Pages that link to "Item:Q2447644"
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The following pages link to Asymptotic theory for Brownian semi-stationary processes with application to turbulence (Q2447644):
Displayed 14 items.
- Limit theorems for power variations of ambit fields driven by white noise (Q401465) (← links)
- Assessing relative volatility/ intermittency/energy dissipation (Q470490) (← links)
- On the class of distributions of subordinated Lévy processes and bases (Q730346) (← links)
- A central limit theorem for the realised covariation of a bivariate Brownian semistationary process (Q2419676) (← links)
- On non-standard limits of Brownian semi-stationary processes (Q2512851) (← links)
- Some Recent Developments in Ambit Stochastics (Q2801788) (← links)
- A Weak Limit Theorem for Numerical Approximation of Brownian Semi-stationary Processes (Q2801791) (← links)
- Ambit Processes, Their Volatility Determination and Their Applications (Q2946095) (← links)
- Modelling Turbulent Time Series by BSS-Processes (Q2956046) (← links)
- Estimation of the Hurst parameter in the simultaneous presence of jumps and noise (Q4580032) (← links)
- The local fractional bootstrap (Q4629286) (← links)
- Gamma Kernels and BSS/LSS Processes (Q4976493) (← links)
- Pathwise Decompositions of Brownian Semistationary Processes (Q5380532) (← links)
- Hybrid scheme for Brownian semistationary processes (Q6032782) (← links)