On non-standard limits of Brownian semi-stationary processes (Q2512851): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2159973384 / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1403.6484 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On mixing and stability of limit theorems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Power variation for Gaussian processes with stationary increments / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multipower variation for Brownian semistationary processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Limit Theorems for Functionals of Higher Order Differences of Brownian Semi-Stationary Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5493536 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5310518 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5436594 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Time Change, Volatility, and Turbulence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3656682 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Central limit theorems for non-linear functionals of Gaussian fields / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic theory for Brownian semi-stationary processes with application to turbulence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotics of weighted random sums / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic properties of realized power variations and related functionals of semimartingales / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4856610 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Central limit theorems for sequences of multiple stochastic integrals / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4662408 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5515900 / rank
 
Normal rank

Latest revision as of 15:34, 9 July 2024

scientific article
Language Label Description Also known as
English
On non-standard limits of Brownian semi-stationary processes
scientific article

    Statements

    On non-standard limits of Brownian semi-stationary processes (English)
    0 references
    0 references
    0 references
    30 January 2015
    0 references
    Brownian semi-stationary processes
    0 references
    high frequency statistics
    0 references
    limit theorems
    0 references
    stable convergence
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references