Publications

• [1]  Basse-O'Connor, A. and M. Podolskij (2024). Asymptotic theory for quadratic variation of harmonizable fractional stable processes. Theory of Probability and Mathematical Statistics 110, 3–12. [journal] [arXiv]

• [1] Basse-O'Connor, A., T.L. Overgaard, M. Skjøtt (2023). Some Results on Random Mixed SAT Problems. Proceedings of 23rd EYSM (to appear). [arXiv] 

• [2] Roohi, M., S. Mirzajani, A. Basse-O'Connor (2023). A No-Chatter Single-Input Finite-Time PID Sliding Mode Control Technique for Stabilization of a Class of 4D Chaotic Fractional-Order Laser Systems. Mathematics 11(21), 4463. [journal] 

• [3]  Roohi, M., C. Zhang, M. Taheri, A. Basse-O’Connor (2023). Synchronization of Fractional-Order Delayed Neural Networks Using Dynamic-Free Adaptive Sliding Mode Control. Fractal and Fractional 7(9). [journal] 

• [5]  Basse-O’Connor, A., T. Grønbæk and M. Podolskij (2021). Local asymptotic self-similarity for heavy tailed harmonizable fractional Lévy motions. ESAIM: Probability and Statistics 25, 286-297. [journal] [arXiv] 

• [6]  Basse-O’Connor, A., V. Pilipauskaitė and M. Podolskij (2021). Power variations for fractional type infinitely divisible random fields. Electronic Journal of Probability 26, 1-35. [journal] [arXiv]  

• [7]  Basse-O’Connor, A., J. Pedersen and V. Rohde (2020). On infinite divisibility of a class of two-dimensional vectors in the second Wiener chaos. Modern Stochastics: Theory and Applications 7(3), 267–289. [journal] [arXiv]  

• [8]  Basse-O’Connor, A. (2020). Sufficient conditions for càdlàg sample paths of stable superpositions of Ornstein–Uhlenbeck processes. In Proceeding of the 62nd ISI World Statistics Congress 2019, STS, V3, 74–79. [proceeding] 

• [9]  Basse-O’Connor, A., M. Podolskij and C. Thäle (2020). A Berry-Esseen theorem for partial sums of functionals of heavy-tailed moving averages. Electronic Journal of Probability 25(31), 1–31. [journal] [arXiv]   

• [10]  Basse-O’Connor, A., M.S. Nielsen, J. Pedersen and V. Rohde (2020). Stochastic delay differential equations and related autoregressive models. Stochastics 92(3). [journal] 

• [11]  Basse-O’Connor, A., C. Heinrich and M. Podolskij (2019). On limit theory for functionals of stationary increments Lévy driven moving averages. Electronic Journal of Probability 24(79), 1–42. [journal] [arXiv]   

• [12]  Basse-O’Connor, A., M.S. Nielsen, J. Pedersen and V. Rohde (2019). Multivariate stochastic delay differential equations and CAR representations of CARMA processes. Stochastic Processes and their Applications 129, 4119–4143. [journal] [arXiv]   

• [13]  Basse-O’Connor, A. M.S. Nielsen and J. Pedersen (2018). Equivalent martingale measures for Lévy-driven moving averages and related processes. Stochastic Processes and their Applications 128(8), 2538–2556. [journal] [arXiv]   

• [14]  Basse-O’Connor, A., C. Heinrich and M. Podolskij (2018). On limit theory for Lévy semi-stationary processes. Bernoulli 24(4A), 3117–3146. [journal] [arXiv]   

• [15]  Basse-O’Connor, A., R. Lachièze-Rey and M. Podolskij (2017). Power variation for a class of stationary increments Lévy driven moving averages. The Annals of Probability 45(6B), 4477–4528. [journal] [arXiv] 

• [16]  Basse-O’Connor, A. and M. Podolskij (2017). On critical cases in limit theory for stationary increments Lévy driven moving averages. Stochastics 89(1), 360–383. [journal] 

• [17]  Basse-O’Connor, A. and M. Weber (2016). On the Φ-variation of stochastic processes with exponential moments. Transactions of the London Mathematical Society 3(1), 1–27. [journal] [arXiv]  

• [18]  Basse-O’Connor, A. and J. Rosiński (2016). On infinitely divisible semimartingales. Probability Theory and Related Fields 164(1-2), 133–163, 2016. [journal] [arXiv]  

• [19]  Basse-O’Connor, A. (2013). Some properties of a class of continuous time moving average processes. In: Proceedings of the 18th EYSM, 59–64. [proceeding] 

• [20]  Basse-O’Connor, A. and J. Rosiński (2013). Characterization of the finite variation property for a class of stationary increment infinitely divisible processes. Stochastic Processes and their Applications 123(6), 1871–1890. [journal] [arXiv]  

• [21]  Basse-O’Connor, A. and J. Rosiński (2013). On Lévy’s equivalence theorem in Skorohod space. In: High Dimensional Probability VI: The Banff volume. (Progress in Probability, Vol. 66), 219–225. [journal] 

• [22]  Basse-O’Connor, A. and J. Rosiński (2013). On the uniform convergence of random series in Skorohod space and representations of càdlàg infinitely divisible processes. The Annals of Probability 41(6), 4317–4341. [journal] [arXiv]  

• [23]  Basse-O’Connor, A., S.-E. Graversen and J. Pedersen (2013). Stochastic integration on the real line. Theory of Probability and Its Applications 58, 355–380. [journal] 

• [24]  Basse-O’Connor, A., S.-E. Graversen and J. Pedersen (2012). Multiparameter processes with stationary increments: Spectral representation and integration. Electronic Journal of Probability 17(74), 1–21. [journal] 

• [25]  Basse-O’Connor, A., S.-E. Graversen and J. Pedersen (2012). Some classes of proper integrals and generalized Ornstein-Uhlenbeck processes. Séminaire de Probabilités XLIV, Lecture Notes in Mathematics 2046, 61–74. [journal] 

• [26]  Basse-O’Connor, A. Integrability of seminorms (2011). Electronic Journal of Probability 16(7), 216–229. [journal] [arXiv] 

• [27]  Barndorff-Nielsen, O. E. and A. Basse-O’Connor (2011). Quasi Ornstein-Uhlenbeck processes. Bernoulli 17(3), 916–941. [journal] [arXiv] 

• [28]  Basse-O’Connor, A., S.-E. Graversen and J. Pedersen (2010). Martingale-type processes indexed by the real line. ALEA Latin American Journal of Probability and Mathematical Statistics 7, 117–137. [journal] [arXiv]  

• [29]  Basse-O’Connor, A. and S.-E. Graversen (2010). Path and semimartingale properties of chaos processes. Stochastic Processes and their Applications 120(4), 522–540. [journal] 

• [30]  Basse-O’Connor, A (2010). Representation of Gaussian semimartingales with application to the covariance function. Stochastics 82(4), 381–401. [journal] 

• [31]  Basse, A. and J. Pedersen (2009). Lévy driven moving averages and semimartingales. Stochastic Processes and their Applications 119(9), 2970–2991. [journal] 

• [32]  Basse, A. (2009). Spectral representation of Gaussian semimartingales. Journal of Theoretical Probability 22(4), 811–826. [journal] 

• [33]  Basse, A. (2008). Gaussian moving averages and semimartingales. Electronic Journal of Probability 13(39), 1140–1165. [journal] 

Ph.D. thesis:

• The Dynamics of Stochastics Processes, 2010. [thesis]