Frederic Utzet

890 total citations
25 papers, 470 citations indexed

About

Frederic Utzet is a scholar working on Finance, Mathematical Physics and Statistics and Probability. According to data from OpenAlex, Frederic Utzet has authored 25 papers receiving a total of 470 indexed citations (citations by other indexed papers that have themselves been cited), including 12 papers in Finance, 8 papers in Mathematical Physics and 7 papers in Statistics and Probability. Recurrent topics in Frederic Utzet's work include Stochastic processes and financial applications (11 papers), Stochastic processes and statistical mechanics (5 papers) and Advanced Statistical Methods and Models (4 papers). Frederic Utzet is often cited by papers focused on Stochastic processes and financial applications (11 papers), Stochastic processes and statistical mechanics (5 papers) and Advanced Statistical Methods and Models (4 papers). Frederic Utzet collaborates with scholars based in Spain, Mexico and France. Frederic Utzet's co-authors include Josep Lluís Solé, Josep Vives, Mercè Farré, Mariano Labrador, Antonio Fontdevila, Armengol Gasull, Jesús Solé, Giovanni Peccati, Murad S. Taqqu and Eustasio del Barrio and has published in prestigious journals such as Biometrics, Molecular Biology and Evolution and Journal of Mathematical Analysis and Applications.

In The Last Decade

Frederic Utzet

23 papers receiving 443 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Frederic Utzet Spain 10 181 105 104 85 80 25 470
M. Pourahmadi United States 13 119 0.7× 92 0.9× 592 5.7× 48 0.6× 33 0.4× 23 944
Prakasa Rao India 7 213 1.2× 27 0.3× 205 2.0× 23 0.3× 47 0.6× 17 463
Arnold Janssen Germany 12 95 0.5× 22 0.2× 426 4.1× 41 0.5× 34 0.4× 51 901
N. Rao Chaganty United States 13 43 0.2× 18 0.2× 451 4.3× 25 0.3× 40 0.5× 46 739
L. Chaumont France 13 263 1.5× 50 0.5× 90 0.9× 7 0.1× 277 3.5× 32 463
Christopher C. Heyde Australia 3 161 0.9× 22 0.2× 313 3.0× 11 0.1× 19 0.2× 3 521
Dario Gasbarra Finland 10 29 0.2× 26 0.2× 113 1.1× 14 0.2× 17 0.2× 34 324
Servet Martı́nez Chile 11 95 0.5× 44 0.4× 93 0.9× 5 0.1× 233 2.9× 42 447
Ion Grama France 13 117 0.6× 43 0.4× 171 1.6× 4 0.0× 132 1.6× 56 451
Uwe Rösler Germany 13 149 0.8× 33 0.3× 184 1.8× 3 0.0× 402 5.0× 39 656

Countries citing papers authored by Frederic Utzet

Since Specialization
Citations

This map shows the geographic impact of Frederic Utzet'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 Frederic Utzet with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Frederic Utzet more than expected).

Fields of papers citing papers by Frederic Utzet

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Frederic Utzet. 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 Frederic Utzet. The network helps show where Frederic Utzet may publish in the future.

Co-authorship network of co-authors of Frederic Utzet

This figure shows the co-authorship network connecting the top 25 collaborators of Frederic Utzet. A scholar is included among the top collaborators of Frederic Utzet 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 Frederic Utzet. Frederic Utzet is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Gasull, Armengol, Maria Jolis, & Frederic Utzet. (2015). On the norming constants for normal maxima. LA Referencia (Red Federada de Repositorios Institucionales de Publicaciones Científicas). 6 indexed citations
2.
Gasull, Armengol, José A. López-Salcedo, & Frederic Utzet. (2015). Maxima of Gamma random variables and other Weibull-like distributions and the Lambert $$\varvec{W}$$ W function. Test. 24(4). 714–733. 7 indexed citations
3.
Gasull, Armengol & Frederic Utzet. (2014). Approximating Mills ratio. Journal of Mathematical Analysis and Applications. 420(2). 1832–1853. 33 indexed citations
4.
Leòn, Jorge A., Josep Lluís Solé, Frederic Utzet, & Josep Vives. (2013). Local Malliavin calculus for Lévy processes and applications. Stochastics. 86(4). 551–572. 1 indexed citations
5.
Delgado, Rosario, Maria Jolis, & Frederic Utzet. (2012). Mandelbrot i l'atzar. 27(2). 121–160.
6.
Utzet, Frederic, et al.. (2011). Lévy area for Gaussian processes: A double Wiener–Itô integral approach. Statistics & Probability Letters. 81(9). 1380–1391. 2 indexed citations
7.
Utzet, Frederic, et al.. (2010). On the density of log-spot in the Heston volatility model. Stochastic Processes and their Applications. 120(10). 2037–2063. 16 indexed citations
8.
Peccati, Giovanni, Josep Lluís Solé, Murad S. Taqqu, & Frederic Utzet. (2010). Stein’s method and Normal approximation of Poisson functionals. The Annals of Probability. 38(2). 64 indexed citations
9.
Utzet, Frederic, et al.. (2010). Inversion of Analytic Characteristic Functions and Infinite Convolutions of Exponential and Laplace Densities. Journal of Theoretical Probability. 25(1). 205–230. 4 indexed citations
10.
Utzet, Frederic, et al.. (2007). Canonical L´ evy process and Malliavin calculus I. 8 indexed citations
11.
Solé, Josep Lluís, Frederic Utzet, & Josep Vives. (2006). Canonical Lévy process and Malliavin calculus. Stochastic Processes and their Applications. 117(2). 165–187. 37 indexed citations
12.
Barrio, Eustasio del, Evarist Giné, & Frederic Utzet. (2005). Asymptotics for L2 functionals of the empirical quantile process, with applications to tests of fit based on weighted Wasserstein distances. Bernoulli. 11(1). 46 indexed citations
13.
Buldygin, V. V., et al.. (2004). Asymptotic Normality of Cross-correlogram Estimates of the Response Function. Statistical Inference for Stochastic Processes. 7(1). 1–34. 7 indexed citations
14.
Buldygin, V. V., et al.. (2002). A note on the application of integrals involving cyclic products of kernels. Repositori Institucional De La Uvic (Universitat De Vic Universitat Central De Catalunya). 26(1). 3–14. 3 indexed citations
15.
Leòn, Jorge A., Josep Lluís Solé, Frederic Utzet, & Josep Vives. (2002). On Lévy processes, Malliavin calculus and market models with jumps. Finance and Stochastics. 6(2). 197–225. 58 indexed citations
16.
Navarro, Albert, Frederic Utzet, Pedro Puig, Josefina Caminal, & Mar Badia Martín. (2001). La distribución binomial negativa frente a la de Poisson en el análisis de fenómenos recurrentes. Gaceta Sanitaria. 15(5). 447–452. 27 indexed citations
17.
Utzet, Frederic, et al.. (2000). On the Asymptotic Behavior of Weighted U-Statistics. Journal of Theoretical Probability. 13(1). 141–167. 11 indexed citations
18.
Melis, Guadalupe Gómez, et al.. (1994). Asymptotic properties of the left kaplan-meier estimator. Communication in Statistics- Theory and Methods. 23(1). 123–135. 4 indexed citations
19.
Solé, Jesús & Frederic Utzet. (1991). Skorohod and Stratonovich line integrals in the plane. Stochastic Processes and their Applications. 39(2). 239–262. 1 indexed citations
20.
Nualart, David & Frederic Utzet. (1987). A property of two-parameter martingales with path-independent variation. Stochastic Processes and their Applications. 24(1). 31–49.

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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