Aarhus University Seal / Aarhus Universitets segl

Modelling turbulent time series by BSS processes

José Ulises Marquéz Urbina
(Department of Mathematics, Aarhus University)
Thieleseminar
Torsdag, 13 november, 2014, at 13:15-14:00, in Koll. D (1531-211)
Abstrakt:

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.

Organiseret af: The T.N. Thiele Centre
Kontaktperson: Søren Asmussen