Asymptotic behavior for an additive functional of two independent self-similar Gaussian processes
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Publication:2274266
DOI10.1016/j.spa.2018.11.009zbMath1422.60035arXiv1802.00709OpenAlexW2962977973MaRDI QIDQ2274266
Publication date: 19 September 2019
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1802.00709
Gaussian processes (60G15) Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22)
Related Items (3)
Higher-order derivative of self-intersection local time for fractional Brownian motion ⋮ Derivative of multiple self-intersection local time for fractional Brownian motion ⋮ Derivatives of local times for some Gaussian fields
Cites Work
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- Central limit theorem for an additive functional of the fractional Brownian motion
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