Assessing relative volatility/ intermittency/energy dissipation
From MaRDI portal
Publication:470490
DOI10.1214/14-EJS942zbMath1302.60115arXiv1304.6683MaRDI QIDQ470490
Mikko S. Pakkanen, Jürgen Schmiegel, Ole Eiler Barndorff-Nielsen
Publication date: 12 November 2014
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1304.6683
turbulence; energy dissipation; volatility; intermittency; power variation; Brownian semistationary process
62M09: Non-Markovian processes: estimation
76F55: Statistical turbulence modeling
60G48: Generalizations of martingales
86A10: Meteorology and atmospheric physics
60J70: Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.)
Related Items
Gamma Kernels and BSS/LSS Processes, Hybrid scheme for Brownian semistationary processes, Limit theorems for power variations of ambit fields driven by white noise, On limit theory for Lévy semi-stationary processes, Some Recent Developments in Ambit Stochastics
Uses Software
Cites Work
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