The limit theorems of upcrossing point processes of stationary strongly dependent Gaussian processes

MaRDI QIDQ3179869zbMATH OpenFDO

Authors Zhongquan Tan

Publication date 6 January 2017

zbMATH Keywords

Gaussian processupcrossingstrongly dependentCox-process

Mathematics Subject Classification ID

Gaussian processes (60G15) Extreme value theory; extremal stochastic processes (60G70) Strong limit theorems (60F15)

Recommendations

• The limit properties of point processes of upcrossings in nonstationary strongly dependent Gaussian models
• scientific article; zbMATH DE number 1235080
• scientific article; zbMATH DE number 991638
• Limit Theorem for High Levela-Upcrossings by $\chi$-Process
• scientific article; zbMATH DE number 2233302

Cited in

(4)

• The limit properties of point processes of upcrossings in nonstationary strongly dependent Gaussian models
• Limit Theorem for High Levela-Upcrossings by $\chi$-Process
• On point measures of \(\varepsilon\)-upcrossings for stationary diffusions.
• scientific article; zbMATH DE number 2233302 (Why is no real title available?)

This page was built for publication: The limit theorems of upcrossing point processes of stationary strongly dependent Gaussian processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3179869)