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On limit theory for functionals of stationary increments Lévy driven moving averages

Basse-O’Connor, Andreas, Heinrich, Claudio, and Podolskij, Mark
Electronic Journal of Probability Volume 24, (2019).

Journal article

On limit theory for Lévy semi-stationary processes

Basse-O’Connor, Andreas, Heinrich, Claudio, and Podolskij, Mark
Bernoulli Volume 24, Number 4A (November 2018), 3117-3146.

Journal article

Testing the maximal rank of the volatility process for continuous diffusions observed with noise

Fissler, Tobias and Podolskij, Mark
Bernoulli Volume 23, Number 4B (November 2017), 3021-3066.

Journal article

Power variation for a class of stationary increments Lévy driven moving averages

Basse-O’Connor, Andreas, Lachièze-Rey, Raphaël, and Podolskij, Mark
The Annals of Probability Volume 45, Number 6B (November 2017), 4477-4528.

Journal article

On U- and V-statistics for discontinuous Itô semimartingales

Podolskij, Mark, Schmidt, Christian, and Vetter, Mathias
Annales de l'Institut Henri Poincaré, Probabilités et Statistiques Volume 53, Number 3 (August 2017), 1007-1050.

Journal article

Estimation of the global regularity of a multifractional Brownian motion

Lebovits, Joachim and Podolskij, Mark
Electronic Journal of Statistics Volume 11, Number 1 (2017), 78-98.

Journal article

Edgeworth expansion for functionals of continuous diffusion processes

Podolskij, Mark and Yoshida, Nakahiro
The Annals of Applied Probability Volume 26, Number 6 (December 2016), 3415-3455.

Journal article

Limit theorems for nondegenerate U-statistics of continuous semimartingales

Podolskij, Mark, Schmidt, Christian, and Ziegel, Johanna F.
The Annals of Applied Probability Volume 24, Number 6 (December 2014), 2491-2526.

Journal article

A test for the rank of the volatility process: The random perturbation approach

Jacod, Jean and Podolskij, Mark
The Annals of Statistics Volume 41, Number 5 (October 2013), 2391-2427.

Journal article

Multipower variation for Brownian semistationary processes

Barndorff-Nielsen, Ole E., Corcuera, José Manuel, and Podolskij, Mark
Bernoulli Volume 17, Number 4 (November 2011), 1159-1194.

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