Limit theorems for power variations of ambit fields driven by white noise
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Publication:401465
DOI10.1016/j.spa.2014.01.005zbMath1319.60110arXiv1301.2107OpenAlexW2004619155MaRDI QIDQ401465
Publication date: 27 August 2014
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1301.2107
Random fields (60G60) Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)
Related Items (13)
Ambit Fields: Survey and New Challenges ⋮ Functional limit theorems for generalized variations of the fractional Brownian sheet ⋮ Central limit theorems for stationary random fields under weak dependence with application to ambit and mixed moving average fields ⋮ Necessary and sufficient conditions for limit theorems for quadratic variations of Gaussian sequences ⋮ Local scaling limits of Lévy driven fractional random fields ⋮ High-frequency analysis of parabolic stochastic PDEs ⋮ Pathwise Decompositions of Brownian Semistationary Processes ⋮ Assessing relative volatility/ intermittency/energy dissipation ⋮ Selfdecomposable fields ⋮ A Weak Limit Theorem for Numerical Approximation of Brownian Semi-stationary Processes ⋮ Stationary and multi-self-similar random fields with stochastic volatility ⋮ Power variations for fractional type infinitely divisible random fields ⋮ Parameter estimation for SPDEs based on discrete observations in time and space
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