Lauri Viitasaari
Aalto-yliopisto
H-index: 13
Europe-Finland
Top articles of Lauri Viitasaari
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Predictive models in economics | Benny Avelin Lauri Viitasaari Pekka Malo | 2024/1/16 | |
On extreme quantile region estimation under heavy-tailed elliptical distributions | Journal of Multivariate Analysis | Jaakko Pere Pauliina Ilmonen Lauri Viitasaari | 2024/7/1 |
Necessary and sufficient conditions for continuity of hypercontractive processes and fields | Statistics & Probability Letters | Patrik Nummi Lauri Viitasaari | 2024/5/1 |
Long-range dependent completely correlated mixed fractional Brownian motion | Stochastic Processes and their Applications | Josephine Dufitinema Foad Shokrollahi Tommi Sottinen Lauri Viitasaari | 2024/4/1 |
On Sharp Rate of Convergence for Discretization of Integrals Driven by Fractional Brownian Motions and Related Processes with Discontinuous Integrands | Journal of Theoretical Probability | Ehsan Azmoodeh Pauliina Ilmonen Nourhan Shafik Tommi Sottinen Lauri Viitasaari | 2024/3 |
1D stochastic pressure equation with log-correlated Gaussian coefficients | arXiv preprint arXiv:2402.09127 | Benny Avelin Tuomo Kuusi Patrik Nummi Eero Saksman Jonas M Tölle | 2024/2/14 |
Hill estimator and extreme quantile estimator for functionals of approximated stochastic processes | arXiv preprint arXiv:2307.03581 | Jaakko Pere Benny Avelin Valentin Garino Pauliina Ilmonen Lauri Viitasaari | 2023/7/7 |
Discretisation error for stochastic integrals with respect to the fractional Brownian motion with discontinuous integrands and local times | arXiv preprint arXiv:2305.04733 | Valentin Garino Lauri Viitasaari | 2023/5/8 |
On Lamperti transformation and characterisations of discrete random fields | arXiv preprint arXiv:2301.01639 | Marko Voutilainen Lauri Viitasaari Pauliina Ilmonen | 2023/1/4 |
Flexible transition probability model for assessing cost-effectiveness of breast cancer screening extension to include women aged 45-49 and 70-74 | Plos one | Nourhan Shafik Pauliina Ilmonen Lauri Viitasaari Tytti Sarkeala Sirpa Heinävaara | 2023/6/23 |
Stochastic differential equations with discontinuous diffusion coefficients | Theory of Probability and Mathematical Statistics | Soledad Torres Lauri Viitasaari | 2023/12 |
Note on asymptotic behavior of spatial sign autocovariance matrices | Statistics & Probability Letters | Marko Voutilainen Pauliina Ilmonen Lauri Viitasaari Niko Lietzén | 2023/1/1 |
Transfer principle for fractional Ornstein-Uhlenbeck processes | arXiv preprint arXiv:2311.00823 | Tommi Sottinen Lauri Viitasaari | 2023/11/1 |
Geometric Characterization of the Eyring–Kramers Formula | Communications in Mathematical Physics | Benny Avelin Vesa Julin Lauri Viitasaari | 2023/11 |
Variability of paths and differential equations with -coefficients | Annales de l'Institut Henri Poincare (B) Probabilites et statistiques | Michael Hinz Jonas M Tölle Lauri Viitasaari | 2023/11 |
Vector‐valued generalized Ornstein–Uhlenbeck processes: Properties and parameter estimation | Scandinavian Journal of Statistics | Marko Voutilainen Lauri Viitasaari Pauliina Ilmonen Soledad Torres Ciprian Tudor | 2022/9 |
On optimal prediction of missing functional data with memory | arXiv preprint arXiv:2208.09925 | Pauliina Ilmonen Nourhan Shafik Tommi Sottinen Germain Van Bever Lauri Viitasaari | 2022/8/21 |
Stationary Wong–Zakai Approximation of Fractional Brownian Motion and Stochastic Differential Equations with Noise Perturbations | Fractal and Fractional | Lauri Viitasaari Caibin Zeng | 2022/5/30 |
Optimizing high-dimensional stochastic forestry via reinforcement learning | Journal of Economic Dynamics and Control | Olli Tahvonen Antti Suominen Pekka Malo Lauri Viitasaari Vesa-Pekka Parkatti | 2022/12/1 |
Integrated shape-sensitive functional metrics | Journal of Multivariate Analysis | Sami Helander Petra Laketa Pauliina Ilmonen Stanislav Nagy Germain Van Bever | 2022/5/1 |
