Jos'e Manuel Corcuera

Multipower Variation for Brownian Semistationary Processes

Mark Podolskij, Ole E. Barndorff-Nielsen, O. Barndorff-Nielsen, 2009, 1201.0868.

Asymptotic theory for Brownian semi-stationary processes with application to turbulence

Mark Podolskij, Mikko S. Pakkanen, Emil Hedevang, 2012, 1211.4221.