Pages that link to "Item:Q2447644"

The following pages link to Asymptotic theory for Brownian semi-stationary processes with application to turbulence (Q2447644):

Displaying 25 items.

• Limit theorems for power variations of ambit fields driven by white noise (Q401465) (← links)
• Assessing relative volatility/ intermittency/energy dissipation (Q470490) (← links)
• On the class of distributions of subordinated Lévy processes and bases (Q730346) (← links)
• A weak law of large numbers for realised covariation in a Hilbert space setting (Q2074990) (← links)
• Limit theorems for the realised semicovariances of multivariate Brownian semistationary processes (Q2105070) (← links)
• Large and moderate deviations for stochastic Volterra systems (Q2137754) (← links)
• High-frequency analysis of parabolic stochastic PDEs (Q2196213) (← links)
• On the divergence and vorticity of vector ambit fields (Q2196544) (← links)
• A central limit theorem for the realised covariation of a bivariate Brownian semistationary process (Q2419676) (← links)
• On non-standard limits of Brownian semi-stationary processes (Q2512851) (← links)
• Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process (Q2682955) (← links)
• Some Recent Developments in Ambit Stochastics (Q2801788) (← links)
• A Weak Limit Theorem for Numerical Approximation of Brownian Semi-stationary Processes (Q2801791) (← links)
• Ambit Processes, Their Volatility Determination and Their Applications (Q2946095) (← links)
• Modelling Turbulent Time Series by BSS-Processes (Q2956046) (← links)
• Estimation of the Hurst parameter in the simultaneous presence of jumps and noise (Q4580032) (← links)
• The local fractional bootstrap (Q4629286) (← links)
• Gamma Kernels and BSS/LSS Processes (Q4976493) (← links)
• Pricing under rough volatility (Q5001177) (← links)
• On Lévy Semistationary Processes with a Gamma Kernel (Q5038270) (← links)
• Ambit Fields: Survey and New Challenges (Q5038271) (← links)
• Limit theorems for multivariate Brownian semistationary processes and feasible results (Q5203952) (← links)
• Pathwise Decompositions of Brownian Semistationary Processes (Q5380532) (← links)
• Semiparametric estimation and inference on the fractal index of Gaussian and conditionally Gaussian time series data (Q5861006) (← links)
• Power variations in fractional Sobolev spaces for a class of parabolic stochastic PDEs (Q6103215) (← links)