Jan Beran

9.3k total citations · 3 hit papers
97 papers, 6.3k citations indexed

About

Jan Beran is a scholar working on Finance, Statistics and Probability and Economics and Econometrics. According to data from OpenAlex, Jan Beran has authored 97 papers receiving a total of 6.3k indexed citations (citations by other indexed papers that have themselves been cited), including 54 papers in Finance, 41 papers in Statistics and Probability and 33 papers in Economics and Econometrics. Recurrent topics in Jan Beran's work include Financial Risk and Volatility Modeling (52 papers), Statistical Methods and Inference (32 papers) and Complex Systems and Time Series Analysis (28 papers). Jan Beran is often cited by papers focused on Financial Risk and Volatility Modeling (52 papers), Statistical Methods and Inference (32 papers) and Complex Systems and Time Series Analysis (28 papers). Jan Beran collaborates with scholars based in Germany, Switzerland and United States. Jan Beran's co-authors include W. D. Ray, Donald B. Percival, Murad S. Taqqu, Robert P. Sherman, Walter Willinger, Yuanhua Feng, Jeffrey Glosup, Sucharita Ghosh, Rafał Kulik and Guerino Mazzola and has published in prestigious journals such as Journal of the American Statistical Association, Technometrics and Biometrics.

In The Last Decade

Jan Beran

86 papers receiving 5.9k citations

Hit Papers

Statistics for Long-Memor... 1995 2026 2005 2015 1996 1996 1995 500 1000 1.5k
What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

  1. Statistics for Long-Memory Processes.
    1996 2.0k citations Jan Beran et al. profile →
  2. Statistics for Long-Memory Processes.
    1996 1.1k citations Jan Beran et al. profile →
  3. Long-range dependence in variable-bit-rate video traffic
    1995 858 citations Jan Beran et al. profile →

Author Peers

Peers are selected by citation overlap in the author's most active subfields. citations · hero ref

Author Last Decade Papers Cites
Jan Beran 2.9k 2.6k 1.3k 875 799 97 6.3k
John W. Van Ness 2.3k 0.8× 1.7k 0.7× 316 0.2× 610 0.7× 1.1k 1.4× 37 6.4k
Gennady Samorodnitsky 1.2k 0.4× 2.2k 0.8× 452 0.3× 718 0.8× 439 0.5× 192 4.6k
Thomas Mikosch 3.0k 1.1× 5.5k 2.1× 359 0.3× 2.4k 2.8× 446 0.6× 142 9.5k
M. R. Leadbetter 928 0.3× 2.4k 0.9× 278 0.2× 1.7k 1.9× 400 0.5× 65 7.3k
Sidney I. Resnick 2.0k 0.7× 5.3k 2.0× 672 0.5× 2.8k 3.2× 506 0.6× 192 9.5k
Albert N. Shiryaev 2.3k 0.8× 6.2k 2.3× 414 0.3× 1.8k 2.0× 419 0.5× 159 10.1k
Holger Rootzén 971 0.3× 2.5k 0.9× 266 0.2× 1.2k 1.4× 295 0.4× 83 6.1k
E. J. Hannan 2.5k 0.9× 2.4k 0.9× 167 0.1× 2.8k 3.2× 382 0.5× 157 10.0k
Neil Shephard 7.0k 2.4× 9.8k 3.7× 273 0.2× 1.9k 2.1× 179 0.2× 118 14.0k
Robb J. Muirhead 728 0.3× 688 0.3× 628 0.5× 3.3k 3.8× 267 0.3× 36 8.5k

Countries citing papers authored by Jan Beran

Since Specialization
Citations

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

Fields of papers citing papers by Jan Beran

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Jan Beran

This figure shows the co-authorship network connecting the top 25 collaborators of Jan Beran. A scholar is included among the top collaborators of Jan Beran 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 Jan Beran. Jan Beran 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.
Beran, Jan, et al.. (2023). On strongly dependent zero-inflated INAR(1) processes. Statistical Papers. 65(4). 2527–2553.
2.
Beran, Jan, et al.. (2022). On seasonal functional modeling under strong dependence, with applications to mechanically ventilated breathing activity. Journal of Statistical Planning and Inference. 222. 38–65. 3 indexed citations
3.
Beran, Jan, Haiyan Liu, & Sucharita Ghosh. (2019). On aggregation of strongly dependent time series. Scandinavian Journal of Statistics. 47(3). 690–710. 1 indexed citations
4.
Beran, Jan, et al.. (2017). On nonparametric density estimation for multivariate linear long-memory processes. Communication in Statistics- Theory and Methods. 47(22). 5460–5473. 3 indexed citations
5.
Beran, Jan & Haiyan Liu. (2016). Estimation of eigenvalues, eigenvectors and scores in FDA models with dependent errors. Journal of Multivariate Analysis. 147. 218–233. 5 indexed citations
6.
Beran, Jan, et al.. (2016). On non parametric statistical inference for densities under long-range dependence. Communication in Statistics- Theory and Methods. 46(22). 11296–11314. 2 indexed citations
7.
Beran, Jan, et al.. (2012). On robust tail index estimation for linear long‐memory processes. Journal of Time Series Analysis. 33(3). 406–423. 5 indexed citations
8.
Beran, Jan, et al.. (2010). On spline regression under Gaussian subordination with long memory. Journal of Multivariate Analysis. 102(2). 315–335. 5 indexed citations
9.
Beran, Jan, et al.. (2009). On least squares estimation for long-memory lattice processes. Journal of Multivariate Analysis. 100(10). 2178–2194. 22 indexed citations
10.
Beran, Jan, et al.. (2009). From short to long memory: Aggregation and estimation. Computational Statistics & Data Analysis. 54(11). 2432–2442. 17 indexed citations
11.
Beran, Jan, et al.. (2009). On approximate pseudo-maximum likelihood estimation for LARCH-processes. Bernoulli. 15(4). 5 indexed citations
12.
Beran, Jan, et al.. (2008). The effect of long memory in volatility on location estimation. 70(1). 84–112. 2 indexed citations
13.
Beran, Jan, et al.. (2007). A nonparametric regression cross spectrum for multivariate time series. Journal of Multivariate Analysis. 99(4). 684–714. 2 indexed citations
14.
Beran, Jan, et al.. (2007). Credit risk modeling based on survival analysis with immunes. Statistical Methodology. 4(3). 251–276. 20 indexed citations
15.
Beran, Jan. (2006). ON M‐Estimation Under Long‐Range Dependence in Volatility. Journal of Time Series Analysis. 28(1). 138–153. 2 indexed citations
16.
Beran, Jan & Yuanhua Feng. (2002). SEMIFAR models—a semiparametric approach to modelling trends, long-range dependence and nonstationarity. Computational Statistics & Data Analysis. 40(2). 393–419. 67 indexed citations
17.
Beran, Jan & Guerino Mazzola. (2000). Timing microstructure in Schumann's “Träumerei” as an expression of harmony, rhythm, and motivic structure in music performance. Computers & Mathematics with Applications. 39(5-6). 99–130. 13 indexed citations
18.
Ghosh, Sucharita & Jan Beran. (2000). Two-Sample T 3 Plot: A Graphical Comparison of Two Distributions. Journal of Computational and Graphical Statistics. 9(1). 167–167. 7 indexed citations
19.
Siebenthal, Kurt von, Jan Beran, Martin Wolf, et al.. (1999). Cyclical fluctuations in blood pressure, heart rate and cerebral blood volume in preterm infants. Brain and Development. 21(8). 529–534. 24 indexed citations
20.
Beran, Jan. (1987). Statistical aspects of stationary processes with long-range dependence. NCSU Libraries Repository (North Carolina State University Libraries). 1 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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