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Pathwise uniqueness for stochastic differential equations driven by pure jump processes Journal article
Zheng, Jiayu, Xiong, Jie. Pathwise uniqueness for stochastic differential equations driven by pure jump processes[J]. STATISTICS & PROBABILITY LETTERS, 2017, 130, 100-104.
Authors:  Zheng, Jiayu;  Xiong, Jie
Favorite | TC[WOS]:1 TC[Scopus]:1  IF:0.9/0.8 | Submit date：2018/10/30
Pure Jump Process  Weak Uniqueness  Tanaka's Formula  Pathwise Uniqueness  Local Time  
Testing for pure-jump processes for high frequency data Journal article
Kong, X.B., Liu, Z., Jing, B.Y.. Testing for pure-jump processes for high frequency data[J]. The Annals of Statistics, 2015, 847-877.
Authors:  Kong, X.B.;  Liu, Z.;  Jing, B.Y.
Favorite | TC[WOS]:39 TC[Scopus]:45  IF:3.2/4.8 | Submit date：2022/07/27
Ito Semimartingale  Pure-jump Process  Integrated Volatility  Realized Characteristic Function.  
Testing for pure-jump processes for high-frequency data Journal article
Kong X.-B., Liu Z., Jing B.-Y.. Testing for pure-jump processes for high-frequency data[J]. Annals of Statistics, 2015, 43(2), 847.
Authors:  Kong X.-B.;  Liu Z.;  Jing B.-Y.
Favorite | TC[WOS]:39 TC[Scopus]:45 | Submit date：2018/10/30
Integrated Volatility  Itô Semimartingale  Pure-jump Process  Realized Characteristic Function  
Modeling high frequency financial data by pure jump processes Journal article
Jing, B.Y., Kong, X.B., Liu, Z.. Modeling high frequency financial data by pure jump processes[J]. Annals of Statistics, 2012, 759-784.
Authors:  Jing, B.Y.;  Kong, X.B.;  Liu, Z.
Favorite | TC[WOS]:49 TC[Scopus]:55  IF:3.2/4.8 | Submit date：2022/07/27
Diffusion  Pure Jump Process  Semi-martingales  High-frequency Data  Hypothesis Testing  
Modeling high-frequency financial data by pure jump processes Journal article
Jing B.-Y., Kong X.-B., Liu Z.. Modeling high-frequency financial data by pure jump processes[J]. Annals of Statistics, 2012, 40(2), 759-784.
Authors:  Jing B.-Y.;  Kong X.-B.;  Liu Z.
Favorite | TC[WOS]:49 TC[Scopus]:55 | Submit date：2019/02/14
Diffusion  High-frequency Data  Hypothesis Testing  Pure Jump Process  Semi-martingales