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Multipower variation for Brownian semistationary processes

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Original languageEnglish
JournalBernoulli
Volume17
Issue4
Pages (from-to)1159-1194
Number of pages36
ISSN1350-7265
DOIs
Publication statusPublished - 2011

    Research areas

  • Central limit theorem, Gaussian processes, intermittency, non-semimartingales, turbulence, volatility, Wiener chaos

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