Elias Masry

2.6k total citations
64 papers, 1.7k citations indexed

About

Elias Masry is a scholar working on Statistics and Probability, Finance and Artificial Intelligence. According to data from OpenAlex, Elias Masry has authored 64 papers receiving a total of 1.7k indexed citations (citations by other indexed papers that have themselves been cited), including 24 papers in Statistics and Probability, 19 papers in Finance and 17 papers in Artificial Intelligence. Recurrent topics in Elias Masry's work include Statistical Methods and Inference (18 papers), Financial Risk and Volatility Modeling (13 papers) and Bayesian Methods and Mixture Models (11 papers). Elias Masry is often cited by papers focused on Statistical Methods and Inference (18 papers), Financial Risk and Volatility Modeling (13 papers) and Bayesian Methods and Mixture Models (11 papers). Elias Masry collaborates with scholars based in United States, Norway and India. Elias Masry's co-authors include Dag Tjøstheim, Jianqing Fan, Stamatis Cambanis, László Györfi, Keh‐Shin Lii, Onkar Dabeer, Zongwu Cai, Jan Mielniczuk, Ashok Swaminathan and Dharmendra S. Modha and has published in prestigious journals such as IEEE Transactions on Information Theory, IEEE Transactions on Signal Processing and The Journal of the Acoustical Society of America.

In The Last Decade

Elias Masry

60 papers receiving 1.6k citations

Peers

Elias Masry

FINAN

CSE

Denis Bosq France

Michael H. Neumann Germany

Anton Schίck United States

Tailen Hsing United States

Stamatis Cambanis United States

Winfried Stute Germany

Yi‐Ching Yao United States

A. B. Tsybakov France

D. S. Poskitt Australia

Kesar Singh United States

Denis Bosq France

Elias Masry

1.4k ×1.4

775 ×1.3

FINAN

571 ×1.3

411 ×1.4

281 ×1.6

CSE

Citations per year, relative to Elias Masry Elias Masry (= 1×) peers Denis Bosq

Countries citing papers authored by Elias Masry

Since Specialization

Citations

This map shows the geographic impact of Elias Masry's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Elias Masry with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Elias Masry more than expected).

Fields of papers citing papers by Elias Masry

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Elias Masry. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Elias Masry. The network helps show where Elias Masry may publish in the future.

Co-authorship network of co-authors of Elias Masry

This figure shows the co-authorship network connecting the top 25 collaborators of Elias Masry. A scholar is included among the top collaborators of Elias Masry based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Elias Masry. Elias Masry is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Masry, Elias. (2004). Nonparametric regression estimation for dependent functional data: asymptotic normality. Stochastic Processes and their Applications. 115(1). 155–177. 159 indexed citations

Masry, Elias. (2003). Local polynomial fitting under association. Journal of Multivariate Analysis. 86(2). 330–359. 7 indexed citations

Masry, Elias, et al.. (2003). A Time‐Domain Semi‐parametric Estimate for Strongly Dependent Continuous‐Time Stationary Processes. Journal of Time Series Analysis. 24(6). 679–703. 2 indexed citations

Masry, Elias & Jan Mielniczuk. (1999). Local linear regression estimation for time series with long-range dependence. Stochastic Processes and their Applications. 82(2). 173–193. 24 indexed citations

Masry, Elias. (1997). Multivariate probability density estimation by wavelet methods: Strong consistency and rates for stationary time series. Stochastic Processes and their Applications. 67(2). 177–193. 31 indexed citations

Masry, Elias. (1997). Multivariate regression estimation: Local polynomial fitting for time series. Nonlinear Analysis. 30(6). 3575–3581. 9 indexed citations

Masry, Elias. (1996). Convergence Properties of Wavelet Series Expansions of Fractional Brownian Motion. Applied and Computational Harmonic Analysis. 3(3). 239–253. 1 indexed citations

Masry, Elias. (1996). Multivariate regression estimation local polynomial fitting for time series. Stochastic Processes and their Applications. 65(1). 81–101. 111 indexed citations

Lii, Keh‐Shin & Elias Masry. (1995). ON THE SELECTION OF RANDOM SAMPLING SCHEMES FOR THE SPECTRAL ESTIMATION OF CONTINUOUS TIME PROCESSES. Journal of Time Series Analysis. 16(3). 291–311. 3 indexed citations

10.

Lii, Keh‐Shin & Elias Masry. (1994). Spectral estimation of continuous-time stationary processes from random sampling. Stochastic Processes and their Applications. 52(1). 39–64. 29 indexed citations

11.

Masry, Elias. (1993). Strong consistency and rates for deconvolution of multivariate densities of stationary processes. Stochastic Processes and their Applications. 47(1). 53–74. 60 indexed citations

12.

Masry, Elias. (1993). Multivariate regression estimation with errors-in-variables for stationary processes. Journal of nonparametric statistics. 3(1). 13–36. 23 indexed citations

13.

Fan, Jianqing & Elias Masry. (1992). Multivariate regression estimation with errors-in-variables: Asymptotic normality for mixing processes. Journal of Multivariate Analysis. 43(2). 237–271. 54 indexed citations

14.

Masry, Elias. (1989). Nonparametric estimation of conditional probability densities and expectations of stationary processes: strong consistency and rates. Stochastic Processes and their Applications. 32(1). 109–127. 18 indexed citations

15.

Masry, Elias. (1988). Random sampling of continuous-parameter stationary processes: Statistical properties of joint density estimators. Journal of Multivariate Analysis. 26(2). 133–165. 6 indexed citations

16.

Masry, Elias & László Györfi. (1987). Strong consistency and rates for recursive probability density estimators of stationary processes. Journal of Multivariate Analysis. 22(1). 79–93. 48 indexed citations

17.

Masry, Elias & Stamatis Cambanis. (1984). Spectral density estimation for stationary stable processes. Stochastic Processes and their Applications. 18(1). 1–31. 24 indexed citations

18.

Masry, Elias. (1983). Non-parametric covariance estimation from irregularly-spaced data. Advances in Applied Probability. 15(1). 113–132. 20 indexed citations

19.

Masry, Elias & Stamatis Cambanis. (1976). Bandlimited processes and certain nonlinear transformations. Journal of Mathematical Analysis and Applications. 53(1). 59–77. 6 indexed citations

20.

Masry, Elias, et al.. (1975). A Consistent Estimate of the Spectrum by Random Sampling of the Time Series. SIAM Journal on Applied Mathematics. 28(4). 793–810. 8 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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