310 citations · 1.1k across the 52 of their papers we have counts for
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math.ST2010★ 67 cited
Limit theorems for moving averages of discretized processes plus noise
Jean Jacod, Mark Podolskij, Mathias Vetter
This paper presents some limit theorems for certain functionals of moving averages of semimartingales plus noise which are observed at high frequency. Our method generalizes the pr…
math.PR2010★ 3 cited
Quantitative Breuer-Major Theorems
Ivan Nourdin, Giovanni Peccati, Mark Podolskij
We consider sequences of random variables of the type $S_n= n^{-1/2} \sum_{k=1}^n \{f(X_k)-\E[f(X_k)]\}$, , where is a -dimensional Gaussian process…