 Statistical algorithms for low-frequency diffusion data: A PDE approachAnnals of Statistics (Ann. Stat.), 2024 |
 Adaptive nonparametric drift estimation for multivariate jump diffusions
under sup-norm riskStochastic Processes and their Applications (SPA), 2023 |
 Estimating the characteristics of stochastic damping Hamiltonian systems
from continuous observationsStochastic Processes and their Applications (SPA), 2021 |
