Estimation of a noisy subordinated Brownian motion via two-scales power variations
Work
Year: 2017
Type: article
Authors José E. Figueroa‐López, Kiseop Lee
Institution Washington University in St. Louis
Cites: 27
Cited by: 4
Related to: 10
FWCI: 0.512
Citation percentile (by year/subfield): 61.77
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Sustainable Development Goal Sustainable cities and communities
Open Access status: bronze
Grant IDS DMS-1561141, DMS-1613016