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 … 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 …