scientific article; zbMATH DE number 1165688

zbMATH Open0898.60045MaRDI QIDQ4396397FDOQ4396397

Authors: Martin Sköld 

Publication date: 14 June 1998

Title of this publication is not available (Why is that?)

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zbMATH Keywords

differentiable processexpected number of upcrossingsintensity of markssample models

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Stationary stochastic processes (60G10) Sample path properties (60G17)

Cited In (5)

• On the asymptotic variance of the continuous-time kernel density estimator
• Title not available (Why is that?)
• Estimation of the average number of continuous crossings for non-stationary non-diffusion processes
• Note on the estimation of crossing intensity for Laplace moving average
• Title not available (Why is that?)

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