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Statistical Inference for Stochastic Processes
H-index 5

Statistical Inference for Stochastic Processes

1387-0874

Published by: Springer

https://www.springer.com/journal/11203

Ranking & Metrics

Discipline name Position Best Scientists Publications D-Index
Mathematics 530 9 15 5

Additional Metrics

Number of Best Scientists*: 12
Documents by Best Scientists*: 18
Top 100 Ranked Scientists*: 0
SCIMAGO H-index: 22
SCIMAGO SJR: 0.251
Impact Factor: 1

Overview

Top Research Topics at Statistical Inference for Stochastic Processes?

The journal is mainly concerned with subjects like Applied mathematics, Estimator, Mathematical optimization, Asymptotic distribution and Statistics. Statistical Inference for Stochastic Processes addresses concerns in Applied mathematics which are intertwined with other disciplines, such as Ergodic theory, Estimation theory, Nonparametric statistics and Ornstein–Uhlenbeck process. Ergodic theory research discussed connects with the study of Diffusion (business).

While work presented in Statistical Inference for Stochastic Processes provided substantial information on Estimator, it also covered topics in Rate of convergence, Fractional Brownian motion, Mathematical analysis and Gaussian process. The Fractional Brownian motion study which was featured in the journal aims to expound on the research in Brownian motion. The work on Mathematical analysis tackled in the journal brings together disciplines like Diffusion process and Central limit theorem.

Discussions in it are anchored in the subject of Mathematical optimization and the similar topic of Stochastic process. Asymptotic distribution research presented in it encompasses a variety of subjects, including Consistency (statistics) and Autoregressive model. Statistical Inference for Stochastic Processes focuses on Statistics as well as the interrelated topic of Combinatorics.

  • Applied mathematics (49.77%)
  • Estimator (43.38%)
  • Mathematical optimization (21.46%)

What are the most cited papers published in the journal?

  • Statistical Analysis of the Fractional Ornstein–Uhlenbeck Type Process (216 citations)
  • Estimating the Parameters of a Fractional Brownian Motion by discrete variations of its sample paths (170 citations)
  • Estimation of Parameters for Diffusion Processes with Jumps from Discrete Observations (112 citations)

Research areas of the most cited articles at Statistical Inference for Stochastic Processes:

The most cited articles aim to foster the development of research in Applied mathematics, Mathematical optimization, Estimator, Asymptotic distribution and Statistics. The journal publications with studies in Applied mathematics featured incorporate elements of Ergodic theory, Estimation theory, Central limit theorem and Fractional Brownian motion. While the most cited papers focused on Estimator, they were also able to explore topics like Econometrics, Limit (mathematics) and STAR model.

What topics the last edition of the journal is best known for?

  • Statistics
  • Normal distribution
  • Mathematical analysis

The previous edition focused in particular on these issues:

The journal primarily focuses on research topics in Applied mathematics, Estimator, Ergodic theory, Asymptotic distribution and Statistical physics. The main emphasis of the journal is the subject of Applied mathematics, focusing on Stationary process. Issues in Estimator were discussed, taking into consideration concepts from other disciplines like Discrete mathematics, Fractional Brownian motion, Wiener process and Interval (mathematics).

It facilitates discussions on Ergodic theory that incorporate concepts from other fields like Discretization, Rate of convergence and Diffusion process. Asymptotic distribution research featured in Statistical Inference for Stochastic Processes incorporates concerns from various other topics such as Martingale (probability theory), Statistical inference, Autoregressive model, Consistent estimator and Spectral density estimation. The concepts on Statistical physics presented in it can also apply to other research fields, including Spherical harmonics, Diffusion (business) and Identification (information).

The most cited articles from the last journal are:

  • Nonparametric estimation for I.I.D. paths of fractional SDE (2 citations)
  • Nonparametric estimation for i.i.d. Gaussian continuous time moving average models (2 citations)
  • Quasi-likelihood analysis for marked point processes and application to marked Hawkes processes (1 citations)

Papers citation over time

A key indicator for each journal is its effectiveness in reaching other researchers with the papers published at that venue.

The chart below presents the interquartile range (first quartile 25%, median 50% and third quartile 75%) of the number of citations of articles over time.

The top authors publishing in Statistical Inference for Stochastic Processes (based on the number of publications) are:

  • Masayuki Uchida (9 papers) published 1 paper at the last edition the same number as at the previous edition,
  • Nakahiro Yoshida (9 papers) absent at the last edition,
  • Marina Kleptsyna (7 papers) absent at the last edition,
  • Yury A. Kutoyants (6 papers) absent at the last edition,
  • Abdelhakim Aknouche (5 papers) absent at the last edition.

The overall trend for top authors publishing in this journal is outlined below. The chart shows the number of publications at each edition of the journal for top authors.

Only papers with recognized affiliations are considered

The top affiliations publishing in Statistical Inference for Stochastic Processes (based on the number of publications) are:

  • University of Paris (20 papers) published 4 papers at the last edition, 3 more than at the previous edition,
  • University of Tokyo (14 papers) published 1 paper at the last edition the same number as at the previous edition,
  • University of Rouen (11 papers) published 2 papers at the last edition,
  • Osaka University (11 papers) published 1 paper at the last edition, 1 less than at the previous edition,
  • Waseda University (10 papers) published 1 paper at the last edition.

The overall trend for top affiliations publishing in this journal is outlined below. The chart shows the number of publications at each edition of the journal for top affiliations.

Publication chance based on affiliation

The publication chance index shows the ratio of articles published by the best research institutions in the journal edition to all articles published within that journal. The best research institutions were selected based on the largest number of articles published during all editions of the journal.

The chart below presents the percentage ratio of articles from top institutions (based on their ranking of total papers).Top affiliations were grouped by their rank into the following tiers: top 1-10, top 11-20, top 21-50, and top 51+. Only articles with a recognized affiliation are considered.

During the most recent 2021 edition, 17.65% of publications had an unrecognized affiliation. Out of the publications with recognized affiliations, 42.86% were posted by at least one author from the top 10 institutions publishing in the journal. Another 14.29% included authors affiliated with research institutions from the top 11-20 affiliations. Institutions from the 21-50 range included 21.43% of all publications and 21.43% were from other institutions.

Returning Authors Index

A very common phenomenon observed among researchers publishing scientific articles is the intentional selection of journals they have already attended in the past. In particular, it is worth analyzing the case when the authors participate in the same journal from year to year.

The Returning Authors Index presented below illustrates the ratio of authors who participated in both a given as well as the previous edition of the journal in relation to all participants in a given year.

Returning Institution Index

The graph below shows the Returning Institution Index, illustrating the ratio of institutions that participated in both a given and the previous edition of the conference in relation to all affiliations present in a given year.

The experience to innovation index

Our experience to innovation index was created to show a cross-section of the experience level of authors publishing in a journal. The index includes the authors publishing at the last edition of a journal, grouped by total number of publications throughout their academic career (P) and the total number of citations of these publications ever received (C).

The group intervals were selected empirically to best show the diversity of the authors' experiences, their labels were selected as a convenience, not as judgment. The authors were divided into the following groups:

  • Novice - P < 5 or C < 25 (the number of publications less than 5 or the number of citations less than 25),
  • Competent - P < 10 or C < 100 (the number of publications less than 10 or the number of citations less than 100),
  • Experienced - P < 25 or C < 625 (the number of publications less than 25 or the number of citations less than 625),
  • Master - P < 50 or C < 2500 (the number of publications less than 50 or the number of citations less than 2500),
  • Star - P ≥ 50 and C ≥ 2500 (both the number of publications greater than 50 and the number of citations greater than 2500).

The chart below illustrates experience levels of first authors in cases of publications with multiple authors.

Top Publications

  • Generalized moment estimators for $$lpha $$α -stable Ornstein–Uhlenbeck motions from discrete observations

    Yiying Cheng;Yaozhong Hu;Hongwei Long

    (2020)
    14 Citations
  • Estimation of all parameters in the fractional Ornstein–Uhlenbeck model under discrete observations

    El Mehdi Haress;Yaozhong Hu

    (2021)
    11 Citations
  • Optimal linear interpolation of multiple missing values

    (2022)
    8 Citations
  • A minimal contrast estimator for the linear fractional stable motion

    Mathias Mørck Ljungdahl;Mark Podolskij

    (2020)
    7 Citations
  • Asymptotic expansion of the quadratic variation of a mixed fractional Brownian motion

    Ciprian A. Tudor;Nakahiro Yoshida

    (2020)
    6 Citations
  • Finite-sample properties of estimators for first and second order autoregressive processes

    (2021)
    5 Citations
  • High-dimensional estimation of quadratic variation based on penalized realized variance

    (2022)
    3 Citations
  • Quasi-likelihood analysis and its applications

    (2022)
    3 Citations
  • Recursive nonparametric regression estimation for dependent strong mixing functional data

    (2020)
    2 Citations
  • On the Whittle estimator for linear random noise spectral density parameter in continuous-time nonlinear regression models

    A.V. Ivanov;N.N. Leonenko;I.V. Orlovskyi

    (2020)
    2 Citations

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