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2212.00867
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Pre-averaging fractional processes contaminated by noise, with an application to turbulence
1 December 2022
David Chen
Yu Cheng
Carsten H. Chong
Pierre Gentine
Wangdong Jia
Bryce Monier
Shi-Chen Shen
Re-assign community
ArXiv (abs)
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Papers citing
"Pre-averaging fractional processes contaminated by noise, with an application to turbulence"
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Title
Rate-optimal estimation of mixed semimartingales
Carsten H. Chong
T. Delerue
Fabian Mies
92
5
0
21 Jul 2022
1