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Modelling turbulent time series by BSS processes

Thiele Seminar
Thursday, 13 November, 2014, at 13:15-14:00, in Koll. D (1531-211)
José Ulises Marquéz Urbina (Department of Mathematics, Aarhus University)
Abstract:

The Brownian semi-stationary (BSS) process was originally proposed by Barndorff-Nielsen and Schmiegel as a modelling framework to describe the temporal turbulent velocity field. This model has several degrees of freedom but a suitable choice of these free parameters is not obvious. In this talk we discuss a specification of these elements and we present some estimation results. We focus in the reproduction of some stylized features of turbulent time series as a way to, partially, validate the model.

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Revised 03.06.2016