List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Optimal iterative threshold-kernel estimation of jump diffusion processes Statistical Inference for Stochastic Processes | 2021-05-03 | Paper |
| Second-order properties of thresholded realized power variations of FJA additive processes Statistical Inference for Stochastic Processes | 2019-10-23 | Paper |
| Pricing and semimartingale representations of vulnerable contingent claims in regime-switching markets Mathematical Finance | 2014-05-14 | Paper |
| Optimally thresholded realized power variations for Lévy jump diffusion models Stochastic Processes and their Applications | 2014-04-28 | Paper |
| A simple method of computing the sample size for chi-square test for the equality of multinomial distributions Computational Statistics and Data Analysis | 2009-06-16 | Paper |
Research outcomes over time
This page was built for person: Jeffrey A. Nisen
