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Podolskij, M. & Vetter, M. (2009). Bipower-type estimation in a noisy diffusion setting. Stochastic Processes and Their Applications, 119(9), 2803-2831. https://doi.org/10.1016/j.spa.2009.02.006
Podolskij, M. (2010). Semimartingales. I R. Cont (red.), Encyclopedia of Quantitative Finance John Wiley.
Podolskij, M., Schmidt, C. & Vetter, M. (2015). On U- and V-statistics for discontinuous Itô semimartingale. Institut for Økonomi, Aarhus Universitet. CREATES Research Paper Nr. 2015-52
Podolskij, M. & Thamrongrat, N. (2015). A weak limit theorem for numerical approximation of Brownian semi-stationary processes. Institut for Økonomi, Aarhus Universitet. CREATES Research Paper Nr. 2015-53
Podolskij, M., Veliyev, B. & Yoshida, N. (2015). Edgeworth expansion for the pre-averaging estimator. Institut for Økonomi, Aarhus Universitet. CREATES Research Paper Nr. 2015-60
Podolskij, M. & Thamrongrat, N. (2016). A weak limit theorem for numerical approximation of Brownian semi-stationary processes. I F. E. Benth & G. Di Nunno (red.), Stochastics of Environmental and Financial Economics (s. 101-120). Springer. https://doi.org/10.1007/978-3-319-23425-0_4
Podolskij, M., Schmidt, C. & Vetter, M. (2017). On U- and V-statistics for discontinuous Ito semimartingales. Annales de l'Institut Henri Poincaré, Probabilités et Statistiques, 53(3), 1007-1050. https://doi.org/10.1214/16-AIHP744
Podolskij, M., Veliyev, B. & Yoshida, N. (2017). Edgeworth expansion for the pre-averaging estimator. Stochastic Processes and Their Applications, 127(11), 3558-3595 . https://doi.org/10.1016/j.spa.2017.03.001
Podolskij, M., Veliyev, B. & Yoshida, N. (2018). Edgeworth expansion for Euler approximation of continuous diffusion processes. Institut for Økonomi, Aarhus Universitet. CREATES Research Paper Nr. 2018-28
Perry, D. & Asmussen, S. (1995). Rejection rules in the M/G/1 queue. Queueing Systems Theory Appl., 19(1-2), 105-130.
Pelizzola, M., Tanderup, K., Chopra, S., Jürgenliemk-Schulz, I. M., Nout, R., Kirchheiner, K. & Spampinato, S. (2023). Co-occurrence of symptoms after radiochemotherapy in locally advanced cervix cancer patients: a cluster analysis. Acta oncologica (Stockholm, Sweden), 62(11), 1479-1487. https://doi.org/10.1080/0284186X.2023.2271252
Pelizzola, M., Behr, M., Li, H., Munk, A. & Futschik, A. (2021). Multiple haplotype reconstruction from allele frequency data. Nature Computational Science, 1(4), 262-271. https://doi.org/10.1038/s43588-021-00056-5
Pedersen, J. (2002). Periodic Ornstein-Uhlenbeck processes driven by Levy processes. Journal of Applied Probability, 39, 748-763.
Pedersen, J. & Sato, K. (2003). Cone-parameter Convolution Semigroups and their Subordination. Tokyo Journal of Mathematics, 26(2), 503-525.
Pedersen, J. & Sato, K. (2004). Relations between cone-parameter Levy processes and convolution semigroups. J. Math. Soc. Japan, 56(2), 541-559.
Pedersen, J. & Sato, K. (2003). Semigroups and processes with parameter in a cone. MaPhySto, University of Aarhus.
Pedersen, U. V., Svendsen, A., Blæsild, P. & Andersen, T. (2002). Lifetime measurement of the metastable B- ion using an electrostatic ion storage ring. Journal of Physics B: Atomic, Molecular and Optical Physics, 35, 2811.
Pedersen, J. & Sato, K.-I. (2004). Semigroups and processes with parameter in a cone. I N. M. Chuong, L. Nirenberg & W. Tutschke (red.), Abstract and applied analysis: proceedings of the International Conference held in Hanoi, August 17-21, 2002 (s. 499-513). World Scientific.
Pedersen, J. & Sauri, O. (2015). On Lévy semistationary processes with a gamma kernel. I R. H. Mena, J. C. Pardo, V. Rivero & G. U. Bravo (red.), XI Symposium of Probability and Stochastic Processes: CIMAT, Mexico, November 18-22, 2013 (s. 217-239). Springer. https://doi.org/10.1007/978-3-319-13984-5_11