Approximation of fractional local times: zero energy and derivatives (Q2240878): Difference between revisions

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+Bandwidth selection and asymptotic properties of local nonparametric estimators in possibly nonstationary continuous-time models
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+Comportement asymptotique du temps d'occupation du processus des sommes partielles. (Asymptotical behavior of the occupation time of partial sums)
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+Tanaka formula for the fractional Brownian motion.
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+Central limit theorem for an additive functional of the fractional Brownian motion
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+CHAOS EXPANSION OF LOCAL TIME OF FRACTIONAL BROWNIAN MOTIONS
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+Rates of convergence to the local time of a diffusion
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+Convergence of functionals of sums of r.v.s to local times of fractional stable motions.
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+On the Tanaka formula for the derivative of self-intersection local time of fractional Brownian motion
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+Random Walks and A Sojourn Density Process of Brownian Motion
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+The Derivative of the Intersection Local Time of Brownian Motion Through Wiener Chaos
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+On the Derivative of Local Time for the Brownian Sheet with Respect to a Space Variable
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+Integration par parties dans l'espace de Wiener et approximation du temps local. (Integration by parts in the Wiener space and approximation of local time)
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+ASYMPTOTIC THEORY FOR LOCAL TIME DENSITY ESTIMATION AND NONPARAMETRIC COINTEGRATING REGRESSION
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+ASYMPTOTIC THEORY FOR ZERO ENERGY FUNCTIONALS WITH NONPARAMETRIC REGRESSION APPLICATIONS
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+Some Useful Functions for Functional Limit Theorems
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+Geometric properties of fractional Brownian sheets
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