Photo of Sauri Arregui Orimar

Sauri Arregui Orimar

  • Skjernvej 4, A, 5-315

    9220 Aalborg Ø

    Denmark

20152019
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Random Field Mathematics
Autocovariance Function Mathematics
Recovery Engineering & Materials Science
Kernel Function Mathematics
Electricity Market Mathematics
Self-decomposability Mathematics
Nonparametric Estimation Mathematics
Stationary Process Mathematics

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Research Output 2015 2019

  • 4 Journal article
  • 3 Working paper
  • 1 Ph.D. thesis
  • 1 Article in proceeding

Pathwise decompositions of Brownian semistationary processes

Orimar, S. A., 2019, (Accepted/In press) In : Theory of Probability and Its Applications.

Research output: Contribution to journalJournal articleResearchpeer-review

Open Access

On the Divergence and Vorticity of Vector Ambit Fields

Orimar, S. A., 2018, 31 p. (arXiv.org (e-prints)).

Research output: Working paperResearch

Open Access
Vorticity
Random Field
Vector Field
Divergence
Isotropy

On the class of distributions of subordinated Lévy processes and bases

Orimar, S. A. & Veraart, A. E. D., 2017, In : Stochastic Processes and Their Applications. 127, 2, p. 475-496 22 p.

Research output: Contribution to journalJournal articleResearchpeer-review

Subordinator
Recovery
Moving Average Process
Class
4 Citations (Scopus)

Positive semidefinite integrated covariance estimation, factorizations and asynchronicity

Boudt, K., Laurent, S., Lunde, A., Quaedvlieg, R. & Orimar, S. A., 2017, In : Journal of Econometrics. 196, 2, p. 347-367 21 p.

Research output: Contribution to journalJournal articleResearchpeer-review

Integrated
Estimator
Microstructure noise
Trade intensity
Monte Carlo simulation
2 Citations (Scopus)

Selfdecomposable Fields

Barndorff-Nielsen, O. E., Orimar, S. A. & Szozda, B., 2017, In : Journal of Theoretical Probability. 30, 1, p. 233-267 35 p.

Research output: Contribution to journalJournal articleResearchpeer-review

Self-decomposability
Volterra
Random Field
Stochastic Integration
Infinitely Divisible