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Estimation of Parameters for Diffusion Processes with Jumps from Discrete Observations

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1993On the estimation of the diffusion coefficient for multi-dimensional diffusion processes226 cited

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2012Parametric estimation of the driving Lévy process of multivariate CARMA processes from discrete observations48 cited
2013Convergence of Gaussian quasi-likelihood random fields for ergodic Lévy driven SDE observed at high frequency

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2013Least squares estimators for discretely observed stochastic processes driven by small Lévy noises40 cited

2016Least squares estimators for stochastic differential equations driven by small Lévy noises39 cited

2013Quasi likelihood analysis of volatility and nondegeneracy of statistical random field33 cited

2012Realized Laplace transforms for pure-jump semimartingales31 cited

2010Parameter estimation for a class of stochastic differential equations driven by small stable noises from discrete observations30 cited

2016LAN property for an ergodic diffusion with jumps28 cited

2013Non-parametric adaptive estimation of the drift for a jump diffusion process27 cited