Asymptotic theory for Brownian semi-stationary processes with application to turbulence
Year of publication: |
2013
|
---|---|
Authors: | Corcuera, José Manuel ; Hedevang, Emil ; Pakkanen, Mikko S. ; Podolskij, Mark |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 123.2013, 7, p. 2552-2574
|
Publisher: |
Elsevier |
Subject: | Brownian semi-stationary processes | High frequency data | Limit theorems | Stable convergence | Turbulence |
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