scientific article; zbMATH DE number 3879825

MaRDI QIDQ3345510zbMATH OpenFDO

Authors Georg Lindgren

Publication date 1984

zbMATH Keywords

\textit{Slepian} modelasymptotic expansionscrossings of smooth boundarieslevel crossing predictionlocal extremes

Mathematics Subject Classification ID

Exchangeability for stochastic processes (60G09) Gaussian processes (60G15) Signal detection and filtering (aspects of stochastic processes) (60G35) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Recommendations

• Slepian Models and Regression Approximations in Crossing and Extreme Value Theory
• Boundary crossing probabilities for (q,d)-Slepian-processes
• Slepian models for non-stationary Gaussian processes
• scientific article; zbMATH DE number 4096647
• Slepian models for X²-processes with dependent components with application to envelope upcrossings

Cited in

(8)

• The joint distribution of running maximum of a Slepian process
• The Cameron-Martin theorem for (\(p\)-)Slepian processes
• Boundary crossing probabilities for (q,d)-Slepian-processes
• Ramp crossings for Slepian's process (Corresp.)
• Slepian Models and Regression Approximations in Crossing and Extreme Value Theory
• Slepian models for X²-processes with dependent components with application to envelope upcrossings
• Slepian noise approach for Gaussian and Laplace moving average processes
• New bounds for the first passage, wave-length and amplitude densities

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3345510)