Optimal prediction of catastrophes with applications to Gaussian processes

DOI10.1214/aop/1176994670zbMath0441.62086OpenAlexW2078354620MaRDI QIDQ1143111

Jacques de Maré

Publication date: 1980

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176994670

zbMATH Keywords

Gaussian processeslevel crossingsPalm measurehorizontal window conditioningmodel processesoptimal prediction of catastrophes

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Gaussian processes (60G15) Signal detection and filtering (aspects of stochastic processes) (60G35)

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