Weak convergence of a nonlinear functional of a stationary Gaussian process. Application to the local time

DOI10.1023/A:1006773016942zbMath0969.60030OpenAlexW1530494186MaRDI QIDQ5932676

No author found.

Publication date: 12 June 2001

Published in: Acta Mathematica Hungarica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1006773016942

zbMATH Keywords

weak convergencedistributional limit theoremlocal timenonlinear functionalnumber of crossingsstationary Gaussian process

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Functional limit theorems; invariance principles (60F17)

Related Items (2)

Volatility estimation of Gaussian Ornstein-Uhlenbeck processes of the second kind ⋮ Power variation for Gaussian processes with stationary increments

This page was built for publication: Weak convergence of a nonlinear functional of a stationary Gaussian process. Application to the local time