Weak convergence of a nonlinear functional of a stationary Gaussian process. Application to the local time

DOI10.1023/A:1006773016942zbMath0969.60030MaRDI QIDQ5932676

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Publication date: 12 June 2001

Published in: Acta Mathematica Hungarica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1006773016942

zbMATH Keywords

weak convergence; distributional limit theorem; local time; nonlinear functional; number of crossings; stationary Gaussian process

Mathematics Subject Classification ID

60G15: Gaussian processes

60F05: Central limit and other weak theorems

60G10: Stationary stochastic processes

60F17: Functional limit theorems; invariance principles

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