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^*

^*此作品的通讯作者

统计学院

University of Kansas

科研成果: 期刊稿件 › 文章 › 同行评审

5 引用（Scopus）

摘要

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.

源语言	英语
页（从-至）	3981-4008
页数	28
期刊	Stochastic Processes and their Applications
卷	129
期	10
DOI	https://doi.org/10.1016/j.spa.2018.11.009
出版状态	已出版 - 10月 2019

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@article{c960f8487cda491ca096ae7c8a1a2f44,

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",

pages = "3981--4008",

journal = "Stochastic Processes and their Applications",

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

AU - Nualart, David

AU - Xu, Fangjun

PY - 2019/10

Y1 - 2019/10

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

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