Moderate deviations of empirical periodogram and non-linear functionals of moving average processes
H. Djellout, A. Guillin, L. Wu (2006)
Annales de l'I.H.P. Probabilités et statistiques
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H. Djellout, A. Guillin, L. Wu (2006)
Annales de l'I.H.P. Probabilités et statistiques
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Hisao Watanabe (1973)
Studia Mathematica
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David Nualart, Josep Vives (1992)
Publicacions Matemàtiques
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In this note we prove that the Local Time at zero for a multiparametric Wiener process belongs to the Sobolev space D for any ε > 0. We do this computing its Wiener chaos expansion. We see also that this expansion converges almost surely. Finally, using the same technique we prove similar results for a renormalized Local Time for the autointersections of a planar Brownian motion.
Wojciech Szatzschneider (1978)
Studia Mathematica
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Sanjar Aspandiiarov, Roudolf Iasnogorodski (1999)
Annales de l'I.H.P. Probabilités et statistiques
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José Rafael Leon R. (1983)
Annales de l'I.H.P. Probabilités et statistiques
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Z. Rychlik, D. Szynal (1979)
Banach Center Publications
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