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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. Click to show full 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:
independent self;
additive functional;
asymptotic behavior;
behavior additive;
two independent;
functional two
Journal Title: Stochastic Processes and their Applications
Year Published: 2019
Link to full text (if available)
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Journal Title: Stochastic Processes and their Applications
Year Published: 2019
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!