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20172021
most citedHigh-dimensional estimation of quadratic variation based on penalized realized variance

5 citations · 9 across the 6 of their papers we have counts for

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math.PR2020

On non-negative solutions of SDDEs with an application to CARMA processes

Mikkel Slot Nielsen, Victor Rohde

This note provides a simple sufficient condition ensuring that solutions of stochastic delay differential equations (SDDEs) driven by subordinators are non-negative. While, to the…