310 citations · 1.1k across the 52 of their papers we have counts for
3 papers · 2 filters
Limit theorems for general functionals of Brownian local times
Simon Campese, Nicolas Lengert, Mark Podolskij
In this paper, we present the asymptotic theory for integrated functions of increments of Brownian local times in space. Specifically, we determine their first-order limit, along w…
Asymptotic theory for quadratic variation of harmonizable fractional stable processes
Andreas Basse-O'Connor, Mark Podolskij
In this paper we study the asymptotic theory for quadratic variation of a harmonizable fractional $\al$-stable process. We show a law of large numbers with a non-ergodic limit and…
Quantitative and stable limits of high-frequency statistics of Lévy processes: a Stein's method approach
Chiara Amorino, Arturo Jaramillo, Mark Podolskij
We establish inequalities for assessing the distance between the distribution of errors of partially observed high-frequency statistics of multidimensional Lévy processes and that…