Dwivedi, Yogesh; Rao, Suhasini Subba 37 2011 An efficient taper for potentially overdifferenced long-memory time series. Zbl 0958.62085 Hurvich, Clifford M.; Chen, Willa W. 37 2000 First-order rounded integer-valued autoregressive (RINAR(l)) process. Zbl 1224.62060 Kachour, M.; Yao, J. F. 36 2009 Determining the order of the functional autoregressive model. Zbl 1274.62600 Kokoszka, Piotr; Reimherr, Matthew 36 2013 The estimation of random coefficient autoregressive models. I. Zbl 0495.62083 Nicholls, D. F.; Quinn, B. G. 36 1980 Bayesian threshold autoregressive models for nonlinear time series. Zbl 0779.62073 Geweke, John; Terui, Nobuhiko 36 1993 Estimation for nonlinear time series models using estimating equations. Zbl 0638.62083 Thavaneswaran, A.; Abraham, B. 35 1988 Estimation in nonstationary random coefficient autoregressive models. Zbl 1224.62046 Berkes, István; Horváth, Lajos; Ling, Shiqing 35 2009 Nonlinear transformations of integrated time series. Zbl 0721.62088 Granger, C. W. J.; Hallman, Jeff 35 1991 Bayesian analysis of autoregressive time series via the Gibbs sampler. Zbl 0800.62549 McCulloch, Robert E.; Tsay, Ruey S. 35 1994 Order patterns in time series. Zbl 1150.62037 Bandt, Christoph; Shiha, Faten 35 2007 A geometric time series model with dependent Bernoulli counting series. Zbl 1275.62068 Ristić, Miroslav M.; Nastić, Aleksandar S.; Miletić Ilić, Ana V. 35 2013 Bayesian methods for change-point detection in long-range dependent processes. Zbl 1114.62092 Ray, Bonnie K.; Tsay, Ruey S. 34 2002 Parameter change test for random coefficient integer-valued autoregressive processes with application to polio data analysis. Zbl 1221.62126 Kang, Jiwon; Lee, Sangyeol 34 2009 Bayesian inference of threshold autoregressive models. Zbl 0833.62083 Chen, Cathy W. S.; Lee, Jack C. 34 1995 Conditional heteroskedasticity driven by hidden Markov chains. Zbl 0972.62077 Francq, Christian; Roussignol, Michel; Zakoïan, Jean-Michel 34 2001 Diagnostic checking of nonlinear multivariate time series with multivariate ARCH errors. Zbl 0882.62081 Ling, Shiqing; Li, W. K. 34 1997 Partial likelihood inference for time series following generalized linear models. Zbl 1051.62073 Fokianos, Konstantinos; Kedem, Benjamin 34 2004 Binomial autoregressive processes with density-dependent thinning. Zbl 1301.62094 Weiß, Christian H.; Pollett, Philip K. 33 2014 Maximum likelihood estimation of higher-order integer-valued autoregressive processes. Zbl 1198.62090 Bu, Ruijun; McCabe, Brendan; Hadri, Kaddour 33 2008 Regression models for non-stationary categorical time series. Zbl 0616.62116 Fahrmeir, Ludwig; Kaufmann, Heinz 32 1987 Mean shift testing in correlated data. Zbl 1294.62212 Robbins, Michael; Gallagher, Colin; Lund, Robert; Aue, Alexander 32 2011 Nonparametric autoregression with multiplicative volatility and additive mean. Zbl 0932.62106 Yang, Lijian; Härdle, Wolfgang; Nielsen, Jens P. 32 1999 Statistical analysis of economic time series via Markov switching models. Zbl 0807.62096 McCulloch, Robert E.; Tsay, Ruey S. 32 1994 Consistent estimation of the memory parameter for nonlinear time series. Zbl 1115.62084 Dalla, Violetta; Giraitis, Liudas; Hidalgo, Javier 31 2006 A corrected Akaike information criterion for vector autoregressive model selection. Zbl 0768.62076 Hurvich, Clifford M.; Tsai, Chih-Ling 31 1993 Periodic correlation in stratospheric ozone data. Zbl 0794.62065 Bloomfield, Peter; Hurd, Harry L.; Lund, Robert B. 31 1994 Estimation of the fractional difference parameter in the \(\text{ARIMA}(p,d,q)\) model using the smoothed periodogram. Zbl 0803.62084 Reisen, Valderio A. 31 1994 Break detection for a class of nonlinear time series models. Zbl 1199.62006 Davis, Richard A.; Lee, Thomas C. M.; Rodriguez-Yam, Gabriel A. 31 2008 Diagnostic checking of periodic autoregression models with application. Zbl 0800.62550 McLeod, A. I. 30 1994 Using the mutual information coefficient to identify lags in nonlinear models. Zbl 0807.62067 Granger, Clive; Lin, Jin-Lung 30 1994 Consistency of the averaged cross-periodogram in long memory series. Zbl 0938.62103 Lobato, Ignacio N. 30 1997 A new estimator for LARCH processes. Zbl 07786781 Bardet, Jean-Marc 1 2024 Functional principal component analysis for cointegrated functional time series. Zbl 07804899 Seo, Won-Ki 1 2024 Multiple change point detection under serial dependence: wild contrast maximisation and gappy Schwarz algorithm. Zbl 07832533 Cho, Haeran; Fryzlewicz, Piotr 1 2024 Bivariate random coefficient integer-valued autoregressive models: parameter estimation and change point test. Zbl 07731498 Lee, Sangyeol; Jo, Minyoung 4 2023 Factor models for high-dimensional functional time series. I: Representation results. Zbl 07731495 Hallin, Marc; Nisol, Gilles; Tavakoli, Shahin 3 2023 Estimation of the variance function in structural break autoregressive models with non-stationary and explosive segments. Zbl 07731467 Harvey, David I.; Leybourne, Stephen J.; Zu, Yang 2 2023 Flexible bivariate INGARCH process with a broad range of contemporaneous correlation. 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Zbl 1444.62106 Huang, Zhelin; Chan, Ngai Hang 1 2020 ...and 1275 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 8,737 Authors 88 Wang, Dehui 65 Lee, Sangyeol 62 Weiß, Christian H. 60 Zhu, Fukang 59 Politis, Dimitris Nicolas 57 Taylor, A. M. Robert 44 Dette, Holger 44 Horváth, Lajos 44 Shin, Dongwan 40 Hallin, Marc 40 Kokoszka, Piotr S. 40 Robinson, Peter Michael 39 Taqqu, Murad S. 38 Phillips, Peter Charles Bonest 37 Gil-Alana, Luis Alberiko 37 Ling, Shiqing 37 McElroy, Tucker S. 35 Aknouche, Abdelhakim 35 Linton, Oliver Bruce 35 Paparoditis, Efstathios 34 Francq, Christian 34 Li, Wai Keung 33 Gourieroux, Christian 33 Surgailis, Donatas 32 Giraitis, Liudas 31 Chen, Cathy W. S. 31 Nielsen, Morten Ørregaard 30 Beran, Jan 30 Fokianos, Konstantinos 30 Thavaneswaran, Aerambamoorthy 30 Tjøstheim, Dag B. 30 Yang, Kai 29 Bibi, Abdelouahab 29 Hassler, Uwe 29 Hidalgo, Javier 29 Peiris, M. Shelton 28 Cavaliere, Giuseppe 28 Kapetanios, George 28 Leybourne, Stephen J. 28 Reisen, Valdério Anselmo 27 Chan, Ngai Hang 27 Davis, Richard A. 27 Ristić, Miroslav M. 26 Doukhan, Paul 26 Hušková, Marie 26 Lahiri, Soumendra Nath 26 Lund, Robert B. 26 Rice, Gregory 26 Saikkonen, Pentti 25 Bentarzi, Mohamed 25 Nordman, Daniel J. 25 Perron, Pierre 25 Shang, Han Lin 25 Taniguchi, Masanobu 25 Wu, Wei Biao 24 Duchesne, Pierre 24 Genton, Marc G. 24 Koul, Hira Lal 24 Peña, Daniel 24 Wang, Lihong 24 Zakoïan, Jean-Michel 23 Cavicchioli, Maddalena 23 Gao, Jiti 23 Jowaheer, Vandna 23 Kirch, Claudia 23 Pipiras, Vladas 23 Psaradakis, Zacharias 23 Shao, Xiaofeng 22 Basawa, Ishwar V. 22 Battaglia, Francesco Paolo 22 Jentsch, Carsten 22 Leonenko, Nikolai N. 22 Li, Dong 21 Bardet, Jean-Marc 21 Holan, Scott H. 20 Didier, Gustavo 20 Harvey, David I. 20 Kreiß, Jens-Peter 20 Sutradhar, Brajendra Chandra 20 Velasco, Carlos 19 Koopman, Siem Jan 19 Leipus, Remigijus 19 Li, Qi 19 Sibbertsen, Philipp 19 Tong, Howell 19 Tran, Lanh Tat 18 Anděl, Jiří 18 Bourguignon, Marcelo 18 Fearnhead, Paul 18 Ginovyan, Mamikon S. 18 Kurozumi, Eiji 18 Mainassara, Yacouba Boubacar 18 Nastić, Aleksandar S. 18 Rodrigues, Paulo M. 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