Podolskij, Mark Prof. Dr. rer. nat.Universität HeidelbergHeidelberg
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Publications in heiBIB 
- Dümbgen, Moritz: High-frequency asymptotics for path-dependent functionals of Itô semimartingales / Moritz Duembgen, Mark Podolskij, 2015. - 23 S.
In: Stochastic processes and their applications. 125(2015), 4, Seite 1195-1217
DOI: 10.1016/j.spa.2014.08.007
- Corcuera, José Manuel: Asymptotics of weighted random sums / José Manuel Corcuera, David Nualart, Mark Podolskij
In: Communications in applied and industrial mathematics, ISSN 2038-0909. 6(2014,1) Artikelnummer e-486, 11 Seiten
DOI: 10.1685/journal.caim.486
- Podolskij, Mark: Limit theorems for nondegenerate U-statistics of continuous semimartingales / Mark Podolskij, Christian Schmidt and Johanna F. Ziegel. - 36 S.
In: The annals of applied probability, ISSN 2168-8737. 24(2014), 6, S. 2491-2526
DOI: 10.1214/13-AAP983
- Jacod, Jean: A test for the rank of the volatility process : the random perturbation approach / Jean Jacod and Mark Podolskij. - 37 S.
In: The annals of statistics, ISSN 2168-8966. 41(2013), 5, S. 2391-2427
DOI: 10.1214/13-AOS1153
- Christensen, Kim: On covariation estimation for multivariate continuous Itô semimartingales with noise in non-synchronous observation schemes / Kim Christensen ; Mark Podolskij ; Mathias Vetter. - 26 S.
In: Journal of multivariate analysis. 120(2013), S. 59-84
DOI: 10.1016/j.jmva.2013.05.002
- Corcuera, José Manuel: Asymptotic theory for Brownian semi-stationary processes with application to turbulence / José Manuel Corcuera ... Mark Podolskij. - 23 S.
In: Stochastic processes and their applications. 123(2013), 7, S. 2552-2574
DOI: 10.1016/j.spa.2013.03.011
- Podolskij, Mark: Goodness-of-fit testing for fractional diffusions / Mark Podolskij · Katrin Wasmuth, 6 June 2013. - 13 S.
In: Statistical inference for stochastic processes, ISSN 1572-9311. 16(2013), 2, Seite 147-159
DOI: 10.1007/s11203-013-9082-1
- Hautsch, Nikolaus: Pre-averaging based estimation of quadratic variation in the presence of noise and jumps : theory, implementation, and empirical evidence / Nikolaus Hautsch ; Mark Podolskij. - 19 S.
In: Journal of business & economic statistics, ISSN 1537-2707. 31(2013), 2, S. 165-183
DOI: 10.1080/07350015.2012.754313
- Barndorff-Nielsen, Ole E.: Limit theorems for functionals of higher order differences of Brownian semi-stationary processes / Ole E. Barndorff-Nielsen ; José Manuel Corcuera ; Mark Podolskij. - 28 S.
In: Prokhorov and contemporary probability theory. (2013), S. 69-96
- Podolskij, Mark: Testing the local volatility assumption : a statistical approach / Mark Podolskij, Mathieu Rosenbaum. - 18 S.
In: Annals of finance, ISSN 1614-2454. 8(2012), 1, S. 31-48
DOI: 10.1007/s10436-011-0180-z
- Christensen, Kim: Asymptotic theory of range-based multipower variation / Kim Christensen ; Mark Podolskij. - 40 S.
In: Journal of financial econometrics, ISSN 1479-8417. 10(2012), 3, S. 417-456
DOI: 10.1093/jjfinec/nbr019
- Barndorff-Nielsen, Ole E.: Multipower variation for Brownian semistationary processes / Ole E. Barndorff-Nielsen, José Manuel Corcuera and Mark Podolskij. - 36 S.
In: Bernoulli, ISSN 1573-9759. 17(2011), 4, S. 1159-1194
DOI: 10.3150/10-BEJ316
- Nourdin, Ivan: Quantitative Breuer-Major theorems / Ivan Nourdin, Giovanni Peccati, Mark Podolskij. - 20 S.
In: Stochastic processes and their applications. 121(2011), 4, S. 793-812
DOI: 10.1016/j.spa.2010.12.006
- Christensen, Kim: Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data / Kim Christensen, Silja Kinnebrock, Mark Podolskij. - 18 S.
In: Journal of econometrics. 159(2010), 1, S. 116-133
DOI: 10.1016/j.jeconom.2010.05.001
- Podolskij, Mark: Understanding limit theorems for semimartingales : a short survey / Mark Podolskij, Mathias Vetter. - 23 S.
In: Statistica Neerlandica, ISSN 1467-9574. 64(2010), 3, S. 329-351
DOI: 10.1111/j.1467-9574.2010.00460.x
- Jacod, Jean: Limit theorems for moving averages of discretized processes plus noise / Jean Jacod, Mark Podolskij and Mathias Vetter. - 68 S.
In: The annals of statistics, ISSN 2168-8966. 38(2010), 3, S. 1478-1545
DOI: 10.1214/09-AOS756
- Podolskij, Mark: New tests for jumps in semimartingale models / M. Podolskij, D. Ziggel. - 27 S.
In: Statistical inference for stochastic processes, ISSN 1572-9311. 13(2010), 1, S. 15-41
DOI: 10.1007/s11203-009-9037-8
