Some properties of the crossings process generated by a stationary χ² process

Cited in

(19)

Poisson approximation of the number of exceedances of a discrete-time \(\chi ^ 2\)-process
Minima of \(H\)-valued Gaussian processes
Sojourns of vector Gaussian processes inside and outside spheres
Limit laws for the maxima of stationary chi-processes under random index
On maxima of chi-processes over threshold dependent grids
Gaussian stochastic processes
On the limit properties of the last exit time and the first crossing point for the stationary dependent chi-sequences
On the general law of iterated logarithm with application to selfsimilar processes and to Gaussian processes in \(\mathbb{R}{}^ n\) and Hilbert space
On the asymptotic distribution of the maxima from Gaussian functions subject to missing observations
The extremes of dependent chi-processes attracted by the Brown-Resnick process
On extreme value theory for group stationary Gaussian processes
On extremes and streams of upcrossing.
Almost sure central limit theorems for the maxima of Gaussian functions
On extremal theory for self-similar processes
A test for the presence of conditional heteroskedasticity within arch-m framework
Extremes and crossings for differentiable stationary processes with application to Gaussian processes in \(\mathbb{R}{}^ m\) and Hilbert space
Limit theorems for extremes of strongly dependent cyclo-stationary \(\chi \)-processes
Point processes of exits by bivariate Gaussian processes and extremal theory for the ^2-process and its concomitants
Extremes and upcrossing intensities for \(P\)-differentiable stationary processes.

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Some properties of the crossings process generated by a stationary χ2 process

Some properties of the crossings process generated by a stationary χ² process