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

zbMATH Open1363.60055MaRDI QIDQ3179869FDOQ3179869

Zhongquan Tan

Publication date: 6 January 2017

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

zbMATH Keywords

Gaussian processupcrossingstrongly dependentCox-process

Mathematics Subject Classification ID

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

Cited In (3)

• Limit Theorem for High Levela-Upcrossings by $\chi$-Process
• On point measures of \(\varepsilon\)-upcrossings for stationary diffusions.
• Title not available (Why is that?)

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)