//-->
Nonparametric modelling of financial time series
Heid, Frank, (1998)
Nonparametric modeling in financial time series
Franke, Jürgen, (2009)
Jump variation estimation with noisy high frequency financial data via wavelets
Zhang, Xin, (2016)
Stochastic integral representation and properties of the wavelet coefficients of linear fractional stable motion
Delbeke, Lieve, (2000)
Can continuous-time stationary stable processes have discrete linear representations?
Pipiras, Vladas, (2003)
SHARED BICYCLES IN A CITY: A SIGNAL PROCESSING AND DATA ANALYSIS PERSPECTIVE
BORGNAT, PIERRE, (2011)