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researcher

Orimar Sauri

14 papers hereh-index 578 citations21 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author5
  • first author3
  • middle author2
  • last author4

Across the 14 of 14 papers where every author was matched, so the position is known.

fields
  • math.PR10
  • math.ST2
  • econ.EM1
  • q-fin.RM1

identity via Semantic Scholar / OpenAlex

activity
20152026
most citedLimit Theorems for Trawl Processes

3 citations · 3 across the 11 of their papers we have counts for

collaborators
Showing 2022 · math.STShow all

1 paper · 2 filters

math.ST2022

Nonparametric estimation of trawl processes: Theory and applications

Orimar Sauri, Almut E. D. Veraart

Trawl processes belong to the class of continuous-time, strictly stationary, infinitely divisible processes; they are defined as Levy bases evaluated over deterministic trawl sets.…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.