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Andreas Basse-O'Connor
Andreas Basse-O'Connor
Verified email at math.au.dk - Homepage
Title
Cited by
Cited by
Year
Lévy driven moving averages and semimartingales
A Basse, J Pedersen
Stochastic processes and their applications 119 (9), 2970-2991, 2009
722009
Quasi ornstein–uhlenbeck processes
OE Barndorff-Nielsen, A Basse-O’Connor
652011
Power variation for a class of stationary increments Lévy driven moving averages
A Basse-O’Connor, R Lachièze-Rey, M Podolskij
372017
Gaussian moving averages and semimartingales
A Basse
362008
On the uniform convergence of random series in Skorohod space and representations of cadlag infinitely divisible processes
A Basse-O’Connor, J Rosiński
262013
Spectral representation of Gaussian semimartingales
A Basse
Journal of Theoretical Probability 22, 811-826, 2009
262009
Multiparameter processes with stationary increments: Spectral representation and integration
A Basse-O'Connor, SE Graversen, J Pedersen
232012
On infinitely divisible semimartingales
A Basse-O’Connor, J Rosiński
Probability Theory and Related Fields 164, 133-163, 2016
222016
Stochastic integration on the real line
A Basse-O'Connor, SE Graversen, J Pedersen
Theory of Probability & Its Applications 58 (2), 193-215, 2014
182014
Stochastic integration on the real line
A Basse-O'Connor, SE Graversen, J Pedersen
Theory of Probability & Its Applications 58 (2), 193-215, 2014
182014
Stochastic integration on the real line
A Basse-O'Connor, SE Graversen, J Pedersen
Theory of Probability & Its Applications 58 (2), 193-215, 2014
182014
Representation of Gaussian semimartingales with applications to the covariance function
A Basse-O'Connor
Stochastics: An International Journal of Probability and Stochastics …, 2010
182010
Stochastic integration on the real line
A Basse-O'Connor, SE Graversen, J Pedersen
Теория вероятностей и ее применения 58 (2), 355-380, 2013
172013
Stochastic delay differential equations and related autoregressive models
A Basse-O'Connor, MS Nielsen, J Pedersen, V Rohde
Stochastics 92 (3), 454-477, 2020
132020
On limit theory for Lévy semi-stationary processes
A Basse-O’Connor, C Heinrich, M Podolskij
132018
On limit theory for functionals of stationary increments Lévy driven moving averages
A Basse-O’Connor, C Heinrich, M Podolskij
122019
Multivariate stochastic delay differential equations and CAR representations of CARMA processes
A Basse-O’Connor, MS Nielsen, J Pedersen, V Rohde
Stochastic Processes and their Applications 129 (10), 4119-4143, 2019
112019
Characterization of the finite variation property for a class of stationary increment infinitely divisible processes
A Basse-O’Connor, J Rosiński
Stochastic Processes and their Applications 123 (6), 1871-1890, 2013
112013
A unified approach to stochastic integration on the real line
A Basse-O'Connor, SE Graversen, J Pedersen
102010
On critical cases in limit theory for stationary increments Lévy driven moving averages
A Basse-O’Connor, M Podolskij
Stochastics 89 (1), 360-383, 2017
92017
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