Asymptotic behavior for an additive functional of two independent self-similar Gaussian processes
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DOI: 10.1016/j.spa.2018.11.009
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. read more here.
Keywords: independent self; additive functional; asymptotic behavior; behavior additive ... See more keywords