Ohashi, Alberto; Simas, Alexandre B. - In: Statistics & Probability Letters 100 (2015) C, pp. 137-141
In this note, we prove a sharp Lp-rate of convergence of the number of upcrossings to the local time of the Brownian motion. In particular, it provides novel p-variation estimates (2p∞) for the number of upcrossings of the Brownian motion. Our result complements the fundamental work of...