On extremes and streams of upcrossing.

DOI10.1016/S0304-4149(01)00084-9zbMath1053.60052OpenAlexW2170089348MaRDI QIDQ1888779

J. M. P. Albin

Publication date: 26 November 2004

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4149(01)00084-9

zbMATH Keywords

Gaussian processstable processjump processextremaupcrossing

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70)

Related Items (2)

Testing for changes in polynomial regression ⋮ Extreme value theory for stochastic integrals of Legendre polynomials

Cites Work

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• Some properties of the crossings process generated by a stationary χ² process
• Mathematical Analysis of Random Noise

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