Andreas Basse-O'Connor

  1. 2017
  2. Udgivet

    On critical cases in limit theory for stationary increments Levy driven moving averages. / Podolskij, Mark; Basse-O'Connor, Andreas.

    I: Stochastics, Bind 89, Nr. 1, 05.01.2017, s. 360-383.

    Publikation: Forskning - peer reviewTidsskriftartikel

  3. Afsendt
  4. 2016
  5. Afsendt

    On limit theory for Levy semistationary processes. / Basse-O'Connor, Andreas; Heinrich, Claudio; Podolskij, Mark.

    I: Bernoulli, 05.04.2016.

    Publikation: ForskningTidsskriftartikel

  6. Afsendt
  7. Udgivet

    On the Φ-variation of stochastic processes with exponential moments. / Basse-O'Connor, Andreas; Weber, Michel.

    I: Transactions of the London Mathematical Society, Bind 3, Nr. 1, 2016, s. 1-27.

    Publikation: Forskning - peer reviewTidsskriftartikel

  8. Accepteret/In press

    Power variation for a class of stationary increments Levy driven moving averages. / Basse-O'Connor, Andreas; Lachieze-Rey, Raphael; Podolskij, Mark.

    I: Annals of Probability, 2016.

    Publikation: Forskning - peer reviewTidsskriftartikel

  9. 2015
  10. Udgivet

    Limit theorems for stationary increments Lévy driven moving averages. / Basse-O'Connor, Andreas; Lachièze-Rey, Raphaël; Podolskij, Mark.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2015.

    Publikation: ForskningWorking paper

  11. Udgivet

    On critical cases in limit theory for stationary increments Lévy driven moving averages. / Basse-O'Connor, Andreas; Podolskij, Mark.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2015.

    Publikation: ForskningWorking paper

  12. Udgivet

    On infinitely divisible semimartingales. / Basse-O'Connor, Andreas; Rosiński, Jan.

    I: Probability Theory and Related Fields, Bind 164, Nr. 1-2, 2015, s. 133-163.

    Publikation: Forskning - peer reviewTidsskriftartikel

  13. 2014
  14. Udgivet

    Stochastic integration on the real line. / Basse-O'Connor, Andreas; Graversen, Svend-Erik; Pedersen, Jan.

    I: Theory of Probability and Its Applications, Bind 58, Nr. 2, 2014, s. 193-213.

    Publikation: Forskning - peer reviewTidsskriftartikel

  15. 2013
  16. Udgivet

    Characterization of the finite variation property for a class of stationary increment infinitely divisible processes. / Basse-O'Connor, Andreas; Rosiński, Jan.

    I: Stochastic Processes and Their Applications, Bind 123, Nr. 6, 2013, s. 1871-1890.

    Publikation: Forskning - peer reviewTidsskriftartikel

  17. Udgivet

    On Lévy’s Equivalence Theorem in Skorohod space. / Basse-O'Connor, Andreas; Rosiński, Jan.

    High dimensional probability VI: The Banff volume. red. / Christian Houdré; David M. Mason; Jan Rosi´nski; Jon A. Wellner. Birkhäuser Verlag GmbH, 2013. s. 219-225.

    Publikation: Forskning - peer reviewKonferencebidrag i proceedings

  18. Udgivet

    On the uniform convergence of random series in Skorohod space and representations of càdlàg infinitely divisible processes. / Basse-O'Connor, Andreas; Rosinski, Jan.

    I: Annals of Probability, Bind 41, Nr. 6, 2013, s. 4317-4341.

    Publikation: Forskning - peer reviewTidsskriftartikel

  19. Udgivet

    Some properties of a class of continuous time moving average processes. / Basse-O'Connor, Andreas.

    Proceedings of the 18th European Young Statisticians Meeting. Kroatien : J.J. Strossmayer University of Osijek, 2013.

    Publikation: Forskning - peer reviewKonferencebidrag i proceedings

  20. 2012
  21. Udgivet

    Multiparameter processes with stationary increments: Spectral representation and integration. / Basse-O'Connor, Andreas; Graversen, Svend-Erik; Pedersen, Jan.

    I: Electronic Journal of Probability, Bind 17, 2012, s. Article 74.

    Publikation: Forskning - peer reviewTidsskriftartikel

  22. Udgivet

    Some classes of proper integrals and generalized Ornstein-Uhlenbeck processes. / Basse-O'Connor, Andreas; Graversen, Svend-Erik; Pedersen, Jan.

    Séminaire de Probabilités XLIV. red. / Catherine Donati-Martin; Antoine Lejay; Alain Rouault. Bind 2046 Springer, 2012. s. 61-74.

    Publikation: Forskning - peer reviewBidrag til bog/antologi

  23. 2011
  24. Udgivet

    Integrability of seminorms. / Basse-O'Connor, Andreas.

    I: Electronic Journal of Probability, Bind 16, 2011, s. 216-229.

    Publikation: Forskning - peer reviewTidsskriftartikel

  25. Udgivet

    Quasi Ornstein-Uhlenbeck processes. / Barndorff-Nielsen, Ole Eiler; Basse-O'Connor, Andreas.

    I: Bernoulli, Bind 17, Nr. 3, 2011, s. 916-941.

    Publikation: Forskning - peer reviewTidsskriftartikel

  26. 2010
  27. Udgivet

    A unified approach to stochastic integration on the real line. / Basse-O'Connor, Andreas; Graversen, Svend-Erik; Pedersen, Jan.

    Århus : Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet, 2010.

    Publikation: ForskningWorking paper

  28. Udgivet

    Martingale-type processes indexed by the real line. / Basse-O'Connor, Andreas; Graversen, Svend-Erik; Pedersen, Jan.

    I: Alea (Rio de Janeiro), Bind 7, 2010, s. 117-137.

    Publikation: Forskning - peer reviewTidsskriftartikel

  29. Udgivet

    Path and semimartingale properties of chaos processes. / Basse-O'Connor, Andreas; Graversen, Svend-Erik.

    I: Stochastic Processes and Their Applications, Bind 120, Nr. 4, 2010, s. 522-540.

    Publikation: Forskning - peer reviewTidsskriftartikel

  30. Udgivet

    Representation of Gaussian semimartingales with applications to the covariance function. / Basse-O'Connor, Andreas.

    I: Stochastics, Bind 82, Nr. 4, 2010, s. 381-401.

    Publikation: Forskning - peer reviewTidsskriftartikel

  31. Udgivet

    The dynamics of stochastic processes. / Basse-O'Connor, Andreas.

    Århus : Department of Mathematical Sciences, Aarhus University, 2010. 181 s.

    Publikation: ForskningPh.d.-afhandling

  32. 2009
  33. Udgivet

    Quasi Ornstein-Uhlenbeck processes. / Barndorff-Nielsen, Ole Eiler; Basse-O'Connor, Andreas.

    Århus : Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet, 2009.

    Publikation: ForskningWorking paper

  34. Udgivet

    Spectral representation of Gaussian semimartingales. / Basse-O'Connor, Andreas.

    I: Journal of Theoretical Probability, Bind 22, Nr. 4, 05.11.2009, s. 811-826.

    Publikation: Forskning - peer reviewTidsskriftartikel

  35. Udgivet

    Lévy driven moving averages and semimartingales. / Basse-O'Connor, Andreas; Pedersen, Jan.

    I: Stochastic Processes and Their Applications, Bind 119, Nr. 9, 2009, s. 2970-2991.

    Publikation: Forskning - peer reviewTidsskriftartikel

  36. 2008
  37. Udgivet

    Gaussian moving averages and semimartingales. / Basse-O'Connor, Andreas.

    I: Electronic Journal of Probability, Bind 13, 2008, s. 1140-1165.

    Publikation: Forskning - peer reviewTidsskriftartikel