310 citations · 1.1k across the 52 of their papers we have counts for
Showing 2015 · math.PRShow all
2 papers · 2 filters
math.PR2015★ 7 cited
Limit theorems for stationary increments Lévy driven moving averages
Andreas Basse-O'Connor, Raphaël Lachièze-Rey, Mark Podolskij
In this paper we present some new limit theorems for power variation of th order increments of stationary increments Lévy driven moving averages. In this infill sampling setting…
math.PR2015★ 3 cited
On U- and V-statistics for discontinuous Ito semimartingales
Mark Podolskij, Christian Schmidt, Mathias Vetter
In this paper we examine the asymptotic theory for U-statistics and V-statistics of discontinuous Ito semimartingales that are observed at high frequency. For different types of ke…