The following pages link to Mark Podolskij (Q289156):
Displaying 50 items.
- (Q73990) (redirect page) (← links)
- Estimation of the linear fractional stable motion (Q98645) (← links)
- Realized range-based estimation of integrated variance (Q289157) (← links)
- Testing the parametric form of the volatility in continuous time diffusion models -- a stochastic process approach (Q291102) (← links)
- (Q391799) (redirect page) (← links)
- On covariation estimation for multivariate continuous Itō semimartingales with noise in non-synchronous observation schemes (Q391800) (← links)
- (Q470420) (redirect page) (← links)
- Testing the local volatility assumption: a statistical approach (Q470421) (← links)
- Limit theorems for nondegenerate \(U\)-statistics of continuous semimartingales (Q473167) (← links)
- (Q505569) (redirect page) (← links)
- Estimation of the global regularity of a multifractional Brownian motion (Q505570) (← links)
- Edgeworth expansion for functionals of continuous diffusion processes (Q511473) (← links)
- Inference from high-frequency data: a subsampling approach (Q515131) (← links)
- Quantitative Breuer-Major theorems (Q544489) (← links)
- Estimation of volatility functionals in the simultaneous presence of microstructure noise and jumps (Q605016) (← links)
- Multipower variation for Brownian semistationary processes (Q654402) (← links)
- Power variation for a class of stationary increments Lévy driven moving averages (Q682272) (← links)
- Realised quantile-based estimation of the integrated variance (Q736690) (← links)
- Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data (Q736693) (← links)
- Bipower-type estimation in a noisy diffusion setting (Q841480) (← links)
- A note on the central limit theorem for bipower variation of general functions (Q927926) (← links)
- Bias-correcting the realized range-based variance in the presence of market microstructure noise (Q964674) (← links)
- Limit theorems for moving averages of discretized processes plus noise (Q973875) (← links)
- Power variation for Gaussian processes with stationary increments (Q1019612) (← links)
- Is the diurnal pattern sufficient to explain intraday variation in volatility? A nonparametric assessment (Q1644249) (← links)
- Book review of: V. Féray et al., Mod-\(\phi\) convergence. Normality zones and precise deviations (Q1645097) (← links)
- On limit theory for Lévy semi-stationary processes (Q1708996) (← links)
- On estimation of quadratic variation for multivariate pure jump semimartingales (Q2029771) (← links)
- Power variations for fractional type infinitely divisible random fields (Q2042821) (← links)
- Optimal estimation of the supremum and occupation times of a self-similar Lévy process (Q2136630) (← links)
- A note on parametric estimation of Lévy moving average processes (Q2179548) (← links)
- A Berry-Esseén theorem for partial sums of functionals of heavy-tailed moving averages (Q2184590) (← links)
- A minimal contrast estimator for the linear fractional stable motion (Q2194054) (← links)
- On Dantzig and Lasso estimators of the drift in a high dimensional Ornstein-Uhlenbeck model (Q2219216) (← links)
- High-frequency asymptotics for path-dependent functionals of Itô semimartingales (Q2258821) (← links)
- On limit theory for functionals of stationary increments Lévy driven moving averages (Q2274198) (← links)
- The asymptotic error of chaos expansion approximations for stochastic differential equations (Q2326537) (← links)
- Microstructure noise in the continuous case: the pre-averaging approach (Q2389230) (← links)
- Goodness-of-fit testing for fractional diffusions (Q2392825) (← links)
- On \(U\)- and \(V\)-statistics for discontinuous Itô semimartingales (Q2403211) (← links)
- Testing the maximal rank of the volatility process for continuous diffusions observed with noise (Q2405147) (← links)
- Edgeworth expansion for the pre-averaging estimator (Q2408996) (← links)
- A limit theorem for a class of stationary increments Lévy moving average process with multiple singularities (Q2414851) (← links)
- A test for the rank of the volatility process: the random perturbation approach (Q2438757) (← links)
- Asymptotic theory for Brownian semi-stationary processes with application to turbulence (Q2447644) (← links)
- On non-standard limits of Brownian semi-stationary processes (Q2512851) (← links)
- Edgeworth expansion for Euler approximation of continuous diffusion processes (Q2657930) (← links)
- Semiparametric estimation of McKean-Vlasov SDEs (Q2686604) (← links)
- A Weak Limit Theorem for Numerical Approximation of Brownian Semi-stationary Processes (Q2801791) (← links)
- Limit Theorems for Functionals of Higher Order Differences of Brownian Semi-Stationary Processes (Q2838135) (← links)
