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Limit theorems for functionals of higher order differences of Brownian semi-stationary processes

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Standard

Limit theorems for functionals of higher order differences of Brownian semi-stationary processes. / Barndorff-Nielsen, Ole Eiler; Corcuera, José Manuel; Podolskij, Mark.

Prokhorov and contemporary probability theory: In Honor of Yuri V. Prokhorov. red. / A. N. Shiryaev; S. R. S. Varadhan; E. L. Presman. Springer, 2013. s. 69-96 (Springer proceedings in mathematics & statistics, Bind 33).

Publikation: Bidrag til bog/antologi/rapport/proceedingBidrag til bog/antologiForskningpeer review

Harvard

Barndorff-Nielsen, OE, Corcuera, JM & Podolskij, M 2013, Limit theorems for functionals of higher order differences of Brownian semi-stationary processes. i AN Shiryaev, SRS Varadhan & EL Presman (red), Prokhorov and contemporary probability theory: In Honor of Yuri V. Prokhorov. Springer, Springer proceedings in mathematics & statistics, bind 33, s. 69-96. https://doi.org/10.1007/978-3-642-33549-5_4

APA

Barndorff-Nielsen, O. E., Corcuera, J. M., & Podolskij, M. (2013). Limit theorems for functionals of higher order differences of Brownian semi-stationary processes. I A. N. Shiryaev, S. R. S. Varadhan, & E. L. Presman (red.), Prokhorov and contemporary probability theory: In Honor of Yuri V. Prokhorov (s. 69-96). Springer. Springer proceedings in mathematics & statistics Bind 33 https://doi.org/10.1007/978-3-642-33549-5_4

CBE

Barndorff-Nielsen OE, Corcuera JM, Podolskij M. 2013. Limit theorems for functionals of higher order differences of Brownian semi-stationary processes. Shiryaev AN, Varadhan SRS, Presman EL, red. I Prokhorov and contemporary probability theory: In Honor of Yuri V. Prokhorov. Springer. s. 69-96. (Springer proceedings in mathematics & statistics, Bind 33). https://doi.org/10.1007/978-3-642-33549-5_4

MLA

Barndorff-Nielsen, Ole Eiler, José Manuel Corcuera, og Mark Podolskij "Limit theorems for functionals of higher order differences of Brownian semi-stationary processes"., Shiryaev, A. N. Varadhan, S. R. S. Presman, E. L. (red.). Prokhorov and contemporary probability theory: In Honor of Yuri V. Prokhorov. Springer. (Springer proceedings in mathematics & statistics, Bind 33). 2013, 69-96. https://doi.org/10.1007/978-3-642-33549-5_4

Vancouver

Barndorff-Nielsen OE, Corcuera JM, Podolskij M. Limit theorems for functionals of higher order differences of Brownian semi-stationary processes. I Shiryaev AN, Varadhan SRS, Presman EL, red., Prokhorov and contemporary probability theory: In Honor of Yuri V. Prokhorov. Springer. 2013. s. 69-96. (Springer proceedings in mathematics & statistics, Bind 33). https://doi.org/10.1007/978-3-642-33549-5_4

Author

Barndorff-Nielsen, Ole Eiler ; Corcuera, José Manuel ; Podolskij, Mark. / Limit theorems for functionals of higher order differences of Brownian semi-stationary processes. Prokhorov and contemporary probability theory: In Honor of Yuri V. Prokhorov. red. / A. N. Shiryaev ; S. R. S. Varadhan ; E. L. Presman. Springer, 2013. s. 69-96 (Springer proceedings in mathematics & statistics, Bind 33).

Bibtex

@inbook{9fa966f01ba411dfb95d000ea68e967b,
title = "Limit theorems for functionals of higher order differences of Brownian semi-stationary processes",
author = "Barndorff-Nielsen, {Ole Eiler} and Corcuera, {Jos{\'e} Manuel} and Mark Podolskij",
year = "2013",
doi = "10.1007/978-3-642-33549-5_4",
language = "English",
isbn = "978-3-642-33548-8",
series = "Springer proceedings in mathematics & statistics",
pages = "69--96",
editor = "Shiryaev, {A. N.} and Varadhan, {S. R. S.} and Presman, {E. L.}",
booktitle = "Prokhorov and contemporary probability theory",
publisher = "Springer",

}

RIS

TY - CHAP

T1 - Limit theorems for functionals of higher order differences of Brownian semi-stationary processes

AU - Barndorff-Nielsen, Ole Eiler

AU - Corcuera, José Manuel

AU - Podolskij, Mark

PY - 2013

Y1 - 2013

U2 - 10.1007/978-3-642-33549-5_4

DO - 10.1007/978-3-642-33549-5_4

M3 - Book chapter

SN - 978-3-642-33548-8

T3 - Springer proceedings in mathematics & statistics

SP - 69

EP - 96

BT - Prokhorov and contemporary probability theory

A2 - Shiryaev, A. N.

A2 - Varadhan, S. R. S.

A2 - Presman, E. L.

PB - Springer

ER -