Orimar Sauri

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

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 Journal of Econometrics	2023-06-29	Paper
Limit theorems for trawl processes Electronic Journal of Probability	2021-11-11	Paper
Invertibility of infinitely divisible continuous-time moving average processes (available as arXiv preprint)	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 Stochastic Processes and their Applications	2020-09-03	Paper
Pathwise decompositions of Brownian semistationary processes Theory of Probability & Its Applications	2019-06-05	Paper
Brownian semistationary processes and related processes	2017-10-16	Paper
Selfdecomposable fields Journal of Theoretical Probability	2017-04-12	Paper
Positive semidefinite integrated covariance estimation, factorizations and asynchronicity Journal of Econometrics	2017-01-13	Paper
On the class of distributions of subordinated Lévy processes and bases Stochastic Processes and their Applications	2016-12-27	Paper
Asymptotic Error Distribution of the Euler Scheme for Fractional Stochastic Delay Differential Equations with Additive Noise (available as arXiv preprint)	N/A	Paper

Research outcomes over time

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