1005 citations to 10.1007/978-3-662-02514-7 (Crossref Cited-By Service)
  1. Yasutaka Shimizu, “M-Estimation for Discretely Observed Ergodic Diffusion Processes with Infinitely Many Jumps”, Stat Infer Stoch Process, 9, no. 2, 2006, 179  crossref
  2. Yoichi Nishiyama, “Local asymptotic normality of a sequential model for marked point processes and its applications”, Ann Inst Stat Math, 47, no. 2, 1995, 195  crossref
  3. Jie Xiong, Xiaowen Zhou, “On the Duality between Coalescing Brownian Motions”, Can. j. math., 57, no. 1, 2005, 204  crossref
  4. Christa Cuchiero, Martin Keller-Ressel, Josef Teichmann, “Polynomial processes and their applications to mathematical finance”, Finance Stoch, 16, no. 4, 2012, 711  crossref
  5. Martijn R. Pistorius, Encyclopedia of Actuarial Science, 2004  crossref
  6. Pavel V. Gapeev, Uwe Küchler, “On large deviations in testing Ornstein–Uhlenbeck-type models”, Stat Infer Stoch Process, 11, no. 2, 2008, 143  crossref
  7. Huaiqian Li, Jian Wang, “Littlewood-Paley-Stein estimates for non-local Dirichlet forms”, JAMA, 143, no. 2, 2021, 401  crossref
  8. Antonio Mele, Yoshiki Obayashi, “Volatility Indexes and Contracts for Government Bonds and Time Deposits”, SSRN Journal, 2013  crossref
  9. Asaf Cohen, “Parameter Estimation: The Proper Way to Use Bayesian Posterior Processes with Brownian Noise”, Mathematics of OR, 40, no. 2, 2015, 361  crossref
  10. Jiaohui Xu, Tomás Caraballo, José Valero, “Dynamics and Large Deviations for Fractional Stochastic Partial Differential Equations with Lévy Noise”, SIAM J. Math. Anal., 56, no. 1, 2024, 1016  crossref
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