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Multipower variation for Brownian semistationary processes
Barndorff-Nielsen, Ole E.; Corcuera, José Manual; … - 2009
Persistent link: https://www.econbiz.de/10003849554
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Understanding limit theorems for semimartingales: a short survey
Podolskij, Mark; Vetter, Mathias - 2009
Persistent link: https://www.econbiz.de/10003883610
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Estimation of jump tails
Bollerslev, Tim; Todorov, Viktor - 2010
Persistent link: https://www.econbiz.de/10003959796
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Ambit processes and stochastic partial differential equations
Barndorff-Nielsen, Ole E.; Benth, Fred Espen; Veraart, … - 2010
Persistent link: https://www.econbiz.de/10003959801
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Testing the local volatility assumption : a statistical approach
Podolskij, Mark; Rosenbaum, Mathieu - 2011
Persistent link: https://www.econbiz.de/10008807427
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On u- and v-statistics for discontinuous Itô semimartingales
Podolskij, Mark; Schmidt, Christian; Vetter, Mathias - 2015
Persistent link: https://www.econbiz.de/10011398532
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Limit theorems for stationary increments Lévy driven moving averages
Basse-O'Connor, Andreas; Lachièze-Rey, Raphaël; … - 2015
Persistent link: https://www.econbiz.de/10011398661
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A martingale decomposition of discrete Markov chains
Hansen, Peter Reinhard - 2015
Persistent link: https://www.econbiz.de/10010514601
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A local stable bootstrap for power variations of pure-jump semimartingales and activity index estimation
Hounyo, Ulrich; Varneskov, Rasmus Tangsgaard - 2015
Persistent link: https://www.econbiz.de/10010529445
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Limit theorems for non-degenerate u-statistics of continuous semimartingales
Podolskij, Mark; Schmidt, Christian; Fasciati Ziegel, … - 2012
Persistent link: https://www.econbiz.de/10009627572