Asymptotic theory for Brownian semi-stationary processes with application to turbulence
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Publication:2447644
DOI10.1016/j.spa.2013.03.011zbMath1295.60044arXiv1211.4221OpenAlexW2110881271MaRDI QIDQ2447644
Mikko S. Pakkanen, José Manuel Corcuera, Mark Podolskij, Emil Hedevang
Publication date: 28 April 2014
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1211.4221
Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stochastic integrals (60H05) Functional limit theorems; invariance principles (60F17)
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Cites Work
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- The Malliavin Calculus and Related Topics
- Time Change, Volatility, and Turbulence
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- Convergence of integrated processes of arbitrary Hermite rank
- Lévy-based spatial-temporal modelling, with applications to turbulence
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