2 citations · 2 across the 2 of their papers we have counts for
5 papers
Extremes for stationary regularly varying random fields over arbitrary index sets
Riccardo Passeggeri, Olivier Wintenberger
We consider the clustering of extremes for stationary regularly varying random fields over arbitrary growing index sets. We study sufficient assumptions on the index set such that…
A density property for stochastic processes
Riccardo Passeggeri
Consider a class of probability distributions which is dense in the space of all probability distributions on with respect to weak convergence, for every $d\in\mat…
On quasi-infinitely divisible random measures
Riccardo Passeggeri
Quasi-infinitely divisible (QID) distributions have been recently introduced by Lindner, Pan and Sato (\textit{Trans.~Amer.~Math.~Soc.}~\textbf{370}, 8483-8520 (2018)). A random va…
Spectral representations of quasi-infinitely divisible processes
Riccardo Passeggeri
In this work we first introduce quasi-infinitely divisible (QID) random measures and formulate spectral representations. Then, we introduce QID stochastic integrals and present int…
Limit theorems for multivariate Brownian semistationary processes and feasible results
Riccardo Passeggeri, Almut E. D. Veraart
In this paper we introduce the \textit{multivariate} Brownian semistationary (BSS) processes and study the joint asymptotic behaviour of its realised covariation using in-fill asym…