Jan Beran

9.3k citations
116 papers · 6.8k · 3 hit papers · h-index 26

Impact in

  • Finance top 0.1%
    • Financial Risk and Volatility Modeling
    • Stochastic processes and financial applications
    • Complex Systems and Time Series Analysis
    • Market Dynamics and Volatility

Papers in

    • Financial Risk and Volatility Modeling 67
    • Stochastic processes and financial applications 16
    • Statistical Methods and Inference 35
    • Advanced Statistical Methods and Models 9

Jan Beran

108 papers receiving 6.3k citations

Jan Beran's Hit Papers

Statistics for Long-Memory Processes. 1996 · 2.1k citations
2.1k0+10+20Years since publication50010001.5k2.0k

Peers

Jan Beran
Comparison fields: 5 of 146
  • Finance 2.9k
  • Economics and Econometrics 3.1k
  • Statistics and Probability 966
  • Statistical and Nonlinear Physics 879
  • Computer Networks and Communications 1.4k
Replace Thomas Mikosch with:
Thomas Mikosch Denmark
Gennady Pinkhosovich Samorodnitsky United States
Sidney I. Resnick United States
Albert Nikolaevich Shiryaev Russia
L. C. G. Rogers United Kingdom
John W. Van Ness United States
Holger Rootzén Sweden
Malcolm R. Leadbetter United States
Murad S. Taqqu United States
Kai Lai Chung United States
Jan Beran relative to Thomas Mikosch Denmark Thomas Mikosch's profile →
Citations per field
00.5×2×3×3.5×
Thomas Mikosch · 1×
Citations per year

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-authors

The 25 scholars most cited alongside Jan Beran, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.

Border = papers with Jan Beran Line = papers co-authored together Jan Beran links everyone, so they are left out of the graph.

All Works

20 of 20 papers shown

Showing the 20 most-cited of 116 papers — load more, or switch the sort, to bring in the rest.

#Work
1
Statistics for Long-Memory Processes.
Hit paper breakdown →
19962126
2
Statistics for Long-Memory Processes.
Hit paper breakdown →
19961184
3
Long-range dependence in variable-bit-rate video traffic
Hit paper breakdown →
1995911
4 1992343
5 1997293
6 2013287
7 1995201
8 199694
9 199892
10 199390
11 200271
12 199265
13 200250
14 198949
15 201347
16 199141
17 199936
18 200135
19 200135
20 199434

About Jan Beran

Jan Beran is a scholar working on Finance, Statistics and Probability, Economics and Econometrics, Artificial Intelligence and General Economics, Econometrics and Finance, having authored 116 papers that have together received 6.8k indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (67 papers), Complex Systems and Time Series Analysis (40 papers), Statistical Methods and Inference (35 papers), Stochastic processes and financial applications (16 papers), Market Dynamics and Volatility (13 papers), Advanced Statistical Methods and Models (9 papers), Neural Networks and Applications (9 papers) and Bayesian Methods and Mixture Models (8 papers). The work is most often cited by research in Finance (2.9k citations), Economics and Econometrics (3.1k citations), Statistics and Probability (966 citations), Statistical and Nonlinear Physics (879 citations) and Computer Networks and Communications (1.4k citations). Jan Beran has collaborated with scholars based in Germany, Switzerland and United States. Frequent co-authors include Walter D. Ray, Donald B. Percival, Murad S. Taqqu, Robert P. Sherman, Walter Willinger, Yuanhua Feng, Jeffrey Glosup, Sucharita Ghosh, Rafał Kulik and Guerino B. Mazzola. Their work appears in journals such as Biometrika, Journal of Time Series Analysis, Journal of Computational and Graphical Statistics, Journal of Multivariate Analysis and Journal of Statistical Planning and Inference.

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.

Explore authors with similar magnitude of impact