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Mark Podolskij
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| Department | Department of Mathematics | ||||
| Postal Address |
Université du Luxembourg Maison du Nombre 6, Avenue de la Fonte L-4364 Esch-sur-Alzette |
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| Campus Office | MNO, E05 0515-160 | ||||
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| Telephone | (+352) 46 66 44 5545 | ||||
Full professor in statistics, probability and mathematical finance
Link to external research page
Group members:
Dr. Gabriela Ciolek (postdoc)
Dr. Dmytro Marushkevych (postdoc)
Dr. Vytaute Pilipauskaite (postdoc)
Last updated on: Friday, 14 August 2020
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In press
Semiparametric estimation of McKean-Vlasov SDEs; ;
in Annales de l'Institut Henri Poincaré (B), Probabilités et Statistiques (in press)
2021
Power variations for fractional type infinitely divisible random fields; ;
in Electronic Journal of Probability (2021), 26
2020
A Berry-Esseén theorem for partial sums of functionals of heavy-tailed moving averages; ;
in Electronic Journal of Probability (2020), 25(31), 131
On Dantzig and Lasso estimators of the drift in a high dimensional Ornstein-Uhlenbeck model; ;
in Electronic Journal of Statistics (2020), 14(2), 4395-4420
A minimal contrast estimator for the linear fractional stable motion;
in Statistical Inference for Stochastic Processes (2020), 23
Edgeworth expansion for Euler approximation of continuous diffusion processes; ;
in Annals of Applied Probability (2020), 30(4), 19712003
