OpenAlex is a bibliographic catalogue of scientific papers, authors and institutions accessible in open access mode, named after the Library of Alexandria. It's citation coverage is excellent and I hope you will find utility in this listing of citing articles!
If you click the article title, you'll navigate to the article, as listed in CrossRef. If you click the Open Access links, you'll navigate to the "best Open Access location". Clicking the citation count will open this listing for that article. Lastly at the bottom of the page, you'll find basic pagination options.
Requested Article:
Rate-optimal estimation of the Blumenthal–Getoor index of a Lévy process
Fabian Mies
Electronic Journal of Statistics (2020) Vol. 14, Iss. 2
Open Access | Times Cited: 7
Fabian Mies
Electronic Journal of Statistics (2020) Vol. 14, Iss. 2
Open Access | Times Cited: 7
Showing 7 citing articles:
Unbiased truncated quadratic variation for volatility estimation in jump diffusion processes
Chiara Amorino, Arnaud Gloter
Stochastic Processes and their Applications (2020) Vol. 130, Iss. 10, pp. 5888-5939
Open Access | Times Cited: 12
Chiara Amorino, Arnaud Gloter
Stochastic Processes and their Applications (2020) Vol. 130, Iss. 10, pp. 5888-5939
Open Access | Times Cited: 12
Estimation of mixed fractional stable processes using high-frequency data
Fabian Mies, Mark Podolskij
The Annals of Statistics (2023) Vol. 51, Iss. 5
Open Access | Times Cited: 4
Fabian Mies, Mark Podolskij
The Annals of Statistics (2023) Vol. 51, Iss. 5
Open Access | Times Cited: 4
Estimation of Tempered Stable Lévy Models of Infinite Variation
José E. Figueroa‐López, Ruoting Gong, Yuchen Han
Methodology And Computing In Applied Probability (2022) Vol. 24, Iss. 2, pp. 713-747
Closed Access | Times Cited: 3
José E. Figueroa‐López, Ruoting Gong, Yuchen Han
Methodology And Computing In Applied Probability (2022) Vol. 24, Iss. 2, pp. 713-747
Closed Access | Times Cited: 3
Efficient integrated volatility estimation in the presence of infinite variation jumps via debiased truncated realized variations
B. Cooper Boniece, José E. Figueroa‐López, Yuchen Han
Stochastic Processes and their Applications (2024) Vol. 176, pp. 104429-104429
Open Access
B. Cooper Boniece, José E. Figueroa‐López, Yuchen Han
Stochastic Processes and their Applications (2024) Vol. 176, pp. 104429-104429
Open Access
Estimation of state-dependent jump activity and drift for Markovian semimartingales
Fabian Mies
Journal of Statistical Planning and Inference (2020) Vol. 210, pp. 114-140
Open Access | Times Cited: 2
Fabian Mies
Journal of Statistical Planning and Inference (2020) Vol. 210, pp. 114-140
Open Access | Times Cited: 2
