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

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+On mixing and stability of limit theorems
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+Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
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+Modelling energy spot prices by volatility modulated Lévy-driven Volterra processes
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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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+Volatility determination in an ambit process setting
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+Hybrid scheme for Brownian semistationary processes
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+Parameter estimation for the discretely observed fractional Ornstein-Uhlenbeck process and the Yuima R package
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+Estimating the parameters of a fractional Brownian motion by discrete variations of its sample paths
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+Power variation of some integral fractional processes
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+Asymptotic theory for Brownian semi-stationary processes with application to turbulence
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+Estimation of Integrated Volatility in Continuous-Time Financial Models with Applications to Goodness-of-Fit Testing
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+Testing the parametric form of the volatility in continuous time diffusion models -- a stochastic process approach
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+Convergence of the Structure Function of a Multifractal Random Walk in a Mixed Asymptotic Setting
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+Testing the type of a semi-martingale: Itō against multifractal
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+Testing Statistical Hypotheses
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+Estimating the scaling function of multifractal measures and multifractal random walks using ratios
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+Limit theorems for power variations of ambit fields driven by white noise
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+Goodness-of-fit testing for fractional diffusions
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+Progress in the Statistical Theory of Turbulence
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+W1967727656
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