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Volumn 17, Issue 4, 2011, Pages 1159-1194

Multipower variation for Brownian semistationary processes

Author keywords

Central limit theorem; Gaussian processes; Intermittency; Non semimartingales; Turbulence; Volatility; Wiener chaos

Indexed keywords


EID: 79960214897     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.3150/10-BEJ316     Document Type: Article
Times cited : (61)

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