Pakkanen, Mikko S. - In: Stochastic Processes and their Applications 124 (2014) 5, pp. 1942-1973
We study the asymptotics of lattice power variations of two-parameter ambit fields driven by white noise. Our first result is a law of large numbers for power variations. Under a constraint on the memory of the ambit field, normalized power variations converge to certain integral functionals of...