Abstract
We prove a central limit theorem for the local time of real stationary Gaussian process via its expansion in terms of Hermite polynomials. The limiting process is Gaussian, and we give conditions ensuring its sample paths continuity. Other new asymptotics are also proved for such a local time.
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© 1999 Springer Basel AG
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Hariz, S.B., Doukhan, P., León, J.R. (1999). Central Limit Theorem for the Local Time of a Gaussian Process. In: Dalang, R.C., Dozzi, M., Russo, F. (eds) Seminar on Stochastic Analysis, Random Fields and Applications. Progress in Probability, vol 45. Birkhäuser, Basel. https://doi.org/10.1007/978-3-0348-8681-9_3
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DOI: https://doi.org/10.1007/978-3-0348-8681-9_3
Publisher Name: Birkhäuser, Basel
Print ISBN: 978-3-0348-9727-3
Online ISBN: 978-3-0348-8681-9
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