Estimation for diffusion processes from discrete observation

Instantaneous frequency estimation using stochastic calculus and bootstrapping

EURASIP Journal on Applied Signal Processing

Approximation of transition densities of stochastic differential equations by saddlepoint methods applied to small-time Ito---Taylor sample-path expansions

Statistics and Computing

Robust analysis of default intensity

Computational Statistics & Data Analysis

Information ratio test for model misspecification on parametric structures in stochastic diffusion models

Computational Statistics & Data Analysis

Fast centrality-driven diffusion in dynamic networks

Proceedings of the 22nd international conference on World Wide Web companion

On a family of test statistics for discretely observed diffusion processes

Journal of Multivariate Analysis

Parameter estimation for the discretely observed fractional Ornstein---Uhlenbeck process and the Yuima R package

Computational Statistics