Crossref Citations
This article has been cited by the following publications. This list is generated based on data provided by
Crossref.
Kashima, Kenji
2011.
Sampled-Data H2 Signal Reconstruction Approach to Weak Approximation Problem for Levy Processes.
Transactions of the Institute of Systems, Control and Information Engineers,
Vol. 24,
Issue. 10,
p.
241.
Kawai, R.
2013.
Numerical Mathematics and Advanced Applications 2011.
p.
841.
Kawai, Reiichiro
2013.
Local Asymptotic Normality Property for Ornstein–Uhlenbeck Processes with Jumps Under Discrete Sampling.
Journal of Theoretical Probability,
Vol. 26,
Issue. 4,
p.
932.
Kawai, Reiichiro
2013.
Fisher Information for Fractional Brownian Motion Under High-Frequency Discrete Sampling.
Communications in Statistics - Theory and Methods,
Vol. 42,
Issue. 9,
p.
1628.
Kawai, Reiichiro
2015.
On the likelihood function of small time variance Gamma Lévy processes.
Statistics,
Vol. 49,
Issue. 1,
p.
63.
Clément, Emmanuelle
and
Gloter, Arnaud
2015.
Local Asymptotic Mixed Normality property for discretely observed stochastic differential equations driven by stable Lévy processes.
Stochastic Processes and their Applications,
Vol. 125,
Issue. 6,
p.
2316.
Kohatsu-Higa, Arturo
Nualart, Eulalia
and
Tran, Ngoc Khue
2017.
LAN property for an ergodic diffusion with jumps.
Statistics,
Vol. 51,
Issue. 2,
p.
419.
Brouste, Alexandre
and
Masuda, Hiroki
2018.
Efficient estimation of stable Lévy process with symmetric jumps.
Statistical Inference for Stochastic Processes,
Vol. 21,
Issue. 2,
p.
289.
Brouste, Alexandre
and
Fukasawa, Masaaki
2018.
Local asymptotic normality property for fractional Gaussian noise under high-frequency observations.
The Annals of Statistics,
Vol. 46,
Issue. 5,
Carnaffan, Sean
and
Kawai, Reiichiro
2019.
Optimal statistical inference for subdiffusion processes.
Journal of Physics A: Mathematical and Theoretical,
Vol. 52,
Issue. 13,
p.
135001.
Jakobsen, Nina Munkholt
and
Sørensen, Michael
2019.
Estimating functions for jump–diffusions.
Stochastic Processes and their Applications,
Vol. 129,
Issue. 9,
p.
3282.
Clément, Emmanuelle
Gloter, Arnaud
and
Nguyen, Huong
2019.
LAMN property for the drift and volatility parameters of a sde driven by a stable Lévy process.
ESAIM: Probability and Statistics,
Vol. 23,
Issue. ,
p.
136.
Massing, Till
2019.
Local asymptotic normality for Student-Lévy processes under high-frequency sampling.
Statistics,
Vol. 53,
Issue. 4,
p.
721.
Clément, Emmanuelle
and
Gloter, Arnaud
2019.
Estimating functions for SDE driven by stable Lévy processes.
Annales de l'Institut Henri Poincaré, Probabilités et Statistiques,
Vol. 55,
Issue. 3,
Kurisu, Daisuke
2019.
Nonparametric inference on Lévy measures of compound Poisson-driven Ornstein-Uhlenbeck processes under macroscopic discrete observations.
Electronic Journal of Statistics,
Vol. 13,
Issue. 2,
Clément, Emmanuelle
and
Gloter, Arnaud
2020.
Joint estimation for SDE driven by locally stable Lévy processes.
Electronic Journal of Statistics,
Vol. 14,
Issue. 2,
Jedidi, Wissem
and
Cai, Ning
2021.
Local Asymptotic Normality Complexity Arising in a Parametric Statistical Lévy Model.
Complexity,
Vol. 2021,
Issue. 1,
Ogihara, Teppei
and
Uehara, Yuma
2023.
Local asymptotic normality for ergodic jump-diffusion processes via transition density approximation.
Bernoulli,
Vol. 29,
Issue. 3,