Showing 1 - 10 of 91
Persistent link: https://www.econbiz.de/10002142062
In this paper we study the asymptotic behaviour of power and multipower variations of stochatstic processes. Processes of the type considered serve in particular, to analyse data of velocity increments of a uid in a turbulence regime with spot intermittency sigma. The purpose of the present...
Persistent link: https://www.econbiz.de/10013159426
Persistent link: https://www.econbiz.de/10009510584
Persistent link: https://www.econbiz.de/10009785770
Persistent link: https://www.econbiz.de/10009682608
Persistent link: https://www.econbiz.de/10008807427
Persistent link: https://www.econbiz.de/10010442414
Persistent link: https://www.econbiz.de/10003354240
Persistent link: https://www.econbiz.de/10003849554
Persistent link: https://www.econbiz.de/10010532687