The following pages link to Jean Jacod (Q207848):
Displayed 50 items.
- Backward stochastic differential equation driven by a marked point process: an elementary approach with an application to optimal control (Q303970) (← links)
- Quarticity and other functionals of volatility: efficient estimation (Q366987) (← links)
- Testing for non-correlation between price and volatility jumps (Q515135) (← links)
- Testing for jumps in noisy high frequency data (Q527932) (← links)
- Calcul stochastique et problèmes de martingales (Q599437) (← links)
- Is Brownian motion necessary to model high-frequency data? (Q605940) (← links)
- Testing whether jumps have finite or infinite activity (Q638809) (← links)
- Discretization of processes. (Q640731) (← links)
- A remark on the weak convergence of processes in the Skorohod topology (Q685730) (← links)
- Identifying the successive Blumenthal-Getoor indices of a discretely observed process (Q693731) (← links)
- Sur le processus de vraisemblance partielle. (On the partial likelihood process) (Q803639) (← links)
- Estimating the degree of activity of jumps in high frequency data (Q834337) (← links)
- Parametric inference for discretely observed non-ergodic diffusions (Q850751) (← links)
- Limit theorems for moving averages of discretized processes plus noise (Q973875) (← links)
- Do price and volatility jump together? (Q990387) (← links)
- Volatility estimators for discretely sampled Lévy processes (Q997383) (← links)
- Testing for jumps in a discretely observed process (Q1002155) (← links)
- Estimation of the Brownian dimension of a continuous Itô process (Q1002566) (← links)
- Partial likelihood process and asymptotic normality (Q1095545) (← links)
- Time reversal on Lévy processes (Q1103963) (← links)
- On the convergence of point processes (Q1107210) (← links)
- Regularity, partial regularity, partial information process, for a filtered statistical model (Q1123494) (← links)
- Item:Q207848 (redirect page) (← links)
- On tightness and stopping times (Q1172317) (← links)
- Random sampling in estimation problems for continuous Gaussian processes with independent increments (Q1208940) (← links)
- On the estimation of the diffusion coefficient for multi-dimensional diffusion processes (Q1209200) (← links)
- Rates of convergence to the local time of a diffusion (Q1264268) (← links)
- Asymptotic error distributions for the Euler method for stochastic differential equations (Q1307078) (← links)
- A central limit theorem for normalized functions of the increments of a diffusion process, in the presence of round-off errors (Q1361122) (← links)
- On the range of options prices (Q1367702) (← links)
- Local martingales and the fundamental asset pricing theorems in the discrete-time case (Q1387768) (← links)
- On asymptotic errors in discretization of processes (Q1394519) (← links)
- Semimartingale: Itô or not ? (Q1683817) (← links)
- Estimating the integrated volatility with tick observations (Q1739633) (← links)
- Limit theorems for integrated local empirical characteristic exponents from noisy high-frequency data with application to volatility and jump activity estimation (Q1751974) (← links)
- Lévy term structure models: no-arbitrage and completeness (Q1776027) (← links)
- Convergence of filtered statistical models and Hellinger processes (Q1825515) (← links)
- Filtered statistical models and Hellinger processes (Q1825516) (← links)
- Local asymptotic normality and mixed normality for Markov statistical models (Q1826192) (← links)
- Probability essentials. (Q1858673) (← links)
- Explicit form and robustness of martingale representations. (Q1872167) (← links)
- The Euler scheme for Lévy driven stochastic differential equations: limit theorems. (Q1878983) (← links)
- Jumping Markov processes (Q1908227) (← links)
- Central limit theorems for approximate quadratic variations of pure jump Itô semimartingales (Q1940236) (← links)
- Irregular sampling and central limit theorems for power variations: the continuous case (Q1944677) (← links)
- Probability essentials (Q1962885) (← links)
- Volatility coupling (Q2054472) (← links)
- From tick data to semimartingales (Q2240473) (← links)
- In memoriam Bronius Grigelionis (1935.11.01--2014.05.23) (Q2257574) (← links)
- Estimation of volatility in a high-frequency setting: a short review (Q2292043) (← links)