Multipower variation for Brownian semistationary processes (Q654402)
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scientific article
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| English | Multipower variation for Brownian semistationary processes |
scientific article |
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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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0.8134340047836304
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0.8132506608963013
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0.8131756782531738
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0.8042344450950623
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0.8002540469169617
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