 Optimal estimation of the rough Hurst parameter in additive noiseStochastic Processes and their Applications (SPA), 2022 |
 Kernel Estimation of Spot Volatility with Microstructure Noise Using
Pre-AveragingEconometric Theory (ET), 2020 |
 A universal approach to estimate the conditional variance in
semimartingale limit theoremsAnnals of the Institute of Statistical Mathematics (AISM), 2020 |
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 Estimating the quadratic covariation of an asynchronously observed
semimartingale with jumpsAnnals of the Institute of Statistical Mathematics (AISM), 2013 |
