 Estimation of mixed fractional stable processes using high-frequency
dataAnnals of Statistics (Ann. Stat.), 2022 |
 Rate-optimal estimation of the Blumenthal-Getoor index of a Lévy
processElectronic Journal of Statistics (EJS), 2019 |
 Optimal Iterative Threshold-Kernel Estimation of Jump Diffusion
ProcessesStatistical Inference for Stochastic Processes : An International Journal devoted to Time Series Analysis and the Statistics of Continuous Time Processes and Dynamical Systems (JCTPDS), 2018 |
 |
 |
 |
