In this article, for some $d-$dimensional Gaussian processes \[X=\{X_t=(X^1_t,⋯,X^d_t):t≥0\},\] whose components are i.i.d. $1-$dimensional self-similar Gaussian process with Hurst index H∈(0,1), we consider the asymptotic behavior of approximation of its k-th derivatives of local time under certain mild conditions, where k=(k₁,⋯,kd) and k_'s are non-negative real numbers. We will give a derivative version of the limit theorems for functional of Gaussian processes and use this result to get the asymptotic behaviors.
No takes yet. Share an insight, caveat, or question.
Minhao Hong (2024) studied this question.
Synapse has enriched 5 closely related papers on similar clinical questions. Consider them for comparative context: