Almut E. D. Veraart - Publications, H-index & Citations

Almut E. D. Veraart

imperial college london

16H指数

126论文数

792被引数

收录论文 8

发表时间

ESTIMATION AND INFERENCE FOR MULTIVARIATE CONTINUOUS-TIME AUTOREGRESSIVE PROCESSES 多元连续时间自回归过程的估计与推断

Annals of Applied Probability

IF1.8

2026-02-01

PREAI

Lucchese, Lorenzo; Pakkanen, Mikko S.; Veraart, Almut E. D.

Research frontiers in ambit stochastics: In memory of Ole E. Barndorff-Nielsen ambit随机过程中的研究前沿：纪念Ole E. Barndorff-Nielsen

Bernoulli

IF1.7

2026-02-01

PREAI

Bent, Fred Espen; Veraart, Almut E. D.

The Markov approximation of the periodic multivariate Poisson autoregression 周期性多元泊松自回归的马尔可夫逼近

Electronic Journal of Statistics

IF1.3

2026-01-01

PREAI

Khabou, Mahmoud; Cohen, Edward A. K.; Veraart, Almut E. D.

The short-term predictability of returns in order book markets: A deep learning perspective

INTERNATIONAL JOURNAL OF FORECASTING

IF7.1

2024-10-01

OAAI

Lucchese, Lorenzo; Pakkanen, Mikko S.; Veraart, Almut E. D.

Inference and forecasting for continuous-time integer-valued trawl processes

JOURNAL OF ECONOMETRICS

IF4

2023-10-01

OAAI

Bennedsen, Mikkel; Lunde, Asger; Shephard, Neil; Veraart, Almut E. D.

A multi-factor approach to modelling the impact of wind energy on electricity spot prices

ENERGY ECONOMICS

IF14.2

2021-12-01

PREAI

Rowinska, Paulina A.; Veraart, Almut E. D.; Gruet, Pierre

Introduction: the mathematics of energy systems

PHILOSOPHICAL TRANSACTIONS OF THE ROYAL SOCIETY A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES

IF3.7

2021-06-07

OAAI

Mancarella, Pierluigi; Moriarty, John; Philpott, Andy; Veraart, Almut; Zachary, Stan; Zwart, Bert

Likelihood estimation of Levy-driven stochastic volatility models through realized variance measures 基于已实现方差测度的Levy驱动随机波动率模型的似然估计

ECONOMETRICS JOURNAL

IF7

2011-06-07

PREAI

Veraart, Almut E. D.

研究方向