56 citations · 92 across the 18 of their papers we have counts for
23 papers
PanoDiff-SR: Synthesizing Dental Panoramic Radiographs using Diffusion and Super-resolution
Sanyam Jain, Bruna Neves de Freitas, Andreas Basse-OConnor +2
Interest in generating realistic synthetic medical images has grown in recent years. Such datasets can mitigate the scarcity of public data for artificial intelligence research and…
Quantitative bounds for high-dimensional non-linear functionals of Gaussian processes
Andreas Basse-O'Connor, David Kramer-Bang
In this paper, we establish explicit quantitative Berry-Esseen bounds in the hyper-rectangle distance , the convex distance and the -Wasserstein distance…
Exponential dimensional dependence in high-dimensional Hermite method of moments
Andreas Basse-O'Connor, David Kramer-Bang
It is numerically well known that moment-based tests for Gaussianity and estimators become increasingly unreliable at higher moment orders; however, this phenomenon has lacked rigo…
Fourth-Moment Theorems for Sums of Multiple Integrals
Andreas Basse-O'Connor, David Kramer-Bang, Clement Svendsen
Nualart & Pecatti ([Nualart and Peccati, 2005, Thm 1]) established the first fourth-moment theorem for random variables in a fixed Wiener chaos, i.e. they showed that convergence o…
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…
Power variations for fractional type infinitely divisible random fields
Andreas Basse-O'Connor, Vytautė Pilipauskaitė, Mark Podolskij
This paper presents new limit theorems for power variation of fractional type symmetric infinitely divisible random fields. More specifically, the random field $X = (X(\boldsymbol{…
A Berry-Esseén theorem for partial sums of functionals of heavy-tailed moving averages
Andreas Basse-O'Connor, Mark Podolskij, Christoph Thäle
In this paper we obtain Berry-Esseén bounds on partial sums of functionals of heavy-tailed moving averages, including the linear fractional stable noise, stable fractional ARIMA pr…
On limit theory for functionals of stationary increments Levy driven moving averages
Andreas Basse-O'Connor, Claudio Heinrich, Mark Podolskij
In this paper we obtain new limit theorems for variational functionals of high frequency observations of stationary increments Lévy driven moving averages. We will see that the asy…
Local asymptotic self-similarity for heavy tailed harmonizable fractional Lévy motions
Andreas Basse-O'Connor, Thorbjørn Grønbæk, Mark Podolskij
In this work we characterize the local asymptotic self-similarity of harmonizable fractional Lévy motions in the heavy tailed case. The corresponding tangent process is shown to be…
Multivariate stochastic delay differential equations and CAR representations of CARMA processes
Andreas Basse-O'Connor, Mikkel Slot Nielsen, Jan Pedersen +1
In this study we show how to represent a continuous time autoregressive moving average (CARMA) as a higher order stochastic delay differential equation, which may be thought of as…
On infinite divisibility of a class of two-dimensional vectors in the second Wiener chaos
Andreas Basse-O'Connor, Jan Pedersen, Victor Rohde
Infinite divisibility of a class of two-dimensional vectors with components in the second Wiener chaos is studied. Necessary and sufficient conditions for infinite divisibility is…
Equivalent martingale measures for Lévy-driven moving averages and related processes
Andreas Basse-O'Connor, Mikkel Slot Nielsen, Jan Pedersen
In the present paper we obtain sufficient conditions for the existence of equivalent martingale measures for Lévy-driven moving averages and other non-Markovian jump processes. The…
Continuous-time models with an autoregressive structure
Andreas Basse-O'Connor, Mikkel Slot Nielsen, Jan Pedersen +1
In this paper we suggest two continuous-time models which exhibit an autoregressive structure. We obtain existence and uniqueness results and study the structure of the solution pr…
On limit theory for Levy semi-stationary processes
Andreas Basse-O'Connor, Claudio Heinrich, Mark Podolskij
In this paper we present some limit theorems for power variation of Lévy semi-stationary processes in the setting of infill asymptotics. Lévy semi-stationary processes, which are a…
Limit theorems for a class of stationary increments Levy 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 the infill asymptotic settin…
On the -variation of stochastic processes with exponential moments
Andreas Basse-O'Connor, Michel Weber
We obtain sharp sufficient conditions for exponentially integrable stochastic processes , to have sample paths with bounded -variation. When is m…
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…
On infinitely divisible semimartingales
Andreas Basse-O'Connor, Jan Rosiński
Stricker's theorem states that a Gaussian process is a semimartingale in its natural filtration if and only if it is the sum of an independent increment Gaussian process and a Gaus…
Structure of infinitely divisible semimartingales
Andreas Basse-O'Connor, Jan Rosinski
This paper gives a complete characterization of infinitely divisible semimartingales, i.e., semimartingales whose finite dimensional distributions are infinitely divisible. An expl…
Characterization of the finite variation property for a class of stationary increment infinitely divisible processes
Andreas Basse-O'Connor, Jan Rosiński
We characterize the finite variation property for stationary increment mixed moving averages driven by infinitely divisible random measures. Such processes include fractional and m…
On the uniform convergence of random series in Skorohod space and representations of càdlàg infinitely divisible processes
Andreas Basse-O'Connor, Jan Rosiński
Let be independent random elements in the Skorohod space of càdlàg functions taking values in a separable Banach space . Let . We show th…
Martingale-type processes indexed by the real line
Andreas Basse-O'Connor, Svend-Erik Graversen, Jan Pedersen
Some classes of increment martingales, and the corresponding localized classes, are studied. An increment martingale is indexed by the real line and its increment processes are mar…
Quasi Ornstein-Uhlenbeck processes
Ole E. Barndorff-Nielsen, Andreas Basse-O'Connor
The question of existence and properties of stationary solutions to Langevin equations driven by noise processes with stationary increments is discussed, with particular focus on n…