scientific article; zbMATH DE number 1944325

MaRDI QIDQ4407620zbMATH OpenFDO

Authors Knut Sølna, George Papanicolaou

Publication date 1 July 2003

zbMATH Keywords

atmospheric turbulencedata segmentationfractional Brownian motionlocally stationary time seriesscale spectra

Mathematics Subject Classification ID

Self-similar stochastic processes (60G18) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Numerical methods for wavelets (65T60) Meteorology and atmospheric physics (86A10)

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• Emergence of turbulent epochs in oil prices
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• On effective attenuation in multiscale composite media
• Some sample path properties of multifractional Brownian motion
• Stochastic self-similarity and stationarity: novel perspectives for heterogeneous and multifractal processes
• A central limit theorem for the generalized quadratic variation of the step fractional Brownian motion
• Should structure functions be used to estimate power laws in turbulence? A comparative study
• Inefficiency in Latin-American market indices

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