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This paper looks at some recent work on estimating quadratic variation using realized variance (RV) - that is, sums of M squared returns. This econometrics has been motivated by the advent of the common availability of high-frequency financial return data. When the underlying process is a...
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This paper presents the study of a structure composed of a wind turbine, a speed multiplier and an asynchronous generator coupled to the infinite power network through a line of energy transfer electric modelled by an R–L circuit. After modelling of the global system, the behaviour of the...
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The pitch control of wind generators is usually made by a feed back control concept. However, under the conditions where a wind speed changes very frequently due to geographic reasons of the site and the target system has large rotor inertia, the feed back signal which is applied to the control...
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We study the asymptotics of lattice power variations of two-parameter ambit fields driven by white noise. Our first result is a law of large numbers for power variations. Under a constraint on the memory of the ambit field, normalized power variations converge to certain integral functionals of...
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