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

DOI10.1016/S0167-7152(03)00175-5zbMath1116.60327OpenAlexW1972721831MaRDI QIDQ1423128

Kunio Shimizu, Minoru Tanaka

Publication date: 14 February 2004

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(03)00175-5

zbMATH Keywords

Gaussian processLocalBinary and ternary time seriesInflection pointsmaxima and minimaScale mixtures of normals

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70) Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10) Sample path properties (60G17)

Related Items

Variance Formulae for One- and Two-Step Level-Crossings of Ellipsoidal Processes, Asymptotic theory for curve-crossing analysis

Cites Work

• Discrete and continuous expectation formulae for level-crossings, upcrossings and excursions of ellipsoidal processes
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