Mark Podolskij

4 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-3302-2455

Department of Mathematics, University of Luxembourg

Publications

• Estimation of mixed fractional stable processes using high-frequency data — The Annals of Statistics 2023
• Fact or friction: Jumps at ultra high frequency — Journal of Financial Economics 2014
• A test for the rank of the volatility process: The random perturbation approach — The Annals of Statistics 2013
• Limit theorems for moving averages of discretized processes plus noise — The Annals of Statistics 2010 (name-matched, not ORCID-linked)