310 citations · 1.1k across the 52 of their papers we have counts for
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math.PR2012★ 61 cited
Asymptotic theory for Brownian semi-stationary processes with application to turbulence
José Manuel Corcuera, Emil Hedevang, Mikko S. Pakkanen +1
This paper presents some asymptotic results for statistics of Brownian semi-stationary (BSS) processes. More precisely, we consider power variations of BSS processes, which are bas…
math.PR2012★ 3 cited
Limit theorems for nondegenerate U-statistics of continuous semimartingales
Mark Podolskij, Christian Schmidt, Johanna F. Ziegel
This paper presents the asymptotic theory for nondegenerate -statistics of high frequency observations of continuous Itô semimartingales. We prove uniform convergence in probabi…