D. Giraudo

activity

20132026

most citedInvariance principle via orthomartingale approximation

20 citations · 88 across the 22 of their papers we have counts for

collaborators

Showing 2020Show all

3 papers · 1 filter

math.PR2020

Convergence of the empirical two-sample $U$ -statistics with $β$ -mixing data

Herold Dehling, Davide Giraudo, Olimjon Sharipov

We consider the empirical two-sample $U$ -statistic with strictly $β$ -mixing strictly stationary data and inverstigate its convergence in Skorohod spaces. We then provide an applica…

math.ST2020

Change-point tests for the tail parameter of Long Memory Stochastic Volatility time series

Annika Betken, Davide Giraudo, Rafał Kulik

We consider a change-point test based on the Hill estimator to test for structural changes in the tail index of Long Memory Stochastic Volatility time series. In order to determine…

math.PR2020★ 2 cited

Bound on the maximal function associated to the bounded law of the iterated logarithms via orthomartingale approximation

Davide Giraudo

We give sufficient conditions for the bounded law of the iterated logarithms for strictly stationary random fields when the summation is done on rectangle. The study is done by the…

Convergence of the empirical two-sample U-statistics with β-mixing data

Change-point tests for the tail parameter of Long Memory Stochastic Volatility time series

Bound on the maximal function associated to the bounded law of the iterated logarithms via orthomartingale approximation

Convergence of the empirical two-sample $U$ -statistics with $β$ -mixing data