|
|
| Property / cites work |
| | |
| Property / cites work: Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: Estimators of diffusions with randomly spaced discrete observations: a general theory / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: The Effects of Random and Discrete Sampling when Estimating Continuous-Time Diffusions / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: Invariant measures and symmetry property of Lévy type operators / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: Lévy Processes and Stochastic Calculus / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: Q4210478 / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: Q2716350 / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: An Itô formula for generalized functionals of a fractional Brownian motion with arbitrary Hurst parameter. / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: Q4865042 / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: Q4223075 / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: Q3292891 / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: Pattern formation below criticality forced by noise / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: Estimation for Nonnegative Lévy-Driven Ornstein-Uhlenbeck Processes / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: A stochastic pitchfork bifurcation in a reaction-diffusion equation / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: Q3581693 / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: Power variation of some integral fractional processes / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: A Functional Central Limit Theorem for the Realized Power Variation of Integrated Stable Processes / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: Estimating the parameters of a fractional Brownian motion by discrete variations of its sample paths / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: Additive noise destroys a pitchfork bifurcation / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: Estimation of the coefficients of a diffusion from discrete observations / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: Stochastic Equations in Infinite Dimensions / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: Pricing weather derivatives by marginal value / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: Q5822308 / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: A Stochastic Approach for Parameterizing Unresolved Scales in a System with Memory / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: Stochastic modeling of unresolved scales in complex systems / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: Canonical Sample Spaces for Random Dynamical Systems / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: Stochastic parameterization for large eddy simulation of geophysical flows / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: On estimating the diffusion coefficient / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: Likelihood Inference for Discretely Observed Nonlinear Diffusions / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: Parameter Estimates for Symmetric Stable Distributions / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: Approximate discrete-time schemes for statistics of diffusion processes / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: Q4266081 / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: On the estimation of the diffusion coefficient for multi-dimensional diffusion processes / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: Q4311643 / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: Parameter estimation for discretely observed stochastic volatility models / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: Q3581697 / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: Quasi-likelihood and its application. A general approach to optimal parameter estimation / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: Noise-induced transitions. Theory and applications in physics, chemistry, and biology / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: Quasi-likelihood estimation for semimartingales / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: Q3920437 / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: Q3992729 / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: MODEL REDUCTION AND STOCHASTIC RESONANCE / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: First exit times of SDEs driven by stable Lévy processes / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: First exit times for Lévy-driven diffusions with exponentially light jumps / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: Parametric inference for discretely observed non-ergodic diffusions / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: Stochastic modelling: replacing fast degrees of freedom by noise / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: Q4002114 / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: Simple and Explicit Estimating Functions for a Discretely Observed Diffusion Process / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: Q3566784 / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: Parameter estimation and optimal filtering for fractional type stochastic systems / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: Statistical analysis of the fractional Ornstein--Uhlenbeck type process / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: Q5313290 / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: Q4247109 / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: Regression-Type Estimation of the Parameters of Stable Laws / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: Q5700325 / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: Density parameter estimation of skewed α-stable distributions / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: Parameter estimation for diffusion type processes of observation / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: Filtering and parameter estimation in a simple linear system driven by a fractional Brownian motion / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: Q4145232 / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: Q4139359 / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: Synchronization of systems of Marcus canonical equations driven by \(\alpha \)-stable noises / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: Long-Term Memory in Stock Market Prices / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: Fractional Brownian Motions, Fractional Noises and Applications / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: Random Dynamical Systems and Stationary Solutions of Differential Equations Driven by the Fractional Brownian Motion / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: Simple consistent estimators of stable distribution parameters / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: Stochastic calculus for fractional Brownian motion and related processes. / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: On the absolute continuity of Lévy processes with drift / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: An elementary approach to a Girsanov formula and other analytical results on fractional Brownian motions / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: Q4811448 / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: Applied stochastic control of jump diffusions. / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: Stochastic differential equations. An introduction with applications. / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: Stochastic Calculus for Fractional Brownian Motion and Applications / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: Q5106576 / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: Q3223595 / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: Consistency and asymptotic normality of an approximate maximum likelihood estimator for discretely observed diffusion processes / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: Stochastic Partial Differential Equations with Levy Noise / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: Q4947392 / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: Q4264747 / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: Q4828192 / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: Estimation in Univariate and Multivariate Stable Distributions / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: Estimation of a time series model from unequally spaced data / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: Q4937701 / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: Fractional Fokker–Planck equation for nonlinear stochastic differential equations driven by non-Gaussian Lévy stable noises / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: Lévy flights and related topics in physics. Proceedings of the international workshop, held at Nice, France, 27-30 June, 1994 / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: On asymptotics of estimating functions / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: Q3862204 / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: ESTIMATORS FOR LONG-RANGE DEPENDENCE: AN EMPIRICAL STUDY / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: Q4748912 / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: Probability and partial differential equations in modern applied mathematics. Selected papers presented at the 2003 IMA summer program, Minneapolis, MN, USA, July 21 -- August 1, 2003 / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: Q3334692 / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: Q2738731 / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: Correlation theory of processes with random stationary 𝑛th increments / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: AN INTERMEDIATE REGIME FOR EXIT PHENOMENA DRIVEN BY NON-GAUSSIAN LÉVY NOISES / rank |
| | Normal rank |
| Property / cites work |
| | |
| Property / cites work: Estimation for diffusion processes from discrete observation / rank |
| | Normal rank |