Orimar Sauri

Available identifiers

Publication	Date of Publication	Type
Local Limit Theorems for Energy Fluxes of Infinite Divisible Random Fields	2023-07-12	Paper
ETF basket-adjusted covariance estimation	2023-06-29	Paper
Limit theorems for trawl processes	2021-11-11	Paper
Invertibility of infinitely divisible continuous-time moving average processes	2021-07-22	Paper
Estimating the Copula of a class of Time-Changed Brownian Motions: A non-parametric Approach	2020-11-13	Paper
On the divergence and vorticity of vector ambit fields	2020-09-03	Paper
Pathwise Decompositions of Brownian Semistationary Processes	2019-06-05	Paper
Brownian semistationary processes and related processes	2017-10-16	Paper
Selfdecomposable fields	2017-04-12	Paper
Positive semidefinite integrated covariance estimation, factorizations and asynchronicity	2017-01-13	Paper
On the class of distributions of subordinated Lévy processes and bases	2016-12-27	Paper
Asymptotic Error Distribution of the Euler Scheme for Fractional Stochastic Delay Differential Equations with Additive Noise	N/A	Paper

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