Covariances of zero crossings in Gaussian processes
DOI10.1137/S0040585X97984991zbMATH Open1238.60044OpenAlexW1992272038MaRDI QIDQ2882290FDOQ2882290
Publication date: 4 May 2012
Published in: Theory of Probability and its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0040585x97984991
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fractional Gaussian noisebinary time serieszero crossingAR\((1)\) processFARIMA\((0, d, 0)\) processquadrivariate normal orthant probability
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15)
Cited In (9)
- Computation of the quadrivariate and pentavariate normal cumulative distribution functions
- Joint distribution of successive zero crossing distances for stationary Gaussian processes
- Zero-crossing intervals of Gaussian processes
- Localized level crossing random walk test robust to the presence of structural breaks
- Correction to: Local nondeterminism and the zeros of Gaussian processes
- Cross-correlations and joint gaussianity in multivariate level crossing models
- Estimation of ordinal pattern probabilities in Gaussian processes with stationary increments
- Quantification of fracture roughness by change probabilities and Hurst exponents
- Statistical property of threshold-crossing for zero-mean-valued, narrow-banded Gaussian processes
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