| Publication | Date of Publication | Type |
|---|
| Periodic trawl processes: simulation, statistical inference and applications in energy markets | 2024-09-25 | Paper |
| A feasible central limit theorem for realised covariation of SPDEs in the context of functional data | 2024-08-21 | Paper |
| Simulation methods and error analysis for trawl processes and ambit fields | 2023-11-13 | Paper |
| Inference and forecasting for continuous-time integer-valued trawl processes | 2023-09-28 | Paper |
| Asymptotic theory for the inference of the latent trawl model for extreme values | 2023-04-13 | Paper |
| Periodic trawl processes: Simulation, statistical inference and applications in energy markets | 2023-03-07 | Paper |
| Scoring predictions at extreme quantiles | 2022-12-19 | Paper |
| High-frequency estimation of the Lévy-driven graph Ornstein-Uhlenbeck process | 2022-10-18 | Paper |
| Bridging between short-range and long-range dependence with mixed spatio-temporal Ornstein–Uhlenbeck processes | 2022-07-05 | Paper |
| Likelihood theory for the graph Ornstein-Uhlenbeck process | 2022-06-01 | Paper |
| A weak law of large numbers for realised covariation in a Hilbert space setting | 2022-02-11 | Paper |
| Limit theorems for trawl processes | 2021-11-11 | Paper |
| Limit theorems for the realised semicovariances of multivariate Brownian semistationary processes | 2021-11-03 | Paper |
| Hybrid simulation scheme for volatility modulated moving average fields | 2021-03-02 | Paper |
| High-frequency Estimation of the L\'evy-driven Graph Ornstein-Uhlenbeck process | 2020-08-25 | Paper |
| Likelihood theory for the Graph Ornstein-Uhlenbeck process | 2020-05-26 | Paper |
| Limit theorems for multivariate Brownian semistationary processes and feasible results | 2019-12-09 | Paper |
| Mixing properties of multivariate infinitely divisible random fields | 2019-10-22 | Paper |
| A central limit theorem for the realised covariation of a bivariate Brownian semistationary process | 2019-06-14 | Paper |
| Modeling, simulation and inference for multivariate time series of counts using trawl processes | 2019-01-04 | Paper |
| Modeling, simulation and inference for multivariate time series of counts using trawl processes | 2019-01-01 | Paper |
| A Lévy-driven rainfall model with applications to futures pricing | 2018-11-12 | Paper |
| Ambit Stochastics | 2018-10-02 | Paper |
| Hybrid simulation scheme for volatility modulated moving average fields | 2017-09-05 | Paper |
| A weak law of large numbers for estimating the correlation in bivariate Brownian semistationary processes | 2017-07-26 | Paper |
| Spatio‐temporal Ornstein–Uhlenbeck Processes: Theory, Simulation and Statistical Inference | 2017-03-03 | Paper |
| On the class of distributions of subordinated Lévy processes and bases | 2016-12-27 | Paper |
| Modeling the variance risk premium of equity indices: the role of dependence and contagion | 2016-06-15 | Paper |
| Stationary and multi-self-similar random fields with stochastic volatility | 2016-04-27 | Paper |
| Modelling the Impact of Wind Power Production on Electricity Prices by Regime-Switching Lévy Semistationary Processes | 2016-04-22 | Paper |
| Recent advances in ambit stochastics with a view towards tempo-spatial stochastic volatility/intermittency | 2015-04-08 | Paper |
| Approximating Lévy Semistationary Processes via Fourier Methods in the Context of Power Markets | 2015-01-20 | Paper |
| Stochastic volatility and stochastic leverage | 2014-11-12 | Paper |
| Integer-valued trawl processes: a class of stationary infinitely divisible processes | 2014-10-09 | Paper |
| Modelling Electricity Futures by Ambit Fields | 2014-09-25 | Paper |
| Modelling energy spot prices by volatility modulated Lévy-driven Volterra processes | 2013-08-16 | Paper |
| How precise is the finite sample approximation of the asymptotic distribution of realised variation measures in the presence of jumps? | 2011-08-25 | Paper |
| Ambit Processes and Stochastic Partial Differential Equations | 2011-08-08 | Paper |
| Likelihood estimation of Lévy‐driven stochastic volatility models through realized variance measures | 2011-07-27 | Paper |
| INFERENCE FOR THE JUMP PART OF QUADRATIC VARIATION OF ITÔ SEMIMARTINGALES | 2010-04-23 | Paper |
