@article {MR3825892,
    AUTHOR = {Belomestny, Denis and Trabs, Mathias},
     TITLE = {Low-rank diffusion matrix estimation for high-dimensional
              time-changed {L}\'{e}vy processes},
   JOURNAL = {Ann. Inst. Henri Poincar\'{e} Probab. Stat.},
  FJOURNAL = {Annales de l'Institut Henri Poincar\'{e} Probabilit\'{e}s et
              Statistiques},
    VOLUME = {54},
      YEAR = {2018},
    NUMBER = {3},
     PAGES = {1583--1621},
      ISSN = {0246-0203},
   MRCLASS = {62M05 (60G51 62G05 62M15)},
  MRNUMBER = {3825892},
       DOI = {10.1214/17-AIHP849},
       URL = {https://doi.org/10.1214/17-AIHP849},
}

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