Multipower variation for Brownian semistationary processes

@inproceedings{BarndorffNielsen2011MultipowerVF,
  title={Multipower variation for Brownian semistationary processes},
  author={Ole E. Barndorff-Nielsen and Jos{\'e} Manuel Corcuera and Mark Podolskij},
  year={2011}
}
OLE E. BARNDORFF-NIELSEN, JOSÉ MANUEL CORCUERA and MARK PODOLSKIJ Department of Mathematical Sciences, University of Aarhus, Ny Munkegade, DK–8000 Aarhus C, Denmark. E-mail: oebn@imf.au.dk Universitat de Barcelona, Gran Via de les Corts Catalanes 585, 08007 Barcelona, Spain. E-mail: jmcorcuera@ub.edu Department of Mathematics, ETH Zürich, HG G32.2, 8092 Z… CONTINUE READING