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type_genre:"Working Paper"
~person:"Podolskij, Mark"
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Podolskij, Mark
McAleer, Michael
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1
Edgeworth expansion for Euler approximation of continuous diffusion processes
Podolskij, Mark
;
Veliyev, Bezirgen
;
Yoshida, Nakahiro
-
2018
Persistent link: https://www.econbiz.de/10011946254
Saved in:
2
Estimation of the global regularity of a multifractional Brownian motion
Lebovits, Joachim
;
Podolskij, Mark
-
2016
Persistent link: https://www.econbiz.de/10011573309
Saved in:
3
A weak limit theorem for numerical approximation of Brownian semi-stationary processes
Podolskij, Mark
;
Thamrongrat, Nopporn
-
2015
Persistent link: https://www.econbiz.de/10011398537
Saved in:
4
Limit theorems for stationary increments Lévy driven moving averages
Basse-O'Connor, Andreas
;
Lachièze-Rey, Raphaël
; …
-
2015
Persistent link: https://www.econbiz.de/10011398661
Saved in:
5
On critical cases in limit theory for stationary increments Lévy driven moving averages
Basse-O'Connor, Andreas
;
Podolskij, Mark
-
2015
Persistent link: https://www.econbiz.de/10011398667
Saved in:
6
Testing the maximal rank of the volatility process for continuous diffusions observed with noise
Fissler, Tobias
;
Podolskij, Mark
-
2014
Persistent link: https://www.econbiz.de/10010442414
Saved in:
7
On non-standard limits of Brownian semi-stationary processes
Gärtner, Kerstin
;
Podolskij, Mark
-
2014
Persistent link: https://www.econbiz.de/10010442436
Saved in:
8
Edgeworth expansion for functionals of continuous diffusion processes
Podolskij, Mark
;
Yoshida, Nakahiro
-
2013
Persistent link: https://www.econbiz.de/10010195693
Saved in:
9
Asymptotic theory for Brownian semi-stationary processes with application to turbulence
Corcuera, José Manuel
;
Hedevang, Emil
;
Pakkanen, Mikko S.
-
2012
Persistent link: https://www.econbiz.de/10009667365
Saved in:
10
Goodness-of-fit testing for fractional diffusions
Podolskij, Mark
;
Wasmuth, Katrin
-
2012
Persistent link: https://www.econbiz.de/10009524094
Saved in:
11
Testing the local volatility assumption : a statistical approach
Podolskij, Mark
;
Rosenbaum, Mathieu
-
2011
Persistent link: https://www.econbiz.de/10008807427
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12
Multipower variation for Brownian semistationary processes
Barndorff-Nielsen, Ole E.
;
Corcuera, José Manual
; …
-
2009
Persistent link: https://www.econbiz.de/10003849554
Saved in:
13
Limit theorems for functionals of higher order differences of Brownian semi-stationary processes
Barndorff-Nielsen, Ole E.
;
Corcuera, José Manual
; …
-
2009
Persistent link: https://www.econbiz.de/10003914217
Saved in:
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