Orimar Sauri | DeepAI

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Almut E. D. Veraart
15 publications
Toke C. Zinn
1 publication

research

∙ 09/13/2022

Nonparametric estimation of trawl processes: Theory and Applications

Trawl processes belong to the class of continuous-time, strictly station...

0 Orimar Sauri, et al. ∙

research

∙ 11/13/2020

Estimating the Copula of a class of Time-Changed Brownian Motions: A non-parametric Approach

Within a high-frequency framework, we propose a non-parametric approach ...

0 Orimar Sauri, et al. ∙