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researcher

M. Podolskij

59 papers hereh-index 294.5k citations107 works total

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

author position
  • sole author1
  • first author7
  • middle author7
  • last author44

Across the 59 of 59 papers where every author was matched, so the position is known.

fields
  • math.PR27
  • math.ST21
  • econ.EM9
  • stat.ME2

identity via Semantic Scholar / OpenAlex

activity
20092026
most citedEstimation of volatility functionals in the simultaneous presence of microstructure noise and jumps

310 citations · 1.1k across the 52 of their papers we have counts for

collaborators
Showing 2010 · math.PRShow all

1 paper · 2 filters

math.PR2010★ 3 cited

Quantitative Breuer-Major Theorems

Ivan Nourdin, Giovanni Peccati, Mark Podolskij

We consider sequences of random variables of the type $S_n= n^{-1/2} \sum_{k=1}^n \{f(X_k)-\E[f(X_k)]\}$, n≥1, where X=(Xk​)k∈Z​ is a d-dimensional Gaussian process…

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