Mikkel Slot Nielsen

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Papers (6)

1. On non-stationary solutions to MSDDEs: representations and the cointegration space math.PR · 2019 · author #1
2. Limit theorems for quadratic forms and related quantities of discretely sampled continuous-time moving averages math.PR · 2018 · author #1
3. Stochastic differential equations with a fractionally filtered delay: a semimartingale model for long-range dependent processes math.PR · 2018 · author #2
4. Multivariate stochastic delay differential equations and CAR representations of CARMA processes math.PR · 2018 · author #2
5. Continuous-time models with an autoregressive structure math.PR · 2017 · author #2
6. Equivalent martingale measures for L\'evy-driven moving averages and related processes math.PR · 2017 · author #2

Mentions

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Frequent Coauthors

• Jan Pedersen 4 shared papers
• Andreas Basse-O'Connor 3 shared papers
• Victor Rohde 3 shared papers
• Richard A. Davis 1 shared papers