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Analyzing the fine structure of continuous time stochastic processes
Jeannette Woerner
Progr. Probab.
63(2):473--492
(
2011
)
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Oct 4, 2010, 9:23 PM
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Convergence of Certain Functionals of Integral Fractional Processes
José Manuel Corcuera
,
David Nualart
, and
Jeannette H. C. Woerner
J. Theor. Probab.
22(4):856-870
(
2009
)
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Mar 15, 2010, 12:10 PM
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Bipower variation for Gaussian processes with stationary increments
Ole E. Barndorff-Nielsen
,
José Manuel Corcuera
,
Mark Podolskij
, and
Jeannette H. C. Woerner
J. Appl. Probab.
46(1):132-150
(
2009
)
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Mar 15, 2010, 12:10 PM
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