Slepian model based independent interval approximation for the level excursion distributions

MaRDI QIDQ6747851arXivFDO

Authors Henrik Bengtsson, Krzysztof Podgórski

Publication date 2024

Published in arXiv

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Gaussian processes (60G15) Extreme value theory; extremal stochastic processes (60G70) Markov renewal processes, semi-Markov processes (60K15)

arXiv classification

math.PR

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