Articles with public access mandates - Orimar SauriLearn more
Available somewhere: 9
Positive semidefinite integrated covariance estimation, factorizations and asynchronicity
K Boudt, S Laurent, A Lunde, R Quaedvlieg, O Sauri
Journal of Econometrics 196 (2), 347-367, 2017
Mandates: Danish National Research Foundation, Netherlands Organisation for Scientific …
Selfdecomposable fields
OE Barndorff-Nielsen, O Sauri, B Szozda
Journal of Theoretical Probability 30 (1), 233-267, 2017
Mandates: Danish National Research Foundation
On the class of distributions of subordinated Lévy processes and bases
O Sauri, AED Veraart
Stochastic Processes and Their Applications 127 (2), 475-496, 2017
Mandates: Danish National Research Foundation
Limit theorems for trawl processes
MS Pakkanen, R Passeggeri, O Sauri, AED Veraart
Electronic Journal of Probability 26, 1-36, 2021
Mandates: Villum Foundation
On the divergence and vorticity of vector ambit fields
O Sauri
Stochastic Processes and their Applications 130 (10), 6184-6225, 2020
Mandates: Villum Foundation
Pathwise decompositions of Brownian semistationary processes
O Sauri
Theory of Probability & Its Applications 64 (1), 78-102, 2019
Mandates: Danish National Research Foundation, Villum Foundation
ETF Basket-Adjusted Covariance estimation
K Boudt, K Dragun, O Sauri, S Vanduffel
Journal of Econometrics 235 (2), 1144-1171, 2023
Mandates: Research Foundation (Flanders)
Invertibility of infinitely divisible continuous-time moving average processes
O Sauri
XIII Symposium on Probability and Stochastic Processes: UNAM, Mexico …, 2020
Mandates: Danish National Research Foundation, Villum Foundation
Supplementary Appendix to Beta-Adjusted Covariance Estimation
K Boudt, K Dragun, O Sauri, S Vanduffel
Available at SSRN 3799004, 2021
Mandates: Research Foundation (Flanders)
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