| Spectral representations of quasi-infinitely divisible processes R Passeggeri Stochastic processes and their applications 130 (3), 1735-1791, 2020 | 15 | 2020 |
| On the signature and cubature of the fractional Brownian motion for h> 12 R Passeggeri Stochastic Processes and their Applications 130 (3), 1226-1257, 2020 | 12 | 2020 |
| Mixing properties of multivariate infinitely divisible random fields R Passeggeri, AED Veraart Journal of Theoretical Probability 32, 1845-1879, 2019 | 7 | 2019 |
| Limit theorems for multivariate Brownian semistationary processes and feasible results R Passeggeri, AED Veraart Advances in Applied Probability 51 (3), 667-716, 2019 | 7 | 2019 |
| A universal robustification procedure R Passeggeri, N Reid arXiv preprint arXiv:2206.06998, 2022 | 4* | 2022 |
| A density property for stochastic processes R Passeggeri arXiv preprint arXiv:2010.07752, 2020 | 4 | 2020 |
| On the extension and kernels of signed bimeasures and their role in stochastic integration R Passeggeri arXiv preprint arXiv:2009.10657, 2020 | 4 | 2020 |
| Limit theorems for trawl processes MS Pakkanen, R Passeggeri, O Sauri, AED Veraart Electronic Journal of Probability 26, 1-36, 2021 | 3 | 2021 |
| Extremes for stationary regularly varying random fields over arbitrary index sets R Passeggeri, O Wintenberger Extremes, 1-68, 2024 | 1 | 2024 |
| On quasi-infinitely divisible random measures R Passeggeri Bayesian Analysis 18 (1), 253-286, 2023 | 1 | 2023 |
| Feasible Inference for Stochastic Volatility in Brownian Semistationary Processes P Murray, R Passeggeri, AED Veraart, MS Pakkanen arXiv preprint arXiv:2007.06357, 2020 | | 2020 |
| On quasi-infinite divisibility, limit theorems and signatures R Passeggeri Imperial College London, 2020 | | 2020 |
| Asymptotic analysis of extremes of general stationary spatio-temporal models R Passeggeri | | |
Almut VeraartImperial College London在 imperial.ac.uk 的电子邮件经过验证
Almut VeraartImperial College London在 imperial.ac.uk 的电子邮件经过验证