scientific article; zbMATH DE number 1165688

MaRDI QIDQ4396397zbMATH OpenFDO

Authors Martin Sköld

Publication date 14 June 1998

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)

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Cited in

(5)

• On the asymptotic variance of the continuous-time kernel density estimator
• scientific article; zbMATH DE number 4011567 (Why is no real title available?)
• 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
• scientific article; zbMATH DE number 3864220 (Why is no real title available?)

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