Asymptotic behavior for an additive functional of two independent self-similar Gaussian processes

David Nualart; Fangjun Xu

doi:10.1016/j.spa.2018.11.009

Asymptotic behavior for an additive functional of two independent self-similar Gaussian processes

David Nualart
, Fangjun Xu^*

^*Corresponding author for this work

School of Statistics

University of Kansas

Research output: Contribution to journal › Article › peer-review

5 Scopus citations

Abstract

We derive the asymptotic behavior for an additive functional of two independent self-similar Gaussian processes when their intersection local time exists, using the method of moments.

Original language	English
Pages (from-to)	3981-4008
Number of pages	28
Journal	Stochastic Processes and their Applications
Volume	129
Issue number	10
DOIs	https://doi.org/10.1016/j.spa.2018.11.009
State	Published - Oct 2019

Keywords

Chaining argument
Gaussian processes
Intersection local time
Method of moments
pairing technique

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10.1016/j.spa.2018.11.009

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title = "Asymptotic behavior for an additive functional of two independent self-similar Gaussian processes",

abstract = "We derive the asymptotic behavior for an additive functional of two independent self-similar Gaussian processes when their intersection local time exists, using the method of moments.",

keywords = "Chaining argument, Gaussian processes, Intersection local time, Method of moments, pairing technique",

author = "David Nualart and Fangjun Xu",

note = "Publisher Copyright: {\textcopyright} 2018 Elsevier B.V.",

year = "2019",

month = oct,

doi = "10.1016/j.spa.2018.11.009",

language = "英语",

volume = "129",

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T1 - Asymptotic behavior for an additive functional of two independent self-similar Gaussian processes

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AU - Xu, Fangjun

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N2 - We derive the asymptotic behavior for an additive functional of two independent self-similar Gaussian processes when their intersection local time exists, using the method of moments.

AB - We derive the asymptotic behavior for an additive functional of two independent self-similar Gaussian processes when their intersection local time exists, using the method of moments.

KW - Chaining argument

KW - Gaussian processes

KW - Intersection local time

KW - Method of moments

KW - pairing technique

UR - https://www.scopus.com/pages/publications/85057486953

U2 - 10.1016/j.spa.2018.11.009

DO - 10.1016/j.spa.2018.11.009

M3 - 文章

AN - SCOPUS:85057486953

SN - 0304-4149

VL - 129

SP - 3981

EP - 4008

JO - Stochastic Processes and their Applications

JF - Stochastic Processes and their Applications

IS - 10

ER -

Asymptotic behavior for an additive functional of two independent self-similar Gaussian processes

Abstract

Keywords

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