Statistical property of threshold-crossing for zero-mean-valued, narrow-banded Gaussian processes

DOI10.1023/A:1016366421928zbMath0988.60027OpenAlexW4242708224MaRDI QIDQ5947720

Wuzhou He, Ming-Shun Yuan

Publication date: 22 July 2002

Published in: Applied Mathematics and Mechanics. (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1016366421928

zbMATH Keywords

crossing probabilitynarrow-banded Gaussian processesthreshold-crossing durationthreshold-crossing intensitythreshold-crossing of stochastic processes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15) Prediction theory (aspects of stochastic processes) (60G25)

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