# publications

papers, preprints, and conference proceedings

## journal papers & preprints

## 2021

## 2020

## conference papers

###### peer-reviewed conference proceedings

## 2019

- IEEEWavelet-based detection and estimation of fractional Lévy signals in high dimensions
*8th IEEE International Workshop on Computational Advances in Multi-Sensor Adaptive Processing (CAMSAP)*(2019) - IEEEOn multivariate non-Gaussian scale invariance: fractional Lévy processes and wavelet estimation
*European Signal Processing Conference (EUSIPCO)*(2019)

## 2018

- IEEETempered fractional Brownian motion: wavelet estimation and modeling of turbulence in geophysical flows
*2018 IEEE Statistical Signal Processing Workshop (SSP)*(2018)

## current projects

###### works in preparation

## 2021

- A wavelet thresholding method for estimation of integrated volatility
*In progress.*(2021) - Efficient estimation of volatility for a tempered stable Lévy model of infinite variation
*In progress.*(2021)