Primary Recipient

PURDUE UNIVERSITY

Amount

$107,250.00

Award Date

7/07/2009

Administering Agency

National Science Foundation

CDFA Number

47.082

CDFA Program Title

Trans-NSF Recovery Act Reasearch Support

Description

The investigator studies nonparametric methods for continuous-time jump processes that are contaminated by a background noise, or are affected by random clocks. In financial markets, for instance, the background noise is a byproduct of the way trading tak