Lauri Viitasaari

About Lauri Viitasaari

Lauri Viitasaari, With an exceptional h-index of 13 and a recent h-index of 13 (since 2020), a distinguished researcher at Aalto-yliopisto, specializes in the field of Stochastic partial differential equations, Mathematical statistics, finance.

His recent articles reflect a diverse array of research interests and contributions to the field:

On extreme quantile region estimation under heavy-tailed elliptical distributions

Necessary and sufficient conditions for continuity of hypercontractive processes and fields

Long-range dependent completely correlated mixed fractional Brownian motion

On Sharp Rate of Convergence for Discretization of Integrals Driven by Fractional Brownian Motions and Related Processes with Discontinuous Integrands

1D stochastic pressure equation with log-correlated Gaussian coefficients

Predictive models in economics

Discretisation error for stochastic integrals with respect to the fractional Brownian motion with discontinuous integrands and local times

On Lamperti transformation and characterisations of discrete random fields

Lauri Viitasaari Information

University

Position

___

Citations(all)

688

Citations(since 2020)

565

Cited By

328

hIndex(all)

13

hIndex(since 2020)

13

i10Index(all)

19

i10Index(since 2020)

16

Email

University Profile Page

Google Scholar

Lauri Viitasaari Skills & Research Interests

Stochastic partial differential equations

Mathematical statistics

finance

Top articles of Lauri Viitasaari

On extreme quantile region estimation under heavy-tailed elliptical distributions

Journal of Multivariate Analysis

2024/7/1

Pauliina Ilmonen
Pauliina Ilmonen

H-Index: 8

Lauri Viitasaari
Lauri Viitasaari

H-Index: 9

Necessary and sufficient conditions for continuity of hypercontractive processes and fields

Statistics & Probability Letters

2024/5/1

Lauri Viitasaari
Lauri Viitasaari

H-Index: 9

Long-range dependent completely correlated mixed fractional Brownian motion

Stochastic Processes and their Applications

2024/4/1

Lauri Viitasaari
Lauri Viitasaari

H-Index: 9

On Sharp Rate of Convergence for Discretization of Integrals Driven by Fractional Brownian Motions and Related Processes with Discontinuous Integrands

Journal of Theoretical Probability

2024/3

1D stochastic pressure equation with log-correlated Gaussian coefficients

arXiv preprint arXiv:2402.09127

2024/2/14

Tuomo Kuusi
Tuomo Kuusi

H-Index: 25

Lauri Viitasaari
Lauri Viitasaari

H-Index: 9

Predictive models in economics

2024/1/16

Lauri Viitasaari
Lauri Viitasaari

H-Index: 9

Pekka Malo
Pekka Malo

H-Index: 18

Discretisation error for stochastic integrals with respect to the fractional Brownian motion with discontinuous integrands and local times

arXiv preprint arXiv:2305.04733

2023/5/8

Lauri Viitasaari
Lauri Viitasaari

H-Index: 9

On Lamperti transformation and characterisations of discrete random fields

arXiv preprint arXiv:2301.01639

2023/1/4

Lauri Viitasaari
Lauri Viitasaari

H-Index: 9

Pauliina Ilmonen
Pauliina Ilmonen

H-Index: 8

Note on asymptotic behavior of spatial sign autocovariance matrices

Statistics & Probability Letters

2023/1/1

Pauliina Ilmonen
Pauliina Ilmonen

H-Index: 8

Lauri Viitasaari
Lauri Viitasaari

H-Index: 9

Stochastic differential equations with discontinuous diffusion coefficients

Theory of Probability and Mathematical Statistics

2023/12

Soledad Torres
Soledad Torres

H-Index: 9

Lauri Viitasaari
Lauri Viitasaari

H-Index: 9

Transfer principle for fractional Ornstein-Uhlenbeck processes

arXiv preprint arXiv:2311.00823

2023/11/1

Lauri Viitasaari
Lauri Viitasaari

H-Index: 9

Geometric Characterization of the Eyring–Kramers Formula

Communications in Mathematical Physics

2023/11

Lauri Viitasaari
Lauri Viitasaari

H-Index: 9

Variability of paths and differential equations with -coefficients

Annales de l'Institut Henri Poincare (B) Probabilites et statistiques

2023/11

Lauri Viitasaari
Lauri Viitasaari

H-Index: 9

Hill estimator and extreme quantile estimator for functionals of approximated stochastic processes

arXiv preprint arXiv:2307.03581

2023/7/7

Pauliina Ilmonen
Pauliina Ilmonen

H-Index: 8

Lauri Viitasaari
Lauri Viitasaari

H-Index: 9

Flexible transition probability model for assessing cost-effectiveness of breast cancer screening extension to include women aged 45-49 and 70-74

Plos one

2023/6/23

Pauliina Ilmonen
Pauliina Ilmonen

H-Index: 8

Lauri Viitasaari
Lauri Viitasaari

H-Index: 9

Optimizing high-dimensional stochastic forestry via reinforcement learning

Journal of Economic Dynamics and Control

2022/12/1

Concentration inequalities for leave-one-out cross validation

arXiv preprint arXiv:2211.02478

2022/11/4

Lauri Viitasaari
Lauri Viitasaari

H-Index: 9

On the existence and regularity of local times

arXiv preprint arXiv:2211.01464

2022/11/2

Lauri Viitasaari
Lauri Viitasaari

H-Index: 9

Vector‐valued generalized Ornstein–Uhlenbeck processes: Properties and parameter estimation

Scandinavian Journal of Statistics

2022/9

On optimal prediction of missing functional data with memory

arXiv preprint arXiv:2208.09925

2022/8/21

See List of Professors in Lauri Viitasaari University(Aalto-yliopisto)