| Statistical inference for ergodic point processes and application to limit order book S Clinet, N Yoshida Stochastic Processes and their Applications 127 (6), 1800-1839, 2017 | 50 | 2017 |
| Estimation for high-frequency data under parametric market microstructure noise S Clinet, Y Potiron Annals of the Institute of Statistical Mathematics 73, 649-669, 2021 | 20 | 2021 |
| Testing if the market microstructure noise is fully explained by the informational content of some variables from the limit order book S Clinet, Y Potiron Journal of Econometrics 209 (2), 289-337, 2019 | 19* | 2019 |
| Statistical inference for the doubly stochastic self-exciting process S Clinet, Y Potiron | 16* | 2018 |
| Efficient asymptotic variance reduction when estimating volatility in high frequency data S Clinet, Y Potiron Journal of Econometrics 206 (1), 103-142, 2018 | 16 | 2018 |
| Disentangling sources of high frequency market microstructure noise S Clinet, Y Potiron Journal of Business & Economic Statistics 39 (1), 18-39, 2021 | 11* | 2021 |
| Asymptotic distribution of the score test for detecting marks in hawkes processes S Clinet, WTM Dunsmuir, GW Peters, KA Richards Statistical Inference for Stochastic Processes 24 (3), 635-668, 2021 | 4 | 2021 |
| Cointegration in high frequency data S Clinet, Y Potiron | 4 | 2021 |
| Quasi-likelihood analysis for marked point processes and application to marked Hawkes processes S Clinet Statistical Inference for Stochastic Processes 25 (2), 189-225, 2022 | 2 | 2022 |
| Optimal trading: a model predictive control approach S Clinet, JF Perreton, S Reydellet arXiv preprint arXiv:2110.11008, 2021 | | 2021 |
Yoann POTIRONAssociate Professor at Keio University, Faculty of Business and CommerceVerified email at fbc.keio.ac.jp
