Pages that link to "Item:Q2838135"
From MaRDI portal
The following pages link to Limit Theorems for Functionals of Higher Order Differences of Brownian Semi-Stationary Processes (Q2838135):
Displayed 21 items.
- Limit theorems for power variations of ambit fields driven by white noise (Q401465) (← links)
- Assessing relative volatility/ intermittency/energy dissipation (Q470490) (← links)
- Stationary infinitely divisible processes (Q642197) (← links)
- On limit theory for Lévy semi-stationary processes (Q1708996) (← links)
- A weak law of large numbers for realised covariation in a Hilbert space setting (Q2074990) (← links)
- Parameter estimation for discretized geometric fractional Brownian motions with applications in Chinese financial markets (Q2110494) (← links)
- High-frequency analysis of parabolic stochastic PDEs (Q2196213) (← links)
- Goodness-of-fit testing for fractional diffusions (Q2392825) (← links)
- A limit theorem for a class of stationary increments Lévy moving average process with multiple singularities (Q2414851) (← links)
- A central limit theorem for the realised covariation of a bivariate Brownian semistationary process (Q2419676) (← links)
- Asymptotic theory for Brownian semi-stationary processes with application to turbulence (Q2447644) (← links)
- On non-standard limits of Brownian semi-stationary processes (Q2512851) (← links)
- Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process (Q2682955) (← links)
- Ambit Processes, Their Volatility Determination and Their Applications (Q2946095) (← links)
- Estimation of the Hurst parameter in the simultaneous presence of jumps and noise (Q4580032) (← links)
- The local fractional bootstrap (Q4629286) (← links)
- Gamma Kernels and BSS/LSS Processes (Q4976493) (← links)
- Ambit Fields: Survey and New Challenges (Q5038271) (← links)
- Volatility estimation in fractional Ornstein-Uhlenbeck models (Q5106730) (← links)
- Pathwise Decompositions of Brownian Semistationary Processes (Q5380532) (← links)
- Hybrid scheme for Brownian semistationary processes (Q6032782) (← links)