← All authors Jeffrey Nisen Quantitative BioSciences (per OpenAlex) · OpenAlex
5 papers in scope · 5 published · 1 on the econ.EM arXiv · 55 citations · h-index 4 (over the papers listed here)
Papers (1 of 5)
published 2020 · Statistical Inference for Stochastic Processes · 1 citations · first circulated 2018
Second-order properties of thresholded realized power variations of FJA additive processes
published 2019 · Statistical Inference for Stochastic Processes · 4 citations
Optimally thresholded realized power variations for Lévy jump diffusion models
published 2013 · Stochastic Processes and their Applications · 18 citations
PRICING AND SEMIMARTINGALE REPRESENTATIONS OF VULNERABLE CONTINGENT CLAIMS IN REGIME‐SWITCHING MARKETS
published 2012 · Mathematical Finance · 16 citations · first circulated 2011
A simple method of computing the sample size for Chi-square test for the equality of multinomial distributions
published 2008 · Computational Statistics & Data Analysis · 16 citations
with Neil C. Schwertman
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