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Results:
1-8
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Results: 8
Authors:
Aït-Sahalia, Yacine
Jacod, Jean
Citation: Aït-sahalia, Yacine et Jacod, Jean, Testing for jumps in a discretely observed process, Annals of statistics , 37(1), 2009, pp. 184-222
Authors:
Aït-Sahalia, Yacine
Jacod, Jean
Citation: Aït-sahalia, Yacine et Jacod, Jean, Volatility Estimators for Discretely Sampled Lévy Processes, Annals of statistics , 35(1), 2007, pp. 355-392
Authors:
Aït-Sahalia, Yacine
Cacho-Diaz, Julio
Hurd, T. R.
Citation: Aït-sahalia, Yacine et al., Portfolio choice with jumps: A closed-form solution, Annals of applied probability , 19(2), 2009, pp. 556-584
Authors:
Aït-Sahalia, Yacine
Citation: Aït-sahalia, Yacine, Closed-Form Likelihood Expansions for Multivariate Diffusions, Annals of statistics , 36(2), 2008, pp. 906-937
Authors:
Aït-Sahalia, Yacine
Jacod, Jean
Citation: Aït-sahalia, Yacine et Jacod, Jean, Testing whether jumps have finite or infinite activity, Annals of statistics , 39(3), 2011, pp. 1689-1719
Authors:
Aït-Sahalia, Yacine
Jacod, Jean
Citation: Aït-sahalia, Yacine et Jacod, Jean, Estimating the degree of activity of jumps in high frequency data, Annals of statistics , 37(5A), 2009, pp. 2202-2244
Authors:
Aït-Sahalia, Yacine
Jacod, Jean
Citation: Aït-sahalia, Yacine et Jacod, Jean, Is Brownian motion necessary to model high-frequency data?, Annals of statistics , 38(5), 2010, pp. 3093-3128
Authors:
Aït-Sahalia, Yacine
Fan, Jianqing
Jiang, Jiancheng
Citation: Aït-sahalia, Yacine et al., Nonparametric tests of the Markov hypothesis in continuous-time models, Annals of statistics , 38(5), 2010, pp. 3129-3163
Risultati:
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