Lauri Viitasaari
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Zitiert von
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Parameter estimation based on discrete observations of fractional Ornstein–Uhlenbeck process of the second kind
E Azmoodeh, L Viitasaari
Statistical Inference for Stochastic Processes 18 (3), 205-227, 2015
402015
Necessary and sufficient conditions for Hölder continuity of Gaussian processes
E Azmoodeh, T Sottinen, L Viitasaari, A Yazigi
Statistics & Probability Letters 94, 230-235, 2014
292014
A central limit theorem for the stochastic heat equation
J Huang, D Nualart, L Viitasaari
Stochastic Processes and their Applications 130 (12), 7170-7184, 2020
232020
Gaussian fluctuations for the stochastic heat equation with colored noise
J Huang, D Nualart, L Viitasaari, G Zheng
Stochastics and Partial Differential Equations: Analysis and Computations, 1-20, 2019
212019
Stochastic Analysis of Gaussian Processes via Fredholm Representation.
T Sottinen, L Viitasaari
International journal of stochastic analysis, 2016
212016
Least squares estimator of fractional Ornstein–Uhlenbeck processes with periodic mean
S Bajja, K Es-Sebaiy, L Viitasaari
Journal of the Korean Statistical Society 46 (4), 608-622, 2017
202017
Parameter estimation for the Langevin equation with stationary-increment Gaussian noise
T Sottinen, L Viitasaari
Statistical Inference for Stochastic Processes 21 (3), 569-601, 2018
172018
Pathwise integrals and Itô–Tanaka formula for Gaussian processes
T Sottinen, L Viitasaari
Journal of Theoretical Probability 29 (2), 590-616, 2016
132016
Prediction law of fractional Brownian motion
T Sottinen, L Viitasaari
Statistics & Probability Letters 129, 155-166, 2017
122017
Value (generating) functions for the MX/G/1 queue
E Hyytiä, R Righter, J Virtamo, L Viitasaari
2017 29th International Teletraffic Congress (ITC 29) 1, 232-240, 2017
92017
Representation of stationary and stationary increment processes via Langevin equation and self-similar processes
L Viitasaari
Statistics & probability letters 115, 45-53, 2016
92016
Rate of convergence for discretization of integrals with respect to fractional Brownian motion
E Azmoodeh, L Viitasaari
Journal of Theoretical Probability 28 (1), 396-422, 2015
72015
Necessary and sufficient conditions for limit theorems for quadratic variations of Gaussian sequences
L Viitasaari
Probability Surveys 16, 62-98, 2019
62019
On model fitting and estimation of strictly stationary processes
M Voutilainen, L Viitasaari, P Ilmonen
Modern Stochastics: Theory and Applications 4 (4), 381-406, 2017
62017
Adapted integral representations of random variables
G Shevchenko, L Viitasaari
International Journal of Modern Physics: Conference Series 36, 1560004, 2015
62015
Note on AR (1)-characterisation of stationary processes and model fitting
M Voutilainen, L Viitasaari, P Ilmonen
Modern Stochastics: Theory and Applications 6 (2), 195-207, 2019
52019
Rough volatility with CGMY jumps and a finite/infinite history-small-time Edgeworth expansions and vol prediction formulae
M Forde, L Viitasaari
preprint, 2018
52018
Integral representation with adapted continuous integrand with respect to fractional Brownian motion
G Shevchenko, L Viitasaari
Stochastic Analysis and Applications 32 (6), 934-943, 2014
52014
Integration in a Normal World: Fractional Brownian Motion and Beyond
L Viitasaari
Aalto University, 2014
52014
Rough volatility, CGMY jumps with a finite history and the Rough Heston model–small-time asymptotics in the regime
M Forde, B Smith, L Viitasaari
Quantitative Finance, 1-23, 2020
42020
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