In this paper we study the asymptotic behaviour of power and multipower variations of stochatstic processes. Processes of the type considered serve in particular, to analyse data of velocity increments of a uid in a turbulence regime with spot intermittency sigma. The purpose of the present...

We present some new asymptotic results for functionals of higher order differences of Brownian semi-stationary processes. In an earlier work we have derived a similar asymptotic theory for first order differences. However, the central limit theorems were valid only for certain values of the...