Multipower variation for Brownian semistationary processes (Q654402): Difference between revisions

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Latest revision as of 08:29, 30 July 2024

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Multipower variation for Brownian semistationary processes
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    Multipower variation for Brownian semistationary processes (English)
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    28 December 2011
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    central limit theorem
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    Gaussian processes
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    intermittency
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    turbulence
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    volatility
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    Wiener chaos expansion
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    Malliavin calculus
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    multipower variation
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