Extremes and upcrossing intensities for P-differentiable stationary processes
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References listed on IDEAS
- Marcus, Michael B., 1989. "Some bounds for the expected number of level crossings of symmetric harmonizable p-stable processes," Stochastic Processes and their Applications, Elsevier, vol. 33(2), pages 217-231, December.
- Albin, J. M. P., 1993. "Extremes of totally skewed stable motion," Statistics & Probability Letters, Elsevier, vol. 16(3), pages 219-224, February.
- Samorodnitsky, Gennady, 1988. "Extrema of skewed stable processes," Stochastic Processes and their Applications, Elsevier, vol. 30(1), pages 17-39, November.
- Albin, J. M. P., 1992. "Extremes and crossings for differentiable stationary processes with application to Gaussian processes in m and Hilbert space," Stochastic Processes and their Applications, Elsevier, vol. 42(1), pages 119-147, August.
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- Albin, J. M. P., 2001. "On extremes and streams of upcrossings," Stochastic Processes and their Applications, Elsevier, vol. 94(2), pages 271-300, August.
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Keywords
Extrema Local extrema Sojourn Upcrossing Rice's formula Belyaev's formula Stationary process Gaussian process [chi]2-process [alpha]-Stable process;Statistics
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