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

David Nualart and Fangjun Xu

Stochastic Processes and their Applications, 2019, vol. 129, issue 10, 3981-4008

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: Gaussian processes; Intersection local time; Method of moments; Chaining argument; pairing technique (search for similar items in EconPapers)
Date: 2019
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Citations: View citations in EconPapers (1)

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DOI: 10.1016/j.spa.2018.11.009

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