On limit theory for Lévy semi-stationary processes (Q1708996): Difference between revisions

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+.02307
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+Quasi Ornstein-Uhlenbeck processes
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+Modelling energy spot prices by volatility modulated Lévy-driven Volterra processes
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+Power variation for Gaussian processes with stationary increments
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+Multipower variation for Brownian semistationary processes
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+Limit Theorems for Functionals of Higher Order Differences of Brownian Semi-Stationary Processes
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+Bipower Variation for Gaussian Processes with Stationary Increments
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+Q5493536
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+Q5310518
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+Assessing relative volatility/ intermittency/energy dissipation
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+Q5436594
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+Time Change, Volatility, and Turbulence
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+Q3656682
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+Power variation for a class of stationary increments Lévy driven moving averages
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+On critical cases in limit theory for stationary increments Lévy driven moving averages
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+On roughness indices for fractional fields
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+Q4269108
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+Variations and Hurst index estimation for a Rosenblatt process using longer filters
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+Estimating the parameters of a fractional Brownian motion by discrete variations of its sample paths
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+Estimation of the Hurst and the stability indices of a \(H\)-self-similar stable process
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+On non-standard limits of Brownian semi-stationary processes
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+Scaling properties of the empirical structure function of linear fractional stable motion and estimation of its parameters
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+Convergence en loi des H-variations d'un processus gaussien stationnaire sur \({\mathbb{R}}\). (Convergence in law of H-variations of a stationary Gaussian process)
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+Asymptotic properties of realized power variations and related functionals of semimartingales
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+Discretization of processes.
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+Q4778955
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+Q4004188
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+Orlicz spaces and modular spaces
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+Asymptotic behavior of weighted quadratic variations of fractional Brownian motion: the critical case \(H=1/4\)
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+Spectral representations of infinitely divisible processes
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+On Itô stochastic integration with respect to p-stable motion: Inner clock, integrability of sample paths, double and multiple integrals
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+Variations and estimators for self-similarity parameters via Malliavin calculus
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+Stochastic-Process Limits
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