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• 1983Asymptotic theory for non-linear least squares estimator for diffusion processes66 cited
• 2004Maximum Likelihood Estimation of Asymmetric Jump-Diffusion Processes: Application to Security Prices57 cited
• 1988The consistency of a non-linear least squares estimator from diffusion processes55 cited
• 1996On effects of discretization on estimators of drift parameters for diffusion processes51 cited
• 2009Least squares estimator for discretely observed Ornstein–Uhlenbeck processes with small Lévy noises48 cited
• 2013Least squares estimators for discretely observed stochastic processes driven by small Lévy noises40 cited
• 2001Rates of convergence of approximate maximum likelihood estimators in the Ornstein-Uhlenbeck process28 cited
• 2015Consistency of the drift parameter estimator for the discretized fractional Ornstein–Uhlenbeck process with Hurst index H ∈ (0, 12)27 cited
• 2009Notes on drift estimation for certain non-recurrent diffusion processes from sampled data23 cited
• 2017Inference for a change-point problem under a generalised Ornstein–Uhlenbeck setting12 cited