Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1151414 | Statistics & Probability Letters | 2015 | 5 Pages |
Abstract
In this note, we prove a sharp LpLp-rate of convergence of the number of upcrossings to the local time of the Brownian motion. In particular, it provides novel pp-variation estimates (2
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Alberto Ohashi, Alexandre B. Simas,