Multipower variation for Brownian semistationary processes (Q654402)

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Multipower variation for Brownian semistationary processes
scientific article

    Statements

    title
    Multipower variation for Brownian semistationary processes (English)
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    published in
    Bernoulli
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    publication date
    28 December 2011
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    zbMATH Keywords
    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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    cites work
    Q5493536
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    Q5436594
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    Q3656682
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    Q5447122
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    Q5560061
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    Q5544740
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    Q4662408
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    Q3511651
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    Identifiers

    DOI
    10.3150/10-BEJ316
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    Mathematics Subject Classification ID
    60G15
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    60F05
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    60H05
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    60H07
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    60G10
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    60F25
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    zbMATH DE Number
    5992411
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    arXiv ID
    1201.0868
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    OpenAlex ID
    W2789158122
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