Sub-sampling and parametric estimation for multiscale dynamics R Azencott, A Beri, A Jain, I Timofeyev Communications in Mathematical Sciences 11 (4), 939-970, 2013 | 36 | 2013 |
Adaptive sub-sampling for parametric estimation of Gaussian diffusions R Azencott, A Beri, I Timofeyev Journal of Statistical Physics 139 (6), 1066-1089, 2010 | 36 | 2010 |
Parametric estimation of stationary stochastic processes under indirect observability R Azencott, A Beri, I Timofeyev Journal of Statistical Physics 144 (1), 150-170, 2011 | 15 | 2011 |
Real-time market microstructure analysis: online transaction cost analysis R Azencott, A Beri, Y Gadhyan, N Joseph, CA Lehalle, M Rowley Quantitative Finance 14 (7), 1167-1185, 2014 | 8 | 2014 |
Sub-sampling in Parametric Estimation of Stochastic Parameterizations I Timofeyev, R Azencott, A Beri AGU Fall Meeting Abstracts 2010, NG41B-03, 2010 | | 2010 |
Estimation of stochastic models under indirect observability A Beri University of Houston, 2010 | | 2010 |