Department of Mathematics and Systems Analysis

Publications

Warning this listing of publications might be old, please replace this listing.

Publications for the following people: Lauri Viitasaari

2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014

2021

Voutilainen, Marko, Viitasaari, Lauri, Ilmonen, Pauliina, Torres, Soledad, Tudor, Ciprian: Vector-valued generalized Ornstein–Uhlenbeck processes: Properties and parameter estimation, Scandinavian Journal of Statistics. n/a(n/a), 2021. [BibTeX...]

Nagy, Stanislav, Helander, Sami, van Bever, Germain, Viitasaari, Lauri, Ilmonen, Pauliina: Flexible integrated functional depths, BERNOULLI. 27(1), 2021, p. 673-701. [BibTeX...]

Arvonen, Miika, Raittinen, Paavo, Niemenoja, Oskar, Ilmonen, Pauliina, Riihijärvi, Sari, Särkkä, Simo, Viitasaari, Lauri: Nationwide infection control strategy lowered seasonal respiratory infection rate: occupational health care perspective during the COVID-19 epidemic in Finland, Infectious Diseases., 2021. [BibTeX...]

2020

Aalto, Atte, Viitasaari, Lauri, Ilmonen, Pauliina, Mombaerts, Laurent, Gonçalves, Jorge: Gene regulatory network inference from sparsely sampled noisy data, Nature Communications. 11(1), 2020. [BibTeX...]

Voutilainen, Marko, Ilmonen, Pauliina, Torres, Soledad, Tudor, Ciprian, Viitasaari, Lauri: On the ARCH model with stationary liquidity, METRIKA., 2020. [BibTeX...]

Ilmonen, Pauliina, Torres, Soledad, Viitasaari, Lauri: Oscillating Gaussian processes, STATISTICAL INFERENCE FOR STOCHASTIC PROCESSES., 2020. [BibTeX...]

Nagy, Stanislav, Helander, Sami, Van Bever, Germain, Viitasaari, Lauri, Ilmonen, Pauliina: Flexible integrated functional depths, BERNOULLI., 2020. [BibTeX...]

Viitasaari, Lauri, Ilmonen, Pauliina: On Modeling a Class of Weakly Stationary Processes, Frontiers in Applied Mathematics and Statistics. 5, 2020, p. 1-10. [BibTeX...]

2019

Chen, Zhe, Leskelä, Lasse, Viitasaari, Lauri: Pathwise Stieltjes integrals of discontinuously evaluated stochastic processes, Stochastic Processes and their Applications. 129(8), 2019, p. 2723-2757. [BibTeX...]

Voutilainen, Marko, Viitasaari, Lauri, Ilmonen, Pauliina: Note on AR(1)-characterisation of stationary processes and model fitting, Modern Stochastics: Theory and Applications. 6(2), 2019, p. 195-207. [BibTeX...]

Ilmonen, Pauliina, Viitasaari, Lauri: A Note on Distributions in the Second Chaos, SYMMETRY. 11(12), 2019. [BibTeX...]

2018

Sottinen, Tommi, Viitasaari, Lauri: Parameter estimation for the Langevin equation with stationary-increment Gaussian noise, STATISTICAL INFERENCE FOR STOCHASTIC PROCESSES. 21(3), 2018, p. 569–601. [BibTeX...]

SOTTINEN, TOMMI, VIITASAARI, LAURI: Conditional-Mean Hedging Under Transaction Costs in Gaussian Models, International Journal of Theoretical and Applied Finance. 21(2), 2018. [BibTeX...]

Bajja, Salwa, Es-Sebaiy, Khalifa, Viitasaari, Lauri: Limit theorems for quadratic variations of the Lei–Nualart process, Stochastic Processes and Applications - SPAS2017., p. 105-121. [BibTeX...]

2017

Sottinen, Tommi, Viitasaari, Lauri: Prediction law of fractional Brownian motion, Statistics and Probability Letters. 129, 2017, p. 155-166. [BibTeX...]

Bender, Christian, Viitasaari, Lauri: A general non-existence result for linear BSDEs driven by Gaussian processes, Stochastic Processes and their Applications. 127(4), 2017, p. 1204-1233. [BibTeX...]

Voutilainen, Marko, Viitasaari, Lauri, Ilmonen, Pauliina: On model fitting and estimation of strictly stationary processes, Modern Stochastics: Theory and Applications. 4(4), 2017, p. 381-406. [BibTeX...]

Bajja, Salwa, Es-Sebaiy, Khalifa, Viitasaari, Lauri: Least squares estimator of fractional Ornstein-Uhlenbeck processes with periodic mean, JOURNAL OF THE KOREAN STATISTICAL SOCIETY. 46(4), 2017, p. 608-622. [BibTeX...]

2016

Viitasaari, Lauri: Representation of stationary and stationary increment processes via Langevin equation and self-similar processes, Statistics and Probability Letters. 115, 2016, p. 45-53. [BibTeX...]

Sottinen, Tommi, Viitasaari, Lauri: Pathwise integrals and Ito-Tanaka Formula for Gaussian processes, JOURNAL OF THEORETICAL PROBABILITY. 29(2), 2016, p. 590-616. [BibTeX...]

Viitasaari, Lauri: Integral representation of random variables with respect to Gaussian processes, BERNOULLI. 22(1), 2016, p. 376-395. [BibTeX...]

Sottinen, Tommi, Viitasaari, Lauri: Stochastic analysis of Gaussian processes via Fredholm representation, INTERNATIONAL JOURNAL OF STOCHASTIC ANALYSIS. 2016, 2016, p. 1-15. [BibTeX...]

2015

Viitasaari, Lauri, Sottinen, Tommi: Fredholm representation of multi-parameter Gaussian processes with applications to equivalence in law and series expansions, Modern Stochastics: Theory and Applications. 2(3), 2015, p. 287-295. [BibTeX...]

Viitasaari, Lauri: A Remark on Option Prices with Call Prices, JOURNAL OF MATHEMATICAL SCIENCES.(2), 2015, p. 97-105. [BibTeX...]

Azmoodeh, Ehsan, Sottinen, Tommi, Viitasaari, Lauri: Asymptotic normality of randomized periodogram for estimating quadratic variation in mixed Brownianfractional Brownian model, Modern Stochastics: Theory and Applications. 2(1), 2015, p. 29-49. [BibTeX...]

Azmoodeh, Ehsan, Viitasaari, Lauri: Rate of Convergence for Discretization of Integrals with Respect to Fractional Brownian Motion, JOURNAL OF THEORETICAL PROBABILITY. 28(1), 2015, p. 396-422. [BibTeX...]

Azmoodeh, Ehsan, Viitasaari, Lauri: Parameter estimation based on discrete observations of fractional Ornstein-Uhlenbeck process of the second kind, STATISTICAL INFERENCE FOR STOCHASTIC PROCESSES. 18(3), 2015, p. 205-227. [BibTeX...]

2014

Viitasaari, Lauri: Integration in a Normal World: Fractional Brownian Motion and Beyond, 2014. [BibTeX...]

Talponen, Jarno, Viitasaari, Lauri: Note on multidimensional Breeden-Litzenberger representation for state price densities, MATHEMATICS AND FINANCIAL ECONOMICS. 8(2), 2014, p. 153-157. [BibTeX...]

Shevchenko, Georgiy, Viitasaari, Lauri: Integral Representation with Adapted Continuous Integrand with Respect to Fractional Brownian Motion, STOCHASTIC ANALYSIS AND APPLICATIONS. 32(6), 2014, p. 934-943. [BibTeX...]

Azmoodeh, Ehsan, Sottinen, Tommi, Viitasaari, Lauri, Yazigi, Adil: Necessary and sufficient conditions for Hölder continuity of Gaussian processes, Statistics and Probability Letters. 94(1), 2014, p. 230-235. [BibTeX...]

To the top

Page content by: webmaster-math [at] list [dot] aalto [dot] fi