Expected number of level-crossings for a strictly stationary ellipsoidal process.
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Publication:1423128
DOI10.1016/S0167-7152(03)00175-5zbMath1116.60327OpenAlexW1972721831MaRDI QIDQ1423128
Publication date: 14 February 2004
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-7152(03)00175-5
Gaussian processLocalBinary and ternary time seriesInflection pointsmaxima and minimaScale mixtures of normals
Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70) Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10) Sample path properties (60G17)
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Variance Formulae for One- and Two-Step Level-Crossings of Ellipsoidal Processes, Asymptotic theory for curve-crossing analysis
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