On the second moment of the number of crossings by a stationary Gaussian process

DOI10.1214/009117906000000142zbMath1101.60024arXivmath/0609682MaRDI QIDQ850983

Marie F. Kratz, José Rafael León

Publication date: 8 November 2006

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0609682

Mathematics Subject Classification ID

60G15: Gaussian processes

60G10: Stationary stochastic processes

60G70: Extreme value theory; extremal stochastic processes

Related Items

Level curves crossings and applications for Gaussian models, On the second moment of the number of crossings by a stationary Gaussian process

Cites Work

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