462 citations · 706 across the 37 of their papers we have counts for
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math.PR2012★ 3 cited
Limit theorems for nondegenerate U-statistics of continuous semimartingales
Mark Podolskij, Christian Schmidt, Johanna F. Ziegel
This paper presents the asymptotic theory for nondegenerate -statistics of high frequency observations of continuous Itô semimartingales. We prove uniform convergence in probabi…
math.PR2012★ 2 cited
Convolution roots and differentiability of isotropic positive definite functions on spheres
Johanna Ziegel
We prove that any isotropic positive definite function on the sphere can be written as the spherical self-convolution of an isotropic real-valued function. It is known that isotrop…