Classifying patents based on their semantic content A Bergeaud, Y Potiron, J Raimbault PloS one 12 (4), e0176310, 2017 | 52 | 2017 |
Estimation of integrated quadratic covariation with endogenous sampling times Y Potiron, PA Mykland Journal of Econometrics 197 (1), 20-41, 2017 | 29* | 2017 |
Local parametric estimation in high frequency data Y Potiron, P Mykland Journal of Business & Economic Statistics 38 (3), 679-692, 2020 | 27* | 2020 |
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 | 21 | 2021 |
Statistical inference for the doubly stochastic self-exciting process S Clinet, Y Potiron Bernoulli 24 (4B), 3469-3493, 2018 | 21 | 2018 |
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 | 20* | 2019 |
Efficient asymptotic variance reduction when estimating volatility in high frequency data S Clinet, Y Potiron Journal of Econometrics 206 (1), 103-142, 2018 | 14 | 2018 |
Disentangling sources of high frequency market microstructure noise S Clinet, Y Potiron Journal of Business & Economic Statistics, 1-22, 2019 | 12* | 2019 |
Approximation convergence in the inverse first-passage time problem Y Potiron arXiv preprint arXiv:2106.11573, 2021 | 8* | 2021 |
High-frequency estimation of Itô semimartingale baseline for Hawkes processes Y Potiron, O Scaillet, V Volkov, S Yu | 4* | 2025 |
Mutually exciting point processes with latency Y Potiron, V Volkov | 3 | 2025 |
Non-explicit formula of boundary crossing probabilities by the Girsanov theorem Y Potiron Annals of the Institute of Statistical Mathematics, 1-33, 2024 | 3* | 2024 |
Cointegration in high frequency data S Clinet, Y Potiron Electronic Journal of Statistics 15 (1), 1263-1327, 2021 | 3 | 2021 |
Nonparametric estimation of hitting-time variance JK Kikuchi, CY Li, Y Potiron Working paper, 2024 | 2 | 2024 |
First passage time and inverse problem for continuous local martingales Y Potiron Working paper available at https://www. fbc. keio. ac. jp/∼ potiron …, 2023 | 2* | 2023 |
Estimation of time-dependent latency with locally stationary Hawkes processes D Erdemlioglu, Y Potiron, V Volkov | 1 | 2025 |
Inference for Hawkes processes with a general kernel Y Potiron | | 2025 |
Nonparametric local estimation of the partial area under the receiver operating characteristic curve CY Li, Y Potiron | | 2025 |