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Note on the estimation of crossing intensity for Laplace moving average - MaRDI portal

Note on the estimation of crossing intensity for Laplace moving average (Q906600)

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scientific article; zbMATH DE number 6534520
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English
Note on the estimation of crossing intensity for Laplace moving average
scientific article; zbMATH DE number 6534520

    Statements

    Note on the estimation of crossing intensity for Laplace moving average (English)
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    22 January 2016
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    Rice's formula
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    non-Gaussian process
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    non-Gaussian seas
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    skewness
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    kurtosis
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    saddle point approximation
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    Laplace moving average
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    mean upcrossing intensity
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