| Hidden Markov models: estimation and control RJ Elliott, L Aggoun, JB Moore Springer Science & Business Media, 2008 | 2479 | 2008 |
| Stochastic calculus and applications SN Cohen, RJ Elliott Birkhäuser, 2015 | 1632 | 2015 |
| Mathematics of Financial Markets RJ Elliott Springer Finance, Springer-Verlag, 2005 | 899 | 2005 |
| Discrete-time nonlinear filtering algorithms using Gauss–Hermite quadrature I Arasaratnam, S Haykin, RJ Elliott Proceedings of the IEEE 95 (5), 953-977, 2007 | 776 | 2007 |
| American options with regime switching J Buffington, RJ Elliott International Journal of Theoretical and Applied Finance 5 (05), 497-514, 2002 | 600 | 2002 |
| Pairs trading RJ Elliott, J Van Der Hoek*, WP Malcolm Quantitative Finance 5 (3), 271-276, 2005 | 566 | 2005 |
| The existence of value in differential games RJ Elliott, NJ Kalton American Mathematical Soc., 1972 | 542* | 1972 |
| Option pricing and Esscher transform under regime switching RJ Elliott, L Chan, TK Siu Annals of Finance 1, 423-432, 2005 | 519 | 2005 |
| Magnetic properties of rare earth metals R Elliott Springer Science & Business Media, 2013 | 445 | 2013 |
| A general fractional white noise theory and applications to finance RJ Elliott, J Van Der Hoek Mathematical Finance 13 (2), 301-330, 2003 | 434 | 2003 |
| On models of default risk RJ Elliott, M Jeanblanc, M Yor Mathematical Finance 10 (2), 179-195, 2000 | 351 | 2000 |
| Risk-sensitive control and dynamic games for partially observed discrete-time nonlinear systems MR James, JS Baras, RJ Elliott IEEE transactions on automatic control 39 (4), 780-792, 1994 | 351 | 1994 |
| Abrupt but smaller than expected changes in surface air quality attributable to COVID-19 lockdowns Z Shi, C Song, B Liu, G Lu, J Xu, T Van Vu, RJR Elliott, W Li, WJ Bloss, ... Science advances 7 (3), eabd6696, 2021 | 303 | 2021 |
| Hidden Markov models in finance RS Mamon, RJ Elliott Springer, 2007 | 247 | 2007 |
| Discrete time mean-field stochastic linear-quadratic optimal control problems R Elliott, X Li, YH Ni Automatica 49 (11), 3222-3233, 2013 | 207 | 2013 |
| The EV revolution: The road ahead for critical raw materials demand B Jones, RJR Elliott, V Nguyen-Tien Applied Energy 280, 115072, 2020 | 186 | 2020 |
| Defining misinformation, disinformation and malinformation: An urgent need for clarity during the COVID-19 infodemic D Baines, RJR Elliott Discussion papers 20 (06), 20-06, 2020 | 178 | 2020 |
| Financial viability of electric vehicle lithium-ion battery recycling L Lander, T Cleaver, MA Rajaeifar, V Nguyen-Tien, RJR Elliott, O Heidrich, ... Iscience 24 (7), 2021 | 157 | 2021 |
| Pricing options under a generalized Markov-modulated jump-diffusion model RJ Elliott, TK Siu, L Chan, JW Lau Stochastic Analysis and Applications 25 (4), 821-843, 2007 | 150 | 2007 |
| New finite-dimensional filters for parameter estimation of discrete-time linear Gaussian models RJ Elliott, V Krishnamurthy IEEE Transactions on Automatic Control 44 (5), 938-951, 1999 | 150 | 1999 |
