• Skjernvej 4, A, 5-315

    9220 Aalborg Ø

    Denmark

20152020

Research output per year

If you made any changes in Pure these will be visible here soon.

Fingerprint The fingerprint consists of automatically generated concepts related to the associated persons. It is updated automatically, when new content is added.

Network Dive into details by clicking on the dots.

Research Output

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

On the divergence and vorticity of vector ambit fields

Sauri, O., 1 Jan 2020, (Accepted/In press) In : Stochastic Processes and Their Applications.

Research output: Contribution to journalJournal articleResearchpeer-review

  • Pathwise decompositions of Brownian semistationary processes

    Orimar, S. A., 2019, In : Theory of Probability and Its Applications. 64, 1, p. 78-102

    Research output: Contribution to journalJournal articleResearchpeer-review

    2 Citations (Scopus)

    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
  • 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

  • 1 Citation (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

  • 6 Citations (Scopus)