| Lévy driven moving averages and semimartingales A Basse, J Pedersen Stochastic processes and their applications 119 (9), 2970-2991, 2009 | 66 | 2009 |
| Quasi Ornstein–Uhlenbeck processes OE Barndorff-Nielsen, A Basse-O’Connor | 59 | 2011 |
| Power variation for a class of stationary increments Lévy driven moving averages A Basse-O’Connor, R Lachièze-Rey, M Podolskij | 36 | 2017 |
| Gaussian moving averages and semimartingales A Basse | 35 | 2008 |
| On the uniform convergence of random series in Skorohod space and representations of cadlag infinitely divisible processes A Basse-O’Connor, J Rosiński | 26 | 2013 |
| Spectral representation of Gaussian semimartingales A Basse Journal of Theoretical Probability 22, 811-826, 2009 | 25 | 2009 |
| Multiparameter processes with stationary increments: Spectral representation and integration A Basse-O'Connor, SE Graversen, J Pedersen | 23 | 2012 |
| On infinitely divisible semimartingales A Basse-O’Connor, J Rosiński Probability Theory and Related Fields 164, 133-163, 2016 | 21 | 2016 |
| Stochastic integration on the real line A Basse-O'Connor, SE Graversen, J Pedersen Theory of Probability & Its Applications 58 (2), 193-215, 2014 | 18 | 2014 |
| Stochastic integration on the real line A Basse-O'Connor, SE Graversen, J Pedersen Theory of Probability & Its Applications 58 (2), 193-215, 2014 | 18 | 2014 |
| Stochastic integration on the real line A Basse-O'Connor, SE Graversen, J Pedersen Theory of Probability & Its Applications 58 (2), 193-215, 2014 | 18 | 2014 |
| Stochastic integration on the real line A Basse-O'Connor, SE Graversen, J Pedersen Теория вероятностей и ее применения 58 (2), 355-380, 2013 | 17 | 2013 |
| Representation of Gaussian semimartingales with applications to the covariance function A Basse-O'Connor Stochastics: An International Journal of Probability and Stochastics …, 2010 | 16 | 2010 |
| On limit theory for Lévy semi-stationary processes A Basse-O’Connor, C Heinrich, M Podolskij | 14 | 2018 |
| On limit theory for functionals of stationary increments Lévy driven moving averages A Basse-O’Connor, C Heinrich, M Podolskij | 12 | 2019 |
| Characterization of the finite variation property for a class of stationary increment infinitely divisible processes A Basse-O’Connor, J Rosiński Stochastic Processes and their Applications 123 (6), 1871-1890, 2013 | 11 | 2013 |
| A unified approach to stochastic integration on the real line A Basse-O'Connor, SE Graversen, J Pedersen | 11 | 2010 |
| Stochastic delay differential equations and related autoregressive models A Basse-O'Connor, MS Nielsen, J Pedersen, V Rohde Stochastics 92 (3), 454-477, 2020 | 10 | 2020 |
| Multivariate stochastic delay differential equations and CAR representations of CARMA processes A Basse-O’Connor, MS Nielsen, J Pedersen, V Rohde Stochastic Processes and their Applications 129 (10), 4119-4143, 2019 | 10 | 2019 |
| On critical cases in limit theory for stationary increments Lévy driven moving averages A Basse-O’Connor, M Podolskij Stochastics 89 (1), 360-383, 2017 | 9 | 2017 |
