4. Mathematics
  5. Statistics Theory

Mark Podolskij

Mathematics – Statistics Theory

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Estimation of volatility functionals in the simultaneous presence of microstructure noise and jumps

Mathematics – Statistics Theory
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Limit theorems for moving averages of discretized processes plus noise

Mathematics – Statistics Theory
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Multipower variation for Brownian semistationary processes

Mathematics – Statistics Theory
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Quantitative Breuer-Major Theorems

Mathematics – Probability
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