Research output per year
Research output per year
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Dive into the research topics where Mark Podolskij is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Collaborations and top research areas from the last five years
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Asymptotic theory for quadratic variation of harmonizable fractional stable processes
Basse-O’connor, A. & Podolskij, M., 2024, In: Theory of Probability and Mathematical Statistics. 110, p. 3-12 10 p.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Open Access -
High-dimensional estimation of quadratic variation based on penalized realized variance
Christensen, K., Nielsen, M. S. & Podolskij, M., Jul 2023, In: Statistical Inference for Stochastic Processes. 26, 2, p. 331-359 29 p.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
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Multidimensional parameter estimation of heavy-tailed moving averages
Ljungdahl, M. M. & Podolskij, M., Jun 2022, In: Scandinavian Journal of Statistics. 49, 2, p. 593-624 32 p.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Open Access1 Citation (Scopus) -
Optimal estimation of the supremum and occupation times of a self-similar Lévy process
Ivanovs, J. & Podolskij, M., Jul 2022, In: Electronic Journal of Statistics. 16, 1, p. 892-934 43 p.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Open Access2 Citations (Scopus) -
Local asymptotic self-similarity for heavy-tailed harmonizable fractional Lévy motions
Basse-O'Connor, A., Grønbæk, T. Ø. B. & Podolskij, M., Jul 2021, In: ESAIM: Probability & Statistics. 25, p. 286-297 12 p.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Open AccessFile69 Downloads (Pure)
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Bernoulli (Journal)
Podolskij, M. (Editor)
2019 → 2022Activity: Publication peer-review and editorial work types › Editor of Research journal › Research
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Scandinavian Journal of Statistics (Journal)
Podolskij, M. (Editor)
2018Activity: Publication peer-review and editorial work types › Editor of Research journal › Research
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Latin American Journal of Probability and Mathematical Statistics (Journal)
Podolskij, M. (Editor)
2015 → 2018Activity: Publication peer-review and editorial work types › Editor of Research journal › Research
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Lecture Notes in Mathematics (Journal)
Podolskij, M. (Editor)
2015Activity: Publication peer-review and editorial work types › Editor of Research journal › Research
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SpringerBriefs in Probability and Mathematical Statistics (Journal)
Podolskij, M. (Editor)
2015Activity: Publication peer-review and editorial work types › Editor of Research journal › Research
Prizes
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Co-investigator of the research project "Identifying the structure of volatility in financial markets using ultra high-frequency data" DFF-4182-00050 (3.622.140 DKK)
Podolskij, M. (Recipient), 2015
Prize: Prizes, scholarships, distinctions
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ERC Consolidator Grant "STAMFORD: Statistical Methods for High Dimensional Diffusions" (1.65 Mio Euro)
Podolskij, M. (Recipient), 2018
Prize: Prizes, scholarships, distinctions
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Project leader of "Ambit fields: Probabilistic properties and statistical inference" funded by Villum Fonden (11.227.277 DKK)
Podolskij, M. (Recipient), 2015
Prize: Prizes, scholarships, distinctions