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OpenAlex Citation Counts

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OpenAlex is a bibliographic catalogue of scientific papers, authors and institutions accessible in open access mode, named after the Library of Alexandria. It's citation coverage is excellent and I hope you will find utility in this listing of citing articles!

If you click the article title, you'll navigate to the article, as listed in CrossRef. If you click the Open Access links, you'll navigate to the "best Open Access location". Clicking the citation count will open this listing for that article. Lastly at the bottom of the page, you'll find basic pagination options.

Requested Article:

Statistical estimation of multivariate Ornstein–Uhlenbeck processes and applications to co-integration
Vicky Fasen
Journal of Econometrics (2012) Vol. 172, Iss. 2, pp. 325-337
Open Access | Times Cited: 31

Showing 1-25 of 31 citing articles:

Least squares estimators for discretely observed stochastic processes driven by small Lévy noises
Hongwei Long, Yasutaka Shimizu, Wei Sun
Journal of Multivariate Analysis (2013) Vol. 116, pp. 422-439
Open Access | Times Cited: 39
Alternative way to derive the distribution of the multivariate Ornstein–Uhlenbeck process
Pat Vatiwutipong, Nattakorn Phewchean
Advances in Difference Equations (2019) Vol. 2019, Iss. 1
Open Access | Times Cited: 35
Least squares estimators for stochastic differential equations driven by small Lévy noises
Hongwei Long, Chunhua Ma, Yasutaka Shimizu
Stochastic Processes and their Applications (2016) Vol. 127, Iss. 5, pp. 1475-1495
Open Access | Times Cited: 33
A pairs trading strategy based on linear state space models and the Kalman filter
Carlos Eduardo de Moura, Adrián Pizzinga, Jorge P. Zubelli
Quantitative Finance (2016) Vol. 16, Iss. 10, pp. 1559-1573
Closed Access | Times Cited: 28
Market risk factors analysis for an international mining company. Multi-dimensional, heavy-tailed-based modelling
Łukasz Bielak, Aleksandra Grzesiek, Joanna Janczura, et al.
Resources Policy (2021) Vol. 74, pp. 102308-102308
Open Access | Times Cited: 16
Limit Theory for High Frequency Sampled MCARMA Models
Vicky Fasen
Advances in Applied Probability (2014) Vol. 46, Iss. 3, pp. 846-877
Open Access | Times Cited: 17
Generalized moment estimators for $$\alpha $$-stable Ornstein–Uhlenbeck motions from discrete observations
Yiying Cheng, Yaozhong Hu, Hongwei Long
Statistical Inference for Stochastic Processes (2019) Vol. 23, Iss. 1, pp. 53-81
Closed Access | Times Cited: 13
TIME SERIES REGRESSION ON INTEGRATED CONTINUOUS-TIME PROCESSES WITH HEAVY AND LIGHT TAILS
Vicky Fasen
Econometric Theory (2012) Vol. 29, Iss. 1, pp. 28-67
Open Access | Times Cited: 12
Parameters estimation for continuous-time heavy-tailed signals modeled by α -stable autoregressive processes
Zeinab Hashemifard, Hamidreza Amindavar, Arash Amini
Digital Signal Processing (2016) Vol. 57, pp. 79-92
Closed Access | Times Cited: 8
Limit theorems for the sample mean and sample autocovariances of continuous time moving averages driven by heavy-tailed Lévy noise
Martin Drapatz
Latin American Journal of Probability and Mathematical Statistics (2017) Vol. 14, Iss. 1, pp. 403-403
Open Access | Times Cited: 5
Quantifying model uncertainty for the observed non-Gaussian data by the Hellinger distance
Yayun Zheng, Fang Yang, Jinqiao Duan, et al.
Communications in Nonlinear Science and Numerical Simulation (2021) Vol. 96, pp. 105720-105720
Open Access | Times Cited: 4
Limit Theory for High Frequency Sampled MCARMA Models
Vicky Fasen
Advances in Applied Probability (2014) Vol. 46, Iss. 03, pp. 846-877
Open Access | Times Cited: 2
Testing of two-dimensional Gaussian processes by sample cross-covariance function
Katarzyna Maraj-Zygmąt, Aleksandra Grzesiek, Grzegorz Sikora, et al.
Chaos An Interdisciplinary Journal of Nonlinear Science (2023) Vol. 33, Iss. 7
Closed Access | Times Cited: 1
Lévy area analysis and parameter estimation for fOU processes via non-geometric rough path theory
Zhongmin Qian, Xingcheng Xu
Acta Mathematica Scientia (2024) Vol. 44, Iss. 5, pp. 1609-1638
Closed Access
Ornstein–Uhlenbeck processes in Hilbert space and autoregressive moving-average time series
Fred Espen Benth, Mari Dahl Eggen, Paul R. Eisenberg
Stochastics (2024), pp. 1-26
Open Access
Likelihood theory for the graph Ornstein-Uhlenbeck process
Valentin Courgeau, Almut E. D. Veraart
Statistical Inference for Stochastic Processes (2021) Vol. 25, Iss. 2, pp. 227-260
Open Access | Times Cited: 3
Calibration for multivariate Lévy-driven Ornstein-Uhlenbeck processes with applications to weak subordination
Kevin W. Lu
Statistical Inference for Stochastic Processes (2021) Vol. 25, Iss. 2, pp. 365-396
Closed Access | Times Cited: 3
Cointegrated continuous-time linear state-space and MCARMA models
Vicky Fasen, Markus Scholz
Stochastics (2019) Vol. 92, Iss. 7, pp. 1064-1099
Open Access | Times Cited: 2
High-frequency estimation of the Lévy-driven Graph Ornstein-Uhlenbeck process
Valentin Courgeau, Almut E. D. Veraart
Electronic Journal of Statistics (2022) Vol. 16, Iss. 2
Open Access | Times Cited: 2
Complete Theory for CCE Under Heterogeneous Slopes and General Unknown Factors
Ovidijus Stauskas
Oxford Bulletin of Economics and Statistics (2022) Vol. 85, Iss. 2, pp. 283-303
Closed Access | Times Cited: 2
A physical parameter identification method of Lévy-driven vibratory systems based on multipower variation processes
Xiuli Du, Jin‐Guan Lin, Guoxiang Liu, et al.
Journal of Sound and Vibration (2015) Vol. 343, pp. 216-229
Closed Access | Times Cited: 1
Likelihood theory for the Graph Ornstein-Uhlenbeck process
Valentin Courgeau, Almut E. D. Veraart
arXiv (Cornell University) (2020)
Closed Access | Times Cited: 1
Calibration for multivariate L\'evy-driven Ornstein-Uhlenbeck processes with applications to weak subordination
Kevin W. Lu
arXiv (Cornell University) (2020)
Closed Access | Times Cited: 1
Maximum likelihood estimators in linear regression models with Ornstein-Uhlenbeck process
Hongchang Hu, Xiong Pan, Lifeng Xu
Journal of Inequalities and Applications (2014) Vol. 2014, Iss. 1
Open Access
Lévy-driven CARMA Processes
Robert Stelzer
(2015)
Closed Access
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