← All authors Yoann Potiron Keio University (from arXiv:2604.15811, 2026) · ORCID · OpenAlex
14 papers in scope · 13 published · 1 on the econ.EM arXiv · 155 citations · h-index 7 (over the papers listed here)
Papers (2 of 14)
working paper 2026 · arXiv
Nonparametric estimation of hitting-time variance
published 2026 · Annals of the Institute of Statistical Mathematics
with Julian Kota Kikuchi, Chang Yuan Li
First passage time and inverse problem for continuous local martingales
published 2026 · Journal of Statistical Planning and Inference · 2 citations
Mutually Exciting Point Processes with Latency
published 2025 · Journal of the American Statistical Association
with Vladimir Volkov
Non-explicit formula of boundary crossing probabilities by the Girsanov theorem
published 2024 · Annals of the Institute of Statistical Mathematics · 2 citations · first circulated 2023
published 2021 · Electronic Journal of Statistics
with Simon Clinet
Estimation for high-frequency data under parametric market microstructure noise
published 2020 · Annals of the Institute of Statistical Mathematics · 14 citations · first circulated 2017
with Simon Clinet
Disentangling Sources of High Frequency Market Microstructure Noise
published 2019 · Journal of Business and Economic Statistics · 15 citations · first circulated 2018
with Simon Clinet
Local Parametric Estimation in High Frequency Data
published 2019 · Journal of Business and Economic Statistics · 5 citations
Testing if the market microstructure noise is fully explained by the informational content of some variables from the limit order book
published 2019 · Journal of Econometrics · 23 citations · first circulated 2017
with Simon Clinet
Efficient asymptotic variance reduction when estimating volatility in high frequency data
published 2018 · Journal of Econometrics · 17 citations · first circulated 2017
with Simon Clinet
Statistical inference for the doubly stochastic self-exciting process
published 2018 · Bernoulli · 17 citations · first circulated 2016
with Simon Clinet
Classifying patents based on their semantic content
published 2017 · PLoS ONE · 38 citations
with Antonin Bergeaud, Juste Raimbault
Estimation of integrated quadratic covariation with endogenous sampling times
published 2016 · Journal of Econometrics · 22 citations · first circulated 2015
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
Built from arXiv and OpenAlex. Supported by UKRI grant APP47921 (Martin Weidner, UCL · Francis J. DiTraglia, Oxford).