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

Cited in

(20)

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

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