IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v64y2003i3p305-310.html
   My bibliography  Save this article

Expected number of level-crossings for a strictly stationary ellipsoidal process

Author

Listed:
  • Shimizu, Kunio
  • Tanaka, Minoru

Abstract

The paper provides the expected numbers of one- and two-step level-crossings for trinary series in a strictly stationary ellipsoidal process whose finite-dimensional distributions are scale mixtures of normal distributions. Applications to the expected number of local maxima and minima and to the expected number of inflection points are given.

Suggested Citation

  • Shimizu, Kunio & Tanaka, Minoru, 2003. "Expected number of level-crossings for a strictly stationary ellipsoidal process," Statistics & Probability Letters, Elsevier, vol. 64(3), pages 305-310, September.
    • Handle: RePEc:eee:stapro:v:64:y:2003:i:3:p:305-310
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-7152(03)00175-5
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Tanaka, Minoru & Shimizu, Kunio, 2001. "Discrete and continuous expectation formulae for level-crossings, upcrossings and excursions of ellipsoidal processes," Statistics & Probability Letters, Elsevier, vol. 52(3), pages 225-232, April.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Zhao, Zhibiao & Wu, Wei Biao, 2007. "Asymptotic theory for curve-crossing analysis," Stochastic Processes and their Applications, Elsevier, vol. 117(7), pages 862-877, July.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Alexeev, Vitali & Maynard, Alex, 2012. "Localized level crossing random walk test robust to the presence of structural breaks," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3322-3344.
    2. Yuichi Goto & Masanobu Taniguchi, 2020. "Discriminant analysis based on binary time series," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 83(5), pages 569-595, July.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:64:y:2003:i:3:p:305-310. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.