Pauliina IlmonenTorres, SoledadSoledadTorresLauri Viitasaari2025-12-062025-12-062020-10-0110.1007/s11203-020-09212-62-s2.0-85084007124https://cris-uv-2.scimago.es/handle/123456789/6998In this article we introduce and study oscillating Gaussian processes defined by Xt=α+Yt1Yt>0+α-Yt1Yt<0, where α+, α-> 0 are free parameters and Y is either stationary or self-similar Gaussian process. We study the basic properties of X and we consider estimation of the model parameters. In particular, we show that the moment estimators converge in Lp and are, when suitably normalised, asymptotically normal.enacceso abiertoStatistics And Probabilityarticle