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researcher

M. Pakkanen

35 papers hereh-index 17983 citations52 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author3
  • first author4
  • middle author15
  • last author13

Across the 35 of 35 papers where every author was matched, so the position is known.

fields
  • math.PR12
  • q-fin.CP5
  • math.ST3
  • q-fin.ST3
  • q-bio.PE2
  • q-fin.TR2

identity via Semantic Scholar / OpenAlex

activity
20082026
most citedHybrid scheme for Brownian semistationary processes

112 citations · 479 across the 30 of their papers we have counts for

collaborators
Showing 2013 · math.PRShow all

1 paper · 2 filters

math.PR2013★ 28 cited

Limit theorems for power variations of ambit fields driven by white noise

Mikko S. Pakkanen

We study the asymptotics of lattice power variations of two-parameter ambit fields driven by white noise. Our first result is a law of large numbers for power variations. Under a c…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.