1005 citations to 10.1007/978-3-662-02514-7 (Crossref Cited-By Service)
  1. P. Mathieu, “Quenched Invariance Principles for Random Walks with Random Conductances”, J Stat Phys, 130, № 5, 2008, 1025  crossref
  2. Congshan Zhang, “Continuous-Time Volatility Regression in Large Panels”, SSRN Journal, 2019  crossref
  3. T. Koski, S. Cambanis, “On the statistics of the error in predictive coding for stationary Ornstein-Uhlenbeck processes”, IEEE Trans. Inform. Theory, 38, № 3, 1992, 1029  crossref
  4. Federico De Olivera, Joss Fajardo, Ernesto Mordecki, “Implied Volatility Smirk in LLvy Markets”, SSRN Journal, 2014  crossref
  5. Harry Van Zanten, “On the rate of convergence of the maximum likelihood estimator in Brownian semimartingale models”, Bernoulli, 11, № 4, 2005  crossref
  6. Sándor Baran, Gyula Pap, “Asymptotic inference for a one-dimensional simultaneous autoregressive model”, Metrika, 74, № 1, 2011, 55  crossref
  7. Michael Sørensen, “A semimartingale approach to some problems in Risk Theory”, ASTIN Bull., 26, № 1, 1996, 15  crossref
  8. Hacène Djellout, “Moderate deviations for martingale differences and applications to φ -mixing sequences”, Stochastics and Stochastic Reports, 73, № 1-2, 2002, 37  crossref
  9. Meiqi Liu, Huijie Qiao, “Uniqueness and superposition of the space-distribution-dependent Zakai equations”, Infin. Dimens. Anal. Quantum. Probab. Relat. Top., 27, № 01, 2024, 2350014  crossref
  10. Lucian Maticiuc, Aurel Răşcanu, Leszek Słomiński, “Multivalued monotone stochastic differential equations with jumps”, Stoch. Dyn., 17, № 03, 2017, 1750018  crossref
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