{"paper":{"title":"On limit theory for Levy semi-stationary processes","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"math.PR","authors_text":"Andreas Basse-O'Connor, Claudio Heinrich, Mark Podolskij","submitted_at":"2016-04-08T11:16:22Z","abstract_excerpt":"In this paper we present some limit theorems for power variation of L\\'evy semi-stationary processes in the setting of infill asymptotics. L\\'evy semi-stationary processes, which are a one-dimensional analogue of ambit fields, are moving average type processes with a multiplicative random component, which is usually referred to as volatility or intermittency. From the mathematical point of view this work extends the asymptotic theory investigated in [14], where the authors derived the limit theory for $k$th order increments of stationary increments L\\'evy driven moving averages. The asymptotic"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1604.02307","kind":"arxiv","version":2},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}