References

• 2001Diffusions with measurement errors. I. Local Asymptotic Normality137 cited
• 2009Nonparametric estimation for Lévy processes from low-frequency observations121 cited
• 2010Is Brownian motion necessary to model high-frequency data?109 cited
• 2007Volatility estimators for discretely sampled Lévy processes104 cited
• 2006Spectral calibration of exponential Lévy models75 cited
• 2003Decompounding: an estimation problem for Poisson random sums75 cited
• 2012The Realized Laplace Transform of Volatility67 cited
• 2009Small-time expansions for the transition distributions of Lévy processes60 cited
• 2010Nonparametric adaptive estimation for pure jump Lévy processes57 cited
• 2014A remark on the rates of convergence for integrated volatility estimation in the presence of jumps51 cited
• 2009Spectral estimation of the fractional order of a Lévy process50 cited
• 2011Estimation for Levy processes from high frequency data within a long time interval48 cited
• 2011Estimation for Lévy processes from high frequency data within a long time interval45 cited
• 2010Estimation of the characteristics of a Lévy process observed at arbitrary frequency44 cited
• 2009Nonparametric Estimation for Lévy Models Based on Discrete-Sampling