Estimation of the spectral moment, by means of the extrema

DOI10.1007/BF02888542zbMath0731.62146MaRDI QIDQ3357405

Enrique M. Cabaña

Publication date: 1985

Published in: Trabajos de Estadistica Y de Investigacion Operativa (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/40748

zbMATH Keywords

Rice formulaextremacontinuous derivativesknown varianceestimation of spectral momentsfirst derivative of a stationary Gaussian processrelative maxima and minima

Mathematics Subject Classification ID

Gaussian processes (60G15) Parametric inference (62F99) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15)

Related Items (2)

Hermite polynomial expansion for non-smooth functionals of stationary Gaussian processes: Crossings and extremes ⋮ Estimation of expected Euler characteristic curves of nonstationary smooth random fields

Cites Work

• Unnamed Item
• On crossings of Gaussian fields
• The expected measure of the level sets of a regular stationary Gaussian process
• Formule de Rice en dimension d
• Spectral moment estimation by means of level crossings

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