A note on the asymptotic independence of high level crossings for dependent Gaussian processes
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Publication:1846689
DOI10.1214/aop/1176996672zbMath0288.60038OpenAlexW2032544504MaRDI QIDQ1846689
Publication date: 1974
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176996672
Gaussian processes (60G15) Stationary stochastic processes (60G10) Sample path properties (60G17) Stochastic processes (60G99)
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Limit results for maxima in non-stationary multivariate Gaussian sequences ⋮ Point processes of exits by bivariate Gaussian processes and extremal theory for the \(\chi^2\)-process and its concomitants ⋮ Some properties of convergence in distribution of sums and maxima of dependent random variables ⋮ Wavelet goodness-of-fit test for dependent data ⋮ Extreme value theory for multivariate stationary sequences ⋮ Extremes of space-time Gaussian processes
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