Most cited
This page lists all time most cited articles for this title. Please use the publication date filters on the left if you would like to restrict this list to recently published content, for example to articles published in the last three years. The number of times each article was cited is displayed to the right of its title and can be clicked to access a list of all titles this article has been cited by.
- Cited by 13
A martingale control variate method for option pricing with stochastic volatility
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- Published online by Cambridge University Press:
- 01 March 2007, pp. 40-54
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- Cited by 13
Semiparametric deconvolution with unknown noise variance
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- 15 November 2002, pp. 271-292
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- Cited by 12
Toward the best constant factor for the Rademacher-Gaussian tail comparison
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- 17 August 2007, pp. 412-426
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- Cited by 12
Self-stabilizing processes: uniqueness problem for stationary measures and convergence rate in the small-noise limit
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- 11 July 2012, pp. 277-305
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- Cited by 12
Shrinkage strategies in some multiple multi-factor dynamical systems
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- 03 July 2012, pp. 139-150
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- Cited by 12
The empirical distribution function for dependent variables: asymptotic and nonasymptotic results in ${\mathbb L}^p$
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- 31 March 2007, pp. 102-114
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- Cited by 12
Superposition of Diffusions with Linear Generator and its Multifractal Limit Process
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- 15 May 2003, pp. 23-88
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- Cited by 12
Integration in a dynamical stochastic geometric framework
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- 05 January 2012, pp. 402-416
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- Cited by 12
A new kind of augmentation of filtrations
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- 15 October 2010, pp. S39-S57
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- Cited by 11
A comparison of automatic histogram constructions
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- 11 June 2009, pp. 181-196
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- Cited by 11
Penalized estimators for non linear inverse problems
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- 29 July 2010, pp. 173-191
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- Cited by 11
Asymptotically optimal quantization schemes for Gaussian processes on Hilbert spaces*
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- 10 May 2010, pp. 93-116
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- Cited by 11
Local estimation of the Hurst index of multifractional Brownian motion by increment ratio statistic method
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- 17 May 2013, pp. 307-327
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- Cited by 11
On the infinite time horizon linear-quadratic regulator problem under a fractional Brownian perturbation
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- 15 November 2005, pp. 185-205
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- Cited by 10
A scale-space approach with wavelets to singularity estimation
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- 15 November 2005, pp. 143-164
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- Cited by 10
On pointwise adaptive curve estimation based on inhomogeneous data
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- 17 August 2007, pp. 344-364
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- Cited by 10
Stochastic differential equations driven by processes generated by divergence form operators I: a Wong-Zakai theorem
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- 08 September 2006, pp. 356-379
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- Cited by 10
Data-driven penalty calibration: A case study for Gaussian mixture model selection
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- 05 January 2012, pp. 320-339
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- Cited by 10
Bounds and asymptotic expansions for the distribution of the Maximum of a smooth stationary Gaussian process
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- 15 August 2002, pp. 107-129
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- Cited by 10
On the tails of the distribution of the maximum of a smooth stationary Gaussian process
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- 15 November 2002, pp. 177-184
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