Statistical inference across time scales

6 June 2011

Papers citing "Statistical inference across time scales"

7 / 7 papers shown

Title
Estimation for Lévy processes from high frequency data within a long time interval Fabienne Comte V. Genon‐Catalot 139 70 0 12 May 2011
Nonparametric methods for volatility density estimation B. Es Peter Spreij Harry Van Zanten 120 4 0 27 Oct 2009
Adaptive estimation for Hawkes processes; application to genome analysis Patricia Reynaud-Bouret Sophie Schbath 170 228 0 17 Mar 2009
Nonparametric estimation of the characteristic triplet of a discretely observed Lévy process S. Gugushvili 151 53 0 22 Jul 2008
Nonparametric adaptive estimation for pure jump Lévy processes Fabienne Comte V. Genon‐Catalot 115 79 0 20 Jun 2008
Nonparametric estimation for Lévy processes from low-frequency observations Michael H. Neumann M. Reiß 130 154 0 13 Sep 2007
Penalized nonparametric mean square estimation of the coefficients of diffusion processes Fabienne Comte V. Genon‐Catalot Y. Rozenholc 118 107 0 30 Aug 2007