Aarhus University Seal / Aarhus Universitets segl

Andreas Basse-O'Connor

  1. 2019
  2. Published

    Multivariate stochastic delay differential equations and CAR representations of CARMA processes. / Basse-O'Connor, Andreas; Nielsen, Mikkel Slot; Pedersen, Jan; Rohde, Victor Ulrich.

    In: Stochastic Processes and Their Applications, Vol. 129, No. 10, 01.10.2019, p. 4119-4143.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  3. Accepted/In press

    On limit theory for functionals of stationary increments Levy driven moving averages. / Basse-O'Connor, Andreas; Heinrich, Claudio; Podolskij, Mark.

    In: Electronic Journal of Probability, 19.06.2019.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  4. E-pub ahead of print

    Stochastic delay differential equations and related autoregressive models. / Basse-O'Connor, Andreas; Nielsen, Mikkel Slot; Pedersen, Jan; Rohde, Victor Ulrich.

    In: Stochastics: An International Journal of Probability and Stochastic Processes , 06.2019.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  5. Submitted

    A Berry-Esseén theorem for partial sums of functionals of heavy-tailed moving averages. / Basse-O'Connor, Andreas; Podolskij, Mark; Thäle, Christoph.

    In: Electronic Journal of Probability, 2019.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  6. 2018
  7. Published

    Equivalent martingale measures for Lévy-driven moving averages and related processes. / Basse-O'Connor, Andreas; Nielsen, Mikkel Slot; Pedersen, Jan.

    In: Stochastic Processes and Their Applications, Vol. 128, No. 8, 2018, p. 2538-2556.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  8. Published
  9. Published

    On limit theory for Lévy semi-stationary processes. / Basse-O'Connor, Andreas; Heinrich, Claudio; Podolskij, Mark.

    In: Bernoulli, Vol. 24, No. 4A, 2018, p. 3117-3146.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  10. 2017
  11. Published

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

    In: Stochastics: An International Journal of Probability and Stochastic Processes , Vol. 89, No. 1, 05.01.2017, p. 360-383.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  12. Published

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

    In: Annals of Probability, Vol. 45, No. 6B, 2017, p. 4477-4528.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  13. 2016
  14. Published

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

    In: Transactions of the London Mathematical Society, Vol. 3, No. 1, 2016, p. 1-27.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  15. 2015
  16. Published

    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.

    Research output: Working paperResearch

  17. Published

    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.

    Research output: Working paperResearch

  18. Published

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

    In: Probability Theory and Related Fields, Vol. 164, No. 1-2, 2015, p. 133-163.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  19. 2014
  20. Published

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

    In: Theory of Probability and Its Applications, Vol. 58, No. 2, 2014, p. 193-213.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  21. 2013
  22. Published

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

    In: Stochastic Processes and Their Applications, Vol. 123, No. 6, 2013, p. 1871-1890.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  23. Published

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

    High dimensional probability VI: The Banff volume. ed. / Christian Houdré; David M. Mason; Jan Rosi´nski; Jon A. Wellner. Birkhäuser Verlag, 2013. p. 219-225 (Progress in Probability, Vol. 66).

    Research output: Contribution to book/anthology/report/proceedingArticle in proceedingsResearchpeer-review

  24. Published

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

    In: Annals of Probability, Vol. 41, No. 6, 2013, p. 4317-4341.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  25. Published

    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.

    Research output: Contribution to book/anthology/report/proceedingArticle in proceedingsResearchpeer-review

  26. 2012
  27. Published

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

    In: Electronic Journal of Probability, Vol. 17, 2012, p. Article 74.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  28. Published

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

    Séminaire de Probabilités XLIV. ed. / Catherine Donati-Martin; Antoine Lejay; Alain Rouault. Vol. 2046 Springer, 2012. p. 61-74 (Lecture Notes in Mathematics, Vol. 2046). (Seminaire de Probabilites).

    Research output: Contribution to book/anthology/report/proceedingBook chapterResearchpeer-review

  29. 2011
  30. Published

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

    In: Electronic Journal of Probability, Vol. 16, 2011, p. 216-229.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  31. Published

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

    In: Bernoulli, Vol. 17, No. 3, 2011, p. 916-941.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  32. 2010
  33. Published

    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.

    Research output: Working paperResearch

  34. Published

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

    In: Alea, Vol. 7, 2010, p. 117-137.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  35. Published

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

    In: Stochastic Processes and Their Applications, Vol. 120, No. 4, 2010, p. 522-540.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  36. Published

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

    In: Stochastics: An International Journal of Probability and Stochastic Processes , Vol. 82, No. 4, 2010, p. 381-401.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  37. Published

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

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

    Research output: Book/anthology/dissertation/reportPh.D. thesisResearch

  38. 2009
  39. Published

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

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

    Research output: Working paperResearch

  40. Published

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

    In: Journal of Theoretical Probability, Vol. 22, No. 4, 05.11.2009, p. 811-826.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  41. Published

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

    In: Stochastic Processes and Their Applications, Vol. 119, No. 9, 2009, p. 2970-2991.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  42. 2008
  43. Published

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

    In: Electronic Journal of Probability, Vol. 13, 2008, p. 1140-1165.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review