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Cited by

• 2009Inference for Continuous Semimartingales Observed at High Frequency193 cited
• 2006Estimation of Parameters for Diffusion Processes with Jumps from Discrete Observations138 cited
• 2005A Selective Overview of Nonparametric Methods in Financial Econometrics135 cited
• 2002Propriété LAN pour les diffusions ergodiques avec observations discrètes119 cited
• 2005Jackknifing Bond Option Prices111 cited
• 2002Asymptotic nonequivalence of GARCH models and diffusions104 cited
• 2003Likelihood-based specification analysis of continuous-time models of the short-term interest rate104 cited
• 2004Nonparametric estimation of scalar diffusions based on low frequency data102 cited
• 2010Estimating Functions for Discretely Sampled Diffusion-Type Models99 cited
• 2012Adaptive estimation of an ergodic diffusion process based on sampled data93 cited
• 2004Estimation of Continuous-Time Markov Processes Sampled at Random Time Intervals93 cited
• 2009Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance91 cited
• 2000Simple and Explicit Estimating Functions for a Discretely Observed Diffusion Process84 cited
• 2012Parameter estimation for the discretely observed fractional Ornstein–Uhlenbeck process and the Yuima R package