Pages that link to "Item:Q2838135"

The following pages link to Limit Theorems for Functionals of Higher Order Differences of Brownian Semi-Stationary Processes (Q2838135):

Displaying 25 items.

• Limit theorems for power variations of ambit fields driven by white noise (Q401465) (← links)
• Assessing relative volatility/ intermittency/energy dissipation (Q470490) (← links)
• Stationary infinitely divisible processes (Q642197) (← links)
• On limit theory for Lévy semi-stationary processes (Q1708996) (← links)
• A weak law of large numbers for realised covariation in a Hilbert space setting (Q2074990) (← links)
• Parameter estimation for discretized geometric fractional Brownian motions with applications in Chinese financial markets (Q2110494) (← links)
• High-frequency analysis of parabolic stochastic PDEs (Q2196213) (← links)
• Goodness-of-fit testing for fractional diffusions (Q2392825) (← links)
• A limit theorem for a class of stationary increments Lévy moving average process with multiple singularities (Q2414851) (← links)
• A central limit theorem for the realised covariation of a bivariate Brownian semistationary process (Q2419676) (← links)
• Asymptotic theory for Brownian semi-stationary processes with application to turbulence (Q2447644) (← links)
• On non-standard limits of Brownian semi-stationary processes (Q2512851) (← links)
• Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process (Q2682955) (← links)
• Ambit Processes, Their Volatility Determination and Their Applications (Q2946095) (← links)
• (Q3357195) (← links)
• Estimation of the Hurst parameter in the simultaneous presence of jumps and noise (Q4580032) (← links)
• The local fractional bootstrap (Q4629286) (← links)
• Gamma Kernels and BSS/LSS Processes (Q4976493) (← links)
• Ambit Fields: Survey and New Challenges (Q5038271) (← links)
• Volatility estimation in fractional Ornstein-Uhlenbeck models (Q5106730) (← links)
• Pathwise Decompositions of Brownian Semistationary Processes (Q5380532) (← links)
• Hybrid scheme for Brownian semistationary processes (Q6032782) (← links)
• A feasible central limit theorem for realised covariation of SPDEs in the context of functional data (Q6590456) (← links)
• Statistical inference for rough volatility: central limit theorems (Q6591582) (← links)
• Statistical inference for rough volatility: minimax theory (Q6621523) (← links)