A. Basse-O’Connor

activity

20092025

most citedQuasi Ornstein-Uhlenbeck processes

56 citations · 92 across the 18 of their papers we have counts for

collaborators

Showing 2015Show all

2 papers · 1 filter

math.PR2015

On the $Φ$ -variation of stochastic processes with exponential moments

Andreas Basse-O'Connor, Michel Weber

We obtain sharp sufficient conditions for exponentially integrable stochastic processes $X = {X (t) : t \in [0, 1]}$ , to have sample paths with bounded $Φ$ -variation. When $X$ is m…

math.PR2015★ 7 cited

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 $k$ th order increments of stationary increments Lévy driven moving averages. In this infill sampling setting…

On the Φ-variation of stochastic processes with exponential moments

Limit theorems for stationary increments Lévy driven moving averages

On the $Φ$ -variation of stochastic processes with exponential moments