Reference Citation Analysis: Find an Article, Find a Category, Find a Journal, Find a Scholar

For:	Noven RC, Veraart AED, Gandy A. A Lévy-driven rainfall model with applications to futures pricing. AStA Adv Stat Anal 2015;99:403-32. [DOI: 10.1007/s10182-015-0246-8] [Citation(s) in RCA: 4] [Impact Index Per Article: 0.4] [Reference Citation Analysis] [What about the content of this article? (0)] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 10/24/2022]

Number

Cited by Other Article(s)

Duval C, Mariucci E. Spectral-free estimation of Lévy densities in high-frequency regime. BERNOULLI 2021. [DOI: 10.3150/21-bej1326] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]

Dupuis DJ, Trapin L. Ground-level ozone: Evidence of increasing serial dependence in the extremes. Ann Appl Stat 2019. [DOI: 10.1214/18-aoas1183] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.4] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]

Kurisu D. Nonparametric inference on Lévy measures of compound Poisson-driven Ornstein-Uhlenbeck processes under macroscopic discrete observations. Electron J Stat 2019. [DOI: 10.1214/19-ejs1584] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.2] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]