3 papers
econ.EM2026
To be or not to be: Roughness or long memory in volatility?
Mikkel Bennedsen, Kim Christensen, Peter Christensen
We develop a framework for composite likelihood estimation of parametric continuous-time stationary Gaussian processes. We derive the asymptotic theory of the associated maximum co…
econ.EM2026
An unbounded intensity model for point processes
Kim Christensen, Alexei Kolokolov
We develop a model for point processes on the real line, where the intensity can be locally unbounded without inducing an explosion. In contrast to an orderly point process, for wh…
physics.geo-ph2025
Is the atmospheric river operating at a self-organized criticality state?
Shang Wang, Jun Meng, Sheng Fang +4
Atmospheric rivers (ARs) are essential components of the global hydrological cycle, with profound implications for water resources, extreme weather events, and climate dynamics. Ye…