Pages that link to "Item:Q654402"
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The following pages link to Multipower variation for Brownian semistationary processes (Q654402):
Displaying 39 items.
- Limit theorems for power variations of ambit fields driven by white noise (Q401465) (← links)
- Assessing relative volatility/ intermittency/energy dissipation (Q470490) (← links)
- Quantitative Breuer-Major theorems (Q544489) (← links)
- Quasi Ornstein-Uhlenbeck processes (Q638762) (← links)
- Stationary infinitely divisible processes (Q642197) (← links)
- Multipower variation for Brownian semistationary processes (Q654402) (← links)
- On limit theory for Lévy semi-stationary processes (Q1708996) (← links)
- New central limit theorems for functionals of Gaussian processes and their applications (Q1930612) (← links)
- A weak law of large numbers for realised covariation in a Hilbert space setting (Q2074990) (← links)
- Limit theorems for the realised semicovariances of multivariate Brownian semistationary processes (Q2105070) (← links)
- Path properties of a generalized fractional Brownian motion (Q2116490) (← links)
- Central limit theorems for stationary random fields under weak dependence with application to ambit and mixed moving average fields (Q2170362) (← links)
- High-frequency analysis of parabolic stochastic PDEs (Q2196213) (← links)
- On limit theory for functionals of stationary increments Lévy driven moving averages (Q2274198) (← 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)
- On stochastic integration for volatility modulated Lévy-driven Volterra processes (Q2434503) (← 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)
- A Weak Limit Theorem for Numerical Approximation of Brownian Semi-stationary Processes (Q2801791) (← links)
- Limit Theorems for Functionals of Higher Order Differences of Brownian Semi-Stationary Processes (Q2838135) (← links)
- High-frequency sampling and kernel estimation for continuous-time moving average processes (Q2852599) (← links)
- Ambit Processes, Their Volatility Determination and Their Applications (Q2946095) (← links)
- Wavelet-Based Methods for High-Frequency Lead-Lag Analysis (Q3122063) (← 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)
- Limit theorems for multivariate Brownian semistationary processes and feasible results (Q5203952) (← links)
- Empirical likelihood methods for discretely observed Gaussian moving averages (Q5222386) (← links)
- Pathwise Decompositions of Brownian Semistationary Processes (Q5380532) (← links)
- Semiparametric estimation and inference on the fractal index of Gaussian and conditionally Gaussian time series data (Q5861006) (← links)
- Estimators of fractal dimension: assessing the roughness of time series and spatial data (Q5962692) (← links)
- Power variations in fractional Sobolev spaces for a class of parabolic stochastic PDEs (Q6103215) (← links)
- Power variation for Itô integrals with respect to \(\alpha\)-stable processes (Q6573271) (← links)
- A feasible central limit theorem for realised covariation of SPDEs in the context of functional data (Q6590456) (← links)
- Statistical inference for rough volatility: central limit theorems (Q6591582) (← links)
