Paul Doukhan
Impact in
- Statistics and Probability top 0.1%
- Statistical Methods and Inference
- Advanced Statistical Methods and Models
- Finance top 0.5%
- Financial Risk and Volatility Modeling
- Stochastic processes and financial applications
Papers in
- Finance 40
- Financial Risk and Volatility Modeling 33
- Stochastic processes and financial applications 20
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- Statistical Methods and Inference 25
- Markov Chains and Monte Carlo Methods 9
- Co-authors
- Murad S. Taqqu (1 shared paper)Georges Oppenheim (1 shared paper)Sana Louhichi (4 shared papers)Pascal Massart (2 shared papers)Jérôme Dedecker (3 shared papers)Gabriel Lang (10 shared papers)Konstantinos Fokianos (5 shared papers)Dag Tjøstheim (3 shared papers)
In The Last Decade
Paul Doukhan
59 papers receiving 3.4k citations
Paul Doukhan's Hit Papers
Peers
Comparison fields: 5 of 101
- Statistics and Probability 1.8k
- Finance 1.9k
- Mathematical Physics 570
- Management Science and Operations Research 537
- General Economics, Econometrics and Finance 284
Countries citing papers authored by Paul Doukhan
This map shows the geographic impact of Paul Doukhan'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 Paul Doukhan with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Paul Doukhan more than expected).
Fields of papers citing papers by Paul Doukhan
This network shows the impact of papers produced by Paul Doukhan. 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 Paul Doukhan. The network helps show where Paul Doukhan may publish in the future.
Co-authors
The 25 scholars most cited alongside Paul Doukhan, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 64 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | Mixing: Properties and Examples Hit paper breakdown → | 1994 | 888 |
| 2 | Theory and applications of long-range dependence Hit paper breakdown → | 2003 | 758 |
| 3 | Mixing Hit paper breakdown → | 1994 | 477 |
| 4 | 1999 | 228 | |
| 5 | 2007 | 188 | |
| 6 | Invariance principles for absolutely regular empirical processes | 1995 | 146 |
| 7 | The functional central limit theorem for strongly mixing processes | 1994 | 107 |
| 8 | 2003 | 79 | |
| 9 | 2012 | 76 | |
| 10 | 2008 | 71 | |
| 11 | 2004 | 63 | |
| 12 | 2006 | 45 | |
| 13 | 2019 | 45 | |
| 14 | 2002 | 35 | |
| 15 | 2000 | 33 | |
| 16 | 1983 | 32 | |
| 17 | 2006 | 31 | |
| 18 | 2008 | 29 | |
| 19 | 2002 | 23 | |
| 20 | 2001 | 22 |
About Paul Doukhan
Paul Doukhan is a scholar working on Finance, Statistics and Probability, Artificial Intelligence, Mathematical Physics and Management Science and Operations Research, having authored 64 papers that have together received 3.6k indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (33 papers), Statistical Methods and Inference (25 papers), Stochastic processes and financial applications (20 papers), Bayesian Methods and Mixture Models (20 papers), Probability and Risk Models (17 papers), Stochastic processes and statistical mechanics (16 papers), Markov Chains and Monte Carlo Methods (9 papers) and Mathematical Dynamics and Fractals (4 papers). The work is most often cited by research in Statistics and Probability (1.8k citations), Finance (1.9k citations), Mathematical Physics (570 citations), Management Science and Operations Research (537 citations) and General Economics, Econometrics and Finance (284 citations). Paul Doukhan has collaborated with scholars based in France, Germany and Ireland. Frequent co-authors include Murad S. Taqqu, Georges Oppenheim, Sana Louhichi, Pascal Massart, Jérôme Dedecker, Gabriel Lang, Konstantinos Fokianos, Dag Tjøstheim, Michael H. Neumann and Emmanuel Rio. Their work appears in journals such as Stochastic Processes and their Applications, Electronic Journal of Statistics, Journal of Time Series Analysis, Latin American Journal of Probability and Mathematical Statistics and Test.
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.