Asymptotic theory for Brownian semi-stationary processes with application to turbulence
Year of publication: |
2012-11-16
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Authors: | Corcuera, José Manuel ; Hedevang, Emil ; Pakkanen, Mikko S. ; Podolskij, Mark |
Institutions: | School of Economics and Management, University of Aarhus |
Subject: | Brownian semi-stationary processes | high frequency data | limit theorems | stable convergence | turbulence |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | 2 pages long |
Classification: | C10 - Econometric and Statistical Methods: General. General ; C13 - Estimation ; C14 - Semiparametric and Nonparametric Methods |
Source: |
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