3 citations · 3 across the 2 of their papers we have counts for
2 papers
stat.CO2023
Inference and Sampling of Point Processes from Diffusion Excursions
Ali Hasan, Yu Chen, Yuting Ng +3
Point processes often have a natural interpretation with respect to a continuous process. We propose a point process construction that describes arrival time observations in terms…
math.ST2021★ 3 cited
On statistical estimation and inferences in optional regression models
Mohamed Abdelghani, Alexander Melnikov, Andrey Pak
The main object of investigation in this paper is a very general regression model in optional setting - when an observed process is an optional semimartingale depending on an unkno…