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20062026
most citedAsymptotic theory of semiparametric -estimators for stochastic processes with applications to ergodic diffusions and time series

10 citations · 17 across the 13 of their papers we have counts for

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math.PR2007★ 6 cited

On the paper ``Weak convergence of some classes of martingales with jumps''

Yoichi Nishiyama

This note extends some results of Nishiyama [Ann. Probab. 28 (2000) 685--712]. A maximal inequality for stochastic integrals with respect to integer-valued random measures which ma…