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Andreas Basse-O'Connor

Identifiers

  • name variant Andreas Basse-O'Connor 0.60 · backfill

Papers (17)

  1. A Berry-Esse\'en theorem for partial sums of functionals of heavy-tailed moving averages math.PR · 2019 · author #1
  2. On limit theory for functionals of stationary increments Levy driven moving averages math.PR · 2018 · author #1
  3. Local asymptotic self-similarity for heavy tailed harmonizable fractional L\'evy motions math.PR · 2018 · author #1
  4. Multivariate stochastic delay differential equations and CAR representations of CARMA processes math.PR · 2018 · author #1
  5. On infinite divisibility of a class of two-dimensional vectors in the second Wiener chaos math.PR · 2017 · author #1
  6. Continuous-time models with an autoregressive structure math.PR · 2017 · author #1
  7. Equivalent martingale measures for L\'evy-driven moving averages and related processes math.PR · 2017 · author #1
  8. On limit theory for Levy semi-stationary processes math.PR · 2016 · author #1
  9. Limit theorems for a class of stationary increments Levy driven moving averages math.PR · 2016 · author #1
  10. On the $\Phi$-variation of stochastic processes with exponential moments math.PR · 2015 · author #1
  11. Limit theorems for stationary increments L\'evy driven moving averages math.PR · 2015 · author #1
  12. On infinitely divisible semimartingales math.PR · 2014 · author #1
  13. Structure of infinitely divisible semimartingales math.PR · 2012 · author #1
  14. Characterization of the finite variation property for a class of stationary increment infinitely divisible processes math.PR · 2012 · author #1
  15. On the uniform convergence of random series in Skorohod space and representations of c\`{a}dl\`{a}g infinitely divisible processes math.PR · 2011 · author #1
  16. Martingale-type processes indexed by the real line math.PR · 2010 · author #1
  17. Quasi Ornstein-Uhlenbeck processes math.PR · 2009 · author #2

Mentions

  • 1507.00605 #1 · backfill · confidence 0.70 Andreas Basse-O'Connor
  • 1506.06679 #1 · backfill · confidence 0.70 Andreas Basse-O'Connor
  • 1404.7598 #1 · backfill · confidence 0.70 Andreas Basse-O'Connor
  • 1209.1644 #1 · backfill · confidence 0.70 Andreas Basse-O'Connor
  • 1201.4366 #1 · backfill · confidence 0.70 Andreas Basse-O'Connor
  • 1111.1682 #1 · backfill · confidence 0.70 Andreas Basse-O'Connor
  • 1005.0150 #1 · backfill · confidence 0.70 Andreas Basse-O'Connor
  • 0912.3091 #2 · backfill · confidence 0.70 Andreas Basse-O'Connor

Frequent Coauthors