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

DOI10.2307/1426941zbMATH Open0376.60038OpenAlexW2329572976MaRDI QIDQ4153398FDOQ4153398

Authors: Ken Sharpe 

Publication date: 1978

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1426941

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10)

Cited In (19)

• Poisson approximation of the number of exceedances of a discrete-time \(\chi ^ 2\)-process
• Sojourns of vector Gaussian processes inside and outside spheres
• Minima of \(H\)-valued Gaussian processes
• Limit laws for the maxima of stationary chi-processes under random index
• On maxima of chi-processes over threshold dependent grids
• On the limit properties of the last exit time and the first crossing point for the stationary dependent chi-sequences
• Gaussian stochastic processes
• 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
• Almost sure central limit theorems for the maxima of Gaussian functions
• On extremes and streams of upcrossing.
• 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 \(\chi^2\)-process and its concomitants
• Extremes and upcrossing intensities for \(P\)-differentiable stationary processes.

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