@article{PS_2020__24_1_963_0,
     author = {Deschatre, Thomas and F\'eron, Olivier and Hoffmann, Marc},
     title = {Estimating fast mean-reverting jumps in electricity market models},
     journal = {ESAIM: Probability and Statistics},
     pages = {963--1002},
     publisher = {EDP-Sciences},
     volume = {24},
     year = {2020},
     doi = {10.1051/ps/2020027},
     mrnumber = {4187112},
     zbl = {1455.62198},
     language = {en},
     url = {http://archive.numdam.org/articles/10.1051/ps/2020027/}
}