Articles citing this article

The Citing articles tool gives a list of articles citing the current article.
The citing articles come from EDP Sciences database, as well as other publishers participating in CrossRef Cited-by Linking Program. You can set up your personal account to receive an email alert each time this article is cited by a new article (see the menu on the right-hand side of the abstract page).

Cited article:

Optimal convergence rates for the invariant density estimation of jump-diffusion processes

Chiara Amorino and Eulalia Nualart
ESAIM: Probability and Statistics 26 126 (2022)

Rate of estimation for the stationary distribution of jump-processes over anisotropic Holder classes

Chiara Amorino
Electronic Journal of Statistics 15 (2) (2021)

Invariant density adaptive estimation for ergodic jump–diffusion processes over anisotropic classes

Chiara Amorino and Arnaud Gloter
Journal of Statistical Planning and Inference 213 106 (2021)

Bias Correction Estimation for a Continuous‐Time Asset Return Model with Jumps

Yuping Song, Ying Chen and Zhouwei Wang
Journal of Time Series Analysis 40 (1) 66 (2019)

Variance reduction estimation for return models with jumps using gamma asymmetric kernels

Yuping Song, Weijie Hou and Shengyi Zhou
Studies in Nonlinear Dynamics & Econometrics 23 (5) (2019)