Assessing relative volatility/ intermittency/energy dissipation (Q470490): Difference between revisions

@@ Property / author @@
+Ole Eiler Barndorff-Nielsen
@@ Property / author: Ole Eiler Barndorff-Nielsen / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+YUIMA
@@ Property / describes a project that uses: YUIMA / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.6683
@@ Property / arXiv ID: 1304.6683 / rank @@
+Normal rank
@@ Property / cites work @@
+On mixing and stability of limit theorems
@@ Property / cites work: On mixing and stability of limit theorems / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
+Normal rank
@@ Property / cites work @@
+Modelling energy spot prices by volatility modulated Lévy-driven Volterra processes
+Normal rank
@@ Property / cites work @@
+Multipower variation for Brownian semistationary processes
+Normal rank
@@ Property / cites work @@
+Limit Theorems for Functionals of Higher Order Differences of Brownian Semi-Stationary Processes
+Normal rank
@@ Property / cites work @@
+Volatility determination in an ambit process setting
+Normal rank
@@ Property / cites work @@
+Q3656682
@@ Property / cites work: Q3656682 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5493536
@@ Property / cites work: Q5493536 / rank @@
+Normal rank
@@ Property / cites work @@
+Hybrid scheme for Brownian semistationary processes
+Normal rank
@@ Property / cites work @@
+Q3992980
@@ Property / cites work: Q3992980 / rank @@
+Normal rank
@@ Property / cites work @@
+Parameter estimation for the discretely observed fractional Ornstein-Uhlenbeck process and the Yuima R package
+Normal rank
@@ Property / cites work @@
+Q4082864
@@ Property / cites work: Q4082864 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimating the parameters of a fractional Brownian motion by discrete variations of its sample paths
+Normal rank
@@ Property / cites work @@
+Power variation of some integral fractional processes
+Normal rank
@@ Property / cites work @@
+Asymptotic theory for Brownian semi-stationary processes with application to turbulence
+Normal rank
@@ Property / cites work @@
+Estimation of Integrated Volatility in Continuous-Time Financial Models with Applications to Goodness-of-Fit Testing
+Normal rank
@@ Property / cites work @@
+Testing the parametric form of the volatility in continuous time diffusion models -- a stochastic process approach
+Normal rank
@@ Property / cites work @@
+Convergence of the Structure Function of a Multifractal Random Walk in a Mixed Asymptotic Setting
+Normal rank
@@ Property / cites work @@
+Testing the type of a semi-martingale: Itō against multifractal
+Normal rank
@@ Property / cites work @@
+Q4857359
@@ Property / cites work: Q4857359 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4778955
@@ Property / cites work: Q4778955 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5844025
@@ Property / cites work: Q5844025 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5780307
@@ Property / cites work: Q5780307 / rank @@
+Normal rank
@@ Property / cites work @@
+Testing Statistical Hypotheses
@@ Property / cites work: Testing Statistical Hypotheses / rank @@
+Normal rank
@@ Property / cites work @@
+Estimating the scaling function of multifractal measures and multifractal random walks using ratios
+Normal rank
@@ Property / cites work @@
+Limit theorems for power variations of ambit fields driven by white noise
+Normal rank
@@ Property / cites work @@
+Goodness-of-fit testing for fractional diffusions
@@ Property / cites work: Goodness-of-fit testing for fractional diffusions / rank @@
+Normal rank
@@ Property / cites work @@
+Q5515900
@@ Property / cites work: Q5515900 / rank @@
+Normal rank
@@ Property / cites work @@
+Progress in the Statistical Theory of Turbulence
@@ Property / cites work: Progress in the Statistical Theory of Turbulence / rank @@
+Normal rank