12 citations · 16 across the 6 of their papers we have counts for
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math.PR2015
Decomposition and limit theorems for a class of self-similar Gaussian processes
Daniel Harnett, David Nualart
We introduce a new class of self-similar Gaussian stochastic processes, where the covariance is defined in terms of a fractional Brownian motion and another Gaussian process. A spe…
math.PR2015
Central limit theorem for functionals of a generalized self-similar Gaussian process
Daniel Harnett, David Nualart
We consider a class of self-similar, continuous Gaussian processes that do not necessarily have stationary increments. We prove a version of the Breuer-Major theorem for this class…