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Assessing Relative Volatility/Intermittency/Energy Dissipation
Barndorff-Nielsen, Ole E.; Pakkanen, Mikko S.; … - School of Economics and Management, University of Aarhus - 2013
by the assessment of relative energy dissipation in empirical data of turbulence, we apply it also to energy price data …
Persistent link: https://www.econbiz.de/10010851213
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Asymptotic theory for Brownian semi-stationary processes with application to turbulence
Corcuera, José Manuel; Hedevang, Emil; Pakkanen, Mikko S. - School of Economics and Management, University of Aarhus - 2012
region. Finally, we apply our statistical theory to turbulence data. …
Persistent link: https://www.econbiz.de/10010851246
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Ambit processes and stochastic partial differential equations
Ole E. Barndorff–Nielsen; Benth, Fred Espen; Veraart, … - School of Economics and Management, University of Aarhus - 2010
flexible structure, they have great potential for providing realistic models for various applications such as in turbulence and …
Persistent link: https://www.econbiz.de/10008565809
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Multipower Variation for Brownian Semistationary Processes
Barndorff-Nielsen, Ole E.; Corcuera, José Manuel; … - School of Economics and Management, University of Aarhus - 2009
of the type considered serve in particular, to analyse data of velocity increments of a fluid in a turbulence regime with …
Persistent link: https://www.econbiz.de/10004991540