Covariances of Zero Crossings in Gaussian Processes

DOI10.1137/S0040585X97984991zbMath1238.60044OpenAlexW1992272038MaRDI QIDQ2882290

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Publication date: 4 May 2012

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97984991

zbMATH Keywords

fractional Gaussian noisebinary time serieszero crossingAR\((1)\) processFARIMA\((0, d, 0)\) processquadrivariate normal orthant probability

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15)

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