360 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- Aalto UniversityFI12 papers
- Copenhagen Business SchoolDK2 papers
- Dynamic Systems (United States)US2 papers
- Hamad bin Khalifa UniversityQA2 papers
- Luleå University of TechnologySE2 papers
- Saarland UniversityDE2 papers
- University of LuxembourgLU2 papers
- Vasyl' Stus Donetsk National UniversityUA2 papers
- Aarhus UniversityDK1 paper
- Åbo Akademi UniversityFI1 paper
- Chinese University of Hong KongHK1 paper
- Clarkson UniversityUS1 paper
4 papers · 2 filters
Asymptotic normality of randomized periodogram for estimating quadratic variation in mixed Brownian--fractional Brownian model
Ehsan Azmoodeh, Tommi Sottinen, Lauri Viitasaari
We study asymptotic normality of the randomized periodogram estimator of quadratic variation in the mixed Brownian--fractional Brownian model. In the semimartingale case, that is,…
Stochastic Analysis of Gaussian Processes via Fredholm Representation
Tommi Sottinen, Lauri Viitasaari
We show that every separable Gaussian process with integrable variance function admits a Fredholm representation with respect to a Brownian motion. We extend the Fredholm represent…
Necessary and Sufficient Conditions for Hölder Continuity of Gaussian Processes
Ehsan Azmoodeh, Tommi Sottinen, Lauri Viitasaari +1
The continuity of Gaussian processes is extensively studied topic and it culminates in the Talagrand's notion of majorizing measures that gives complicated necessary and sufficient…
Representation of self-similar Gaussian processes
Adil Yazigi
We develop the canonical Volterra representation for a self-similar Gaussian process by using the Lamperti transformation of the corresponding stationary Gaussian process, where th…