56 citations · 92 across the 18 of their papers we have counts for
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math.PR2016
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…
math.PR2016★ 1 cited
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…