Slepian Models and Regression Approximations in Crossing and Extreme Value Theory

DOI10.2307/1403443zbMath0790.60046OpenAlexW4238967953MaRDI QIDQ3989149

Igor Rychlik, Georg Lindgren

Publication date: 28 June 1992

Published in: International Statistical Review / Revue Internationale de Statistique (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1403443

zbMATH Keywords

reliabilityGaussian processesSlepian modelnumerical approximationschi-squared processesamplitude and wavelength distributioncrossing theory for stochastic processes

Mathematics Subject Classification ID

Gaussian processes (60G15) Extreme value theory; extremal stochastic processes (60G70) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

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