Orimar Sauri

  1. 2017
  2. Published

    Selfdecomposable fields. / Barndorff-Nielsen, Ole E.; Sauri, Orimar; Szozda, Benedykt.

    In: Journal of Theoretical Probability, Vol. 30, No. 1, 03.2017, p. 233-267.

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

  3. Published

    Positive semidefinite integrated covariance estimation, factorizations and asynchronicity. / Boudt, Kris; Laurent, Sébastien; Lunde, Asger; Quaedvlieg, Rogier; Sauri, Orimar.

    In: Journal of Econometrics, Vol. 196, No. 2, 02.2017, p. 347–367.

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

  4. Published

    On the class of distributions of subordinated Lévy processes and bases. / Sauri, Orimar; Veraart, Almut.

    In: Stochastic Processes and Their Applications, Vol. 127, No. 2, 2017, p. 475-496.

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

  5. 2015
  6. Published

    Lévy Semistationary Models with Applications in Energy Markets. / Sauri, Orimar.

    Århus : Institut for Økonomi, Aarhus Universitet, 2015. 135 p. (Ph.D. Theses, Vol. 2015-18).

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

  7. Published

    Selfdecomposable Fields. / Barndorff-Nielsen, Ole E.; Sauri, Orimar; Szozda, Benedykt.

    arXiv.org, 2015.

    Research output: Working paperResearch

  8. Published

    On Lévy semistationary processes with a gamma kernel. / Pedersen, Jan; Sauri, Orimar.

    XI Symposium of Probability and Stochastic Processes: CIMAT, Mexico, November 18-22, 2013. ed. / Ramsés H. Mena; Juan Carlos Pardo; Víctor Rivero; Gerónimo Uribe Bravo. Springer, 2015. p. 217-239 (Progress in Probability, Vol. 69).

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

  9. Published

    Selfdecomposable Fields. / Barndorff-Nielsen, Ole E.; Sauri, Orimar; Szozda, Benedykt.

    T.N. Thiele Centre, Department of Mathematics, Aarhus University, 2015.

    Research output: Working paperResearch