| Title | Publication Date | Language | Citations |
|---|---|---|---|
| Estimation of Parameters for Diffusion Processes with Jumps from Discrete Observations | 2006/10/01 | English | 88 |
| Estimating Some Characteristics of the Conditional Distribution in Nonparametric Functional Models | 2006/05/01 | English | 81 |
| Parameter estimation for fractional Ornstein–Uhlenbeck processes of general Hurst parameter | 2017/11/12 | English | 56 |
| New tests for jumps in semimartingale models | 2009/12/19 | English | 48 |
| Maximum likelihood estimation in processes of Ornstein-Uhlenbeck type | 2008/04/29 | English | 40 |