Limit theorems for power variations of ambit fields driven by white noise-Reference-Cited by-同舟云学术

Limit theorems for power variations of ambit fields driven by white noise

Published:2014-05 Issue:5 Volume:124 Page:1942-1973
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Pakkanen Mikko S.

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference43 articles.

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3. Ambit processes and stochastic partial differential equations;Barndorff-Nielsen,2011

4. O.E. Barndorff-Nielsen, F.E. Benth, A.E.D. Veraart, Recent advances in ambit stochastics with a view towards tempo-spatial stochastic volatility/intermittency, 2012. arXiv:1210.1354.

5. Power variation for Gaussian processes with stationary increments;Barndorff-Nielsen;Stochastic Process. Appl.,2009

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