Spectral moment estimation by means of level crossings

DOI10.1093/BIOMET/61.2.401MaRDI QIDQ4044033zbMATH OpenOpenAlexFDO

Authors Georg Lindgren

Publication date 1974

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/61.2.401

Mathematics Subject Classification ID

Gaussian processes (60G15) Signal detection and filtering (aspects of stochastic processes) (60G35) Inference from stochastic processes and spectral analysis (62M15) Sample path properties (60G17)

Cited in

(4)

• Lipschitz-Killing curvatures of excursion sets for two-dimensional random fields
• Spatial extremes and stochastic geometry for Gaussian-based peaks-over-threshold processes
• Estimation of the spectral moment, by means of the extrema
• Hermite polynomial expansion for non-smooth functionals of stationary Gaussian processes: Crossings and extremes

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