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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:

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

Showing 1-25 of 33 citing articles:

Feasibility study on the least square method for fitting non-Gaussian noise data
Wei Xu, Wen Chen, Yingjie Liang
Physica A Statistical Mechanics and its Applications (2017) Vol. 492, pp. 1917-1930
Open Access | Times Cited: 37
Parameter estimation of stochastic SIR model driven by small Lévy noise with time-dependent periodic transmission
Terry Easlick, Wei Sun
Statistical Inference for Stochastic Processes (2025) Vol. 28, Iss. 1
Closed Access
Parameter estimation for partially observed stochastic processes driven by Ornstein–Uhlenbeck processes with small Lévy noises
Chunyang Wang, Huisheng Shu, Yiwei Shi, et al.
International Journal of Systems Science (2025), pp. 1-9
Open Access
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
Hybrid estimators for small diffusion processes based on reduced data
Yusuke Kaino, Masayuki Uchida
Metrika (2018) Vol. 81, Iss. 7, pp. 745-773
Closed Access | Times Cited: 11
Statistical inference for misspecified ergodic Lévy driven stochastic differential equation models
Yuma Uehara
Stochastic Processes and their Applications (2018) Vol. 129, Iss. 10, pp. 4051-4081
Open Access | Times Cited: 10
Least Squares Estimator for Path-Dependent McKean-Vlasov SDEs via Discrete-Time Observations
Panpan Ren, Jiang-Lun Wu
Acta Mathematica Scientia (2019) Vol. 39, Iss. 3, pp. 691-716
Closed Access | Times Cited: 9
State estimation results for genetic regulatory networks with Lévy-type noise
G. Sangeetha, K. Mathiyalagan
Chinese Journal of Physics (2020) Vol. 68, pp. 191-203
Closed Access | Times Cited: 9
Least squares estimators for stochastic differential equations with Markovian switching
Yuhang Zhen, Fubao Xi
Discrete and Continuous Dynamical Systems - B (2023) Vol. 28, Iss. 7, pp. 4068-4086
Open Access | Times Cited: 3
Parameter Estimation for the Discretely Observed Vasicek Model with Small Fractional Lévy Noise
Guang Jun Shen, Qing Bo Wang, Xiu Wei Yin
Acta Mathematica Sinica English Series (2020) Vol. 36, Iss. 4, pp. 443-461
Closed Access | Times Cited: 7
Minimum distance parameter estimation for SDEs with small α-stable noises
Huiyan Zhao, Chongqi Zhang
Statistics & Probability Letters (2018) Vol. 145, pp. 301-311
Closed Access | Times Cited: 6
Nonparametric estimation of the trend for stochastic differential equations driven by small α-stable noises
Xuekang Zhang, Haoran Yi, Huisheng Shu
Statistics & Probability Letters (2019) Vol. 151, pp. 8-16
Closed Access | Times Cited: 6
Parameter Estimation for Ornstein–Uhlenbeck Driven by Ornstein–Uhlenbeck Processes with Small Lévy Noises
Xuekang Zhang, Huisheng Shu, Haoran Yi
Journal of Theoretical Probability (2022) Vol. 36, Iss. 1, pp. 78-98
Closed Access | Times Cited: 4
Parameter estimation for integrated Ornstein–Uhlenbeck processes with small Lévy noises
Huisheng Shu, Ziwei Jiang, Xuekang Zhang
Statistics & Probability Letters (2023) Vol. 199, pp. 109851-109851
Closed Access | Times Cited: 2
The Least Squares Estimation for the α-Stable Ornstein-Uhlenbeck Process with Constant Drift
Yurong Pan, Litan Yan
Methodology And Computing In Applied Probability (2018) Vol. 21, Iss. 4, pp. 1165-1182
Open Access | Times Cited: 3
Least squares estimator of fractional Ornstein–Uhlenbeck processes with periodic mean for general Hurst parameter
Qian Yu
Statistical Papers (2019) Vol. 62, Iss. 2, pp. 795-815
Closed Access | Times Cited: 3
Estimating functions for jump–diffusions
Nina Munkholt Jakobsen, Michael Sørensen
Stochastic Processes and their Applications (2018) Vol. 129, Iss. 9, pp. 3282-3318
Open Access | Times Cited: 3
Derivatives of Intersection Local Time for Two Independent Symmetric α-stable Processes
Huan Zhou, Guang Jun Shen, Qian Yu
Acta Mathematica Sinica English Series (2023) Vol. 40, Iss. 5, pp. 1273-1292
Closed Access | Times Cited: 1
Parameter Estimation for Geometric Lévy Processes with Constant Volatility
Sher B. Chhetri, Hongwei Long, C. Ball
Annals of Data Science (2024) Vol. 12, Iss. 1, pp. 63-93
Closed Access
Asymptotic properties for the parameter estimation in stochastic (functional) differential equations with Hölder drift
Yanyan Hu, Fubao Xi, Min Zhu
Stochastics (2024) Vol. 96, Iss. 1, pp. 766-798
Closed Access
Deep learning-based estimation of time-dependent parameters in Markov models with application to nonlinear regression and SDEs
Andrzej Kałuża, Paweł Morkisz, Bartłomiej Mulewicz, et al.
Applied Mathematics and Computation (2024) Vol. 480, pp. 128906-128906
Open Access
Nonlinear least squares estimator for generalized diffusion processes with reflecting barriers
Yuecai Han, Dingwen Zhang
Stochastics (2024), pp. 1-20
Closed Access
Least squares estimator for Ornstein–Uhlenbeck processes driven by small fractional Lévy noises
Qingbo Wang, Guangjun Shen, Zhenlong Gao
Communication in Statistics- Theory and Methods (2019) Vol. 50, Iss. 8, pp. 1838-1855
Closed Access | Times Cited: 2
Least-squares estimators based on the Adams method for stochastic differential equations with small Lévy noise
Mitsuki Kobayashi, Yasutaka Shimizu
Japanese Journal of Statistics and Data Science (2022) Vol. 5, Iss. 1, pp. 217-240
Open Access | Times Cited: 2
Least squares estimation for path-distribution dependent stochastic differential equations
Panpan Ren, Jiang-Lun Wu
Applied Mathematics and Computation (2021) Vol. 410, pp. 126457-126457
Open Access | Times Cited: 2
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