Statistical Inference for Stochastic Processes

Aims & Scope

Statistical Inference for Stochastic Processes is devoted to the following topics: Parametric, semiparametric and nonparametric inference in discrete and continuous time stochastic processes (especially: ARMA type processes, diffusion type processes, point processes, random fields, Markov processes).

Analysis of time series.

Spatial Models.

Empirical Processes.

Applications to finances, insurances, economics, biology, physics and engineering.

View Aims & Scope

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Metrics & Ranking

Impact Factor

Year	Value
2025	1

SJR (SCImago Journal Rank)

Year	Value
2024	0.251

Quartile

Year	Value
2024	Q4

h-index

Year	Value
2024	22

Journal Rank

Year	Value
2024	18576

Journal Citation Indicator

Year	Value
2024	50

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Abstracting & Indexing

Journal is indexed in leading academic databases, ensuring global visibility and accessibility of our peer-reviewed research.

• Scopus
• Google Scholar
• Web of Science

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Subjects & Keywords

Journal’s research areas, covering key disciplines and specialized sub-topics in Mathematics, designed to support cutting-edge academic discovery.

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Most Cited Articles

The Most Cited Articles section features the journal's most impactful research, based on citation counts. These articles have been referenced frequently by other researchers, indicating their significant contribution to their respective fields.

• Statistical Analysis of the Fractional Ornstein–Uhlenbeck Type Process

  Citation: 197

  Authors: M.L., A.

• Estimating the Parameters of a Fractional Brownian Motion by Discrete Variations of its Sample Paths

  Citation: 137

  Authors: Jean-François

• Estimation of Parameters for Diffusion Processes with Jumps from Discrete Observations

  Citation: 97

  Authors: Yasutaka, Nakahiro

• Estimating Some Characteristics of the Conditional Distribution in Nonparametric Functional Models

  Citation: 94

  Authors: Frédéric, Ali, Philippe

• The Generalized Multifractional Brownian Motion

  Citation: 79

  Authors: Antoine, Jacques Levy

• Parameter estimation for fractional Ornstein–Uhlenbeck processes of general Hurst parameter

  Citation: 79

  Authors: Yaozhong, David, Hongjuan

• Nonparametric Spatial Prediction

  Citation: 74

  Authors: Gérard, Benoît

• Asymptotic Optimality of Certain Multihypothesis Sequential Tests: Non‐i.i.d. Case

  Citation: 65

  Authors: Alexander G.

• General Asymptotic Confidence Bands Based on Kernel-type Function Estimators

  Citation: 59

  Authors: Paul, David M.

• Wavelet Estimator of Long-Range Dependent Processes

  Citation: 58

  Authors: J. M., G., E., P.

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