1

A note on minimal d-separation trees for structural learning

Year:
2010
Language:
english
File:
PDF, 208 KB
english, 2010
3

Programmable aperture photography

Year:
2008
Language:
english
File:
PDF, 17.93 MB
english, 2008
4

Modeling high-frequency financial data by pure jump processes

Year:
2012
Language:
english
File:
PDF, 326 KB
english, 2012
8

Testing for diffusion in a discretely observed semimartingale

Year:
2010
Language:
english
File:
PDF, 455 KB
english, 2010
12

On the jump activity index for semimartingales

Year:
2012
Language:
english
File:
PDF, 443 KB
english, 2012
20

Testing for pure-jump processes for high-frequency data

Year:
2015
Language:
english
File:
PDF, 755 KB
english, 2015
24

MODELING HIGH-FREQUENCY FINANCIAL DATA BY PURE JUMP PROCESSES

Year:
2012
Language:
english
File:
PDF, 1.83 MB
english, 2012
25

On estimation of Hurst parameter under noisy observations

Year:
2016
Language:
english
File:
PDF, 386 KB
english, 2016
28

ESTIMATING VOLATILITY FUNCTIONALS WITH MULTIPLE TRANSACTIONS

Year:
2017
Language:
english
File:
PDF, 625 KB
english, 2017
32

Automatic Peak Selection by a Benjamini-Hochberg-Based Algorithm

Year:
2013
Language:
english
File:
PDF, 422 KB
english, 2013