Revista

Nome:
Statistical Papers web
Rankings:
Pontos Posição
CEF.UP+NIPE (average of all rankings) (2012) 6.75 445/501
Combes and Linnemer (2003) 17.0 216/253
Ideas discounted recursive impact factor (2012) 0.08 382/396
Lubrano et al (2003) 20.0 158/211
Schneider and Ursprung (2008) 20.0 238/278
Source Normalized Impact per Paper (SNIP) (2011) 5.9 370/476
Article Influence Score (2018) 0.55 256/430
Impact Factor (2018) 1.35 232/439
Impact Factor (5 year) (2018) 1.22 299/430
SJR - Scimago (2018) 0.86 206/454
Count (2019) 1.0 109/640
Artigos 14:

Methods for Estimating the Upcrossings Index: Improvements and Comparison
Ana Paula Martins, João Renato Sebastião
vol. 60, 2019, p. 1317-1347.

On ARL-Unbiased C-Charts for INAR(1) Poisson Counts
Sofia Paulino, Manuel Cabral Morais, Sven Knoth
vol. 60, 2019, p. 1021-1038.

Mean Driven Balance and Uniformly Best Linear Unbiased Estimators
Roman Zmyslony, João Mexia, Francisco Carvalho, Inês J. Sequeira
vol. 57, 2016, p. 43-53.

On the Misleading Signals in Simultaneous Schemes for the Mean Vector and Covariance Matrix of Multivariate i.i.d. Output
Patricia Ferreira Ramos, Manuel Cabral Morais, António Pacheco
vol. 57, 2016, p. 471-498.

Estimation and Inference in Multivariate Markov Chains
João Nicolau, Flavio Ivo Riedlinger
vol. 56, 2015, p. 1163-1173.

On Proportional Reversed Failure Rate Class
Paulo Oliveira, Nuria Torrado
vol. 56, 2015, p. 999-1013.

Quality Surveillance with EWMA Control Charts Based on Exact Control Limits
Manuel Cabral Morais, Yarema Okhrin, Wolfgang Schmid
vol. 56, 2015, p. 863-885.

Structured Orthogonal Families of One and Two Strata Prime Basis Factorial Models
Paulo C. Rodrigues, Elsa Moreira, Vera M. Jesus, João Mexia
vol. 55, 2014, p. 603-614.

The ARL of Modified Shewhart Control Charts for Conditionally Heteroskedastic Models
Nazaré Mendes Lopes, Joana Leite, Esmeralda Gonçalves
vol. 54, 2013, p. 1-19.

Additive Outliers in INAR(1) Models
Mátyás Barczy, Márton Ispány, Gyula Pap, Manuel Scotto, Maria Eduarda Silva
vol. 53, 2012, p. 935-949.

Modeling Stock Markets´ Volatility Using GARCH Models with Normal, Student´s t and Stable Paretian Distributions
José Dias Curto, José Castro Pinto, Gonçalo Nuno Tavares
vol. 50, 2009, p. 311-321.

A Note on Testing for Nonstationarity in Autoregressive Processes with Level Dependent Conditional Heteroskedasticity
Paulo M. M. Rodrigues, Antonio Rubia
vol. 49, 2008, p. 581-593.

Two-Way ANOVA for the Watson Distribution Defined on the Hypersphere
Adelaide Figueiredo
vol. 49, 2008, p. 363-376.

Stationary Persistent Time Series Misspecified as Nonstationary Arima
Nuno Crato, Howard Taylor
vol. 37, 1996, p. 215-223.

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