Extremes and upcrossing intensities for P-differentiable stationary processes.

DOI10.1016/S0304-4149(99)00110-6zbMATH Open1045.60049OpenAlexW2129663101MaRDI QIDQ1877396FDOQ1877396

Publication date: 7 September 2004

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4149(99)00110-6

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scientific article; zbMATH DE number 29666

zbMATH Keywords

Gaussian process stationary process extrema local extrema upcrossing \(\alpha \)-stable process sojourn Rice's formula Belyaev's formula

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Large deviations (60F10) Gaussian processes (60G15) Extreme value theory; extremal stochastic processes (60G70) Stationary stochastic processes (60G10)

Cites Work

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On Crossings of Levels and Curves by a Wide Class of Stochastic Processes
Extremes and crossings for differentiable stationary processes with application to Gaussian processes in \(\mathbb{R}{}^ m\) and Hilbert space
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Cited In (5)

On statistics at level crossings by a stationary process
Extremes on different grids and continuous time of stationary processes
On extremes and streams of upcrossing.
Extremes and crossings for differentiable stationary processes with application to Gaussian processes in \(\mathbb{R}{}^ m\) and Hilbert space
Extremes of regularly varying Lévy-driven mixed moving average processes

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