Asymptotic theory for Brownian semi-stationary processes with application to turbulence
Year of publication: |
2012
|
---|---|
Authors: | Corcuera, José Manuel ; Hedevang, Emil ; Pakkanen, Mikko S. ; Podolskij, Mark |
Publisher: |
Aarhus : School of Economics and Management |
Subject: | Theorie | Theory | Stochastischer Prozess | Stochastic process | ARCH-Modell | ARCH model | Wahrscheinlichkeitsrechnung | Probability theory |
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