Arjun Beri

Arjun Beri

Ohio State University - Columbus / United States
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 5178635
person_outline Arjun Beri's MOST POPULAR ARTICLES
1-) Sub-sampling and parametric estimation for multiscale dynamics Communications in Mathematical Sciences 11 (4), 939-970, 2013
2-) Adaptive sub-sampling for parametric estimation of Gaussian diffusions Journal of Statistical Physics 139 (6), 1066-1089, 2010
3-) Parametric estimation of stationary stochastic processes under indirect observability Journal of Statistical Physics 144 (1), 150-170, 2011
4-) Real-time market microstructure analysis: online transaction cost analysis Quantitative Finance 14 (7), 1167-1185, 2014
5-) Sub-sampling in Parametric Estimation of Stochastic ParameterizationsI Timofeyev, R Azencott, A BeriAGU Fall Meeting Abstracts 2010, NG41B-03, 20102010