Barndorff-Nielsen, Ole E.; Corcuera, José Manuel; … - School of Economics and Management, University of Aarhus - 2009
spot intermittency sigma. The purpose of the present paper is to determine the probabilistic limit behaviour of the (multi …)power variations of Y, as a basis for studying properties of the intermittency process. Notably the processes Y are in general not of … analyse data of velocity increments of a uid in a turbulence
regime with spot intermittency . The purpose of the present …