Extremes and upcrossing intensities for P-differentiable stationary processes.

DOI10.1016/S0304-4149(99)00110-6MaRDI QIDQ1877396zbMATH OpenOpenAlexFDO

Authors J. M. P. Albin

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

zbMATH Keywords

Gaussian processstationary processextremalocal extremaupcrossing\(\alpha \)-stable processsojournRice's formulaBelyaev'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)

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Cited in

(5)

• Extremes of regularly varying Lévy-driven mixed moving average processes
• 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

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