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Riccardo Passeggeri
Riccardo Passeggeri
Verifierad e-postadress på imperial.ac.uk - Startsida
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Spectral representations of quasi-infinitely divisible processes
R Passeggeri
Stochastic processes and their applications 130 (3), 1735-1791, 2020
152020
On the signature and cubature of the fractional Brownian motion for H> 12
R Passeggeri
Stochastic Processes and their Applications 130 (3), 1226-1257, 2020
112020
Mixing properties of multivariate infinitely divisible random fields
R Passeggeri, AED Veraart
Journal of Theoretical Probability 32, 1845-1879, 2019
72019
Limit theorems for multivariate Brownian semistationary processes and feasible results
R Passeggeri, AED Veraart
Advances in Applied Probability 51 (3), 667-716, 2019
72019
A universal robustification procedure
R Passeggeri, N Reid
arXiv preprint arXiv:2206.06998, 2022
4*2022
A density property for stochastic processes
R Passeggeri
arXiv preprint arXiv:2010.07752, 2020
42020
On the extension and kernels of signed bimeasures and their role in stochastic integration
R Passeggeri
arXiv preprint arXiv:2009.10657, 2020
42020
Limit theorems for trawl processes
MS Pakkanen, R Passeggeri, O Sauri, AED Veraart
Electronic Journal of Probability 26, 1-36, 2021
32021
Extremes for stationary regularly varying random fields over arbitrary index sets
R Passeggeri, O Wintenberger
Extremes, 1-68, 2024
12024
On quasi-infinitely divisible random measures
R Passeggeri
Bayesian Analysis 18 (1), 253-286, 2023
12023
Feasible Inference for Stochastic Volatility in Brownian Semistationary Processes
P Murray, R Passeggeri, AED Veraart, MS Pakkanen
arXiv preprint arXiv:2007.06357, 2020
2020
On quasi-infinite divisibility, limit theorems and signatures
R Passeggeri
Imperial College London, 2020
2020
Asymptotic analysis of extremes of general stationary spatio-temporal models
R Passeggeri
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Artiklar 1–13