Research output per year
Research output per year
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Dive into the research topics where Orimar Sauri is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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On the divergence and vorticity of vector ambit fields
Sauri, O., Oct 2020, In: Stochastic Processes and Their Applications. 130, 10, p. 6184-6225 42 p.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Open Access2 Citations (Scopus) -
On the class of distributions of subordinated Lévy processes and bases
Sauri, O. & Veraart, A., 1 Feb 2017, In: Stochastic Processes and Their Applications. 127, 2, p. 475-496 22 p.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
4 Citations (Scopus) -
Positive semidefinite integrated covariance estimation, factorizations and asynchronicity
Boudt, K., Laurent, S., Lunde, A., Quaedvlieg, R. & Sauri, O., 1 Feb 2017, In: Journal of Econometrics. 196, 2, p. 347–367 21 p.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
19 Citations (Scopus) -
Selfdecomposable fields
Barndorff-Nielsen, O. E., Sauri, O. & Szozda, B., 1 Mar 2017, In: Journal of Theoretical Probability. 30, 1, p. 233-267 35 p.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
File4 Citations (Scopus)80 Downloads (Pure) -
Lévy Semistationary Models with Applications in Energy Markets
Sauri, O., 30 Nov 2015, Århus: Institut for Økonomi, Aarhus Universitet. 135 p. (Ph.D. Theses, Vol. 2015-18).Research output: Book/anthology/dissertation/report › Ph.D. thesis
File514 Downloads (Pure)