Jan Pedersen

Identifiers

• name variant Jan Pedersen 0.60 · backfill

Papers (7)

1. Limit theorems for quadratic forms and related quantities of discretely sampled continuous-time moving averages math.PR · 2018 · author #2
2. Multivariate stochastic delay differential equations and CAR representations of CARMA processes math.PR · 2018 · author #3
3. On infinite divisibility of a class of two-dimensional vectors in the second Wiener chaos math.PR · 2017 · author #2
4. Continuous-time models with an autoregressive structure math.PR · 2017 · author #3
5. Equivalent martingale measures for L\'evy-driven moving averages and related processes math.PR · 2017 · author #3
6. On stochastic integration for volatility modulated L\'{e}vy-driven Volterra processes math.PR · 2012 · author #3
7. Martingale-type processes indexed by the real line math.PR · 2010 · author #3

Mentions

• 1205.3275 #3 · backfill · confidence 0.70 Jan Pedersen
• 1005.0150 #3 · backfill · confidence 0.70 Jan Pedersen

Frequent Coauthors

• Andreas Basse-O'Connor 5 shared papers
• Mikkel Slot Nielsen 4 shared papers
• Victor Rohde 3 shared papers
• Almut E. D. Veraart 1 shared papers
• Fred Espen Benth 1 shared papers
• Ole E. Barndorff-Nielsen 1 shared papers
• Svend-Erik Graversen 1 shared papers