Slepian Models and Regression Approximations in Crossing and Extreme Value Theory
DOI10.2307/1403443zbMATH Open0790.60046OpenAlexW4238967953MaRDI QIDQ3989149FDOQ3989149
Authors: Georg Lindgren, Igor Rychlik
Publication date: 28 June 1992
Published in: International Statistical Review / Revue Internationale de Statistique (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1403443
Recommendations
- scientific article; zbMATH DE number 3879825
- Slepian models for X2-processes with dependent components with application to envelope upcrossings
- Slepian models for non-stationary Gaussian processes
- Regression approximations of wavelength and amplitude distributions
- Slepian noise approach for Gaussian and Laplace moving average processes
Gaussian processesreliabilitynumerical approximationschi-squared processesSlepian modelamplitude and wavelength distributioncrossing theory for stochastic processes
Gaussian processes (60G15) Extreme value theory; extremal stochastic processes (60G70) Applications of renewal theory (reliability, demand theory, etc.) (60K10)
Cited In (14)
- Gaussian integrals and Rice series in crossing distributions -- to compute the distribution of maxima and other features of Gaussian processes
- Slepian models for X2-processes with dependent components with application to envelope upcrossings
- Cycle range distributions for Gaussian processes -- exact and approximative results
- Constrained stochastic simulation -- generation of time series around some specific event in a normal process
- Title not available (Why is that?)
- Wave intensities and slopes in Lagrangian seas
- Slepian noise approach for Gaussian and Laplace moving average processes
- Slepian models for Gaussian random landscapes
- The relation between wave asymmetry and particle orbits analysed by Slepian models
- Extremes, rainflow cycles and damage functionals in continuous random processes
- Slepian models for the stochastic shape of individual Lagrange sea waves
- Palm distributions of wave characteristics in encountering seas
- Ramp crossings for Slepian's process (Corresp.)
- Extreme value theory for stochastic processes
This page was built for publication: Slepian Models and Regression Approximations in Crossing and Extreme Value Theory
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3989149)