Crossings of second-order response processes subjected to LMA loadings

DOI10.1155/2010/752452zbMath1200.62120OpenAlexW2112142241WikidataQ58652699 ScholiaQ58652699MaRDI QIDQ609719

Thomas Galtier, Igor Rychlik, Sayan Gupta

Publication date: 1 December 2010

Published in: Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/232190

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Inference from stochastic processes (62M99)

Related Items (1)

Modeling process asymmetries with Laplace moving average

Cites Work

• Note on the estimation of crossing intensity for Laplace moving average
• Level crossings of a stochastic process with absolutely continuous sample paths
• Level Sets and Extrema of Random Processes and Fields
• Distribution of Quadratic Forms in Normal Random Variables—Evaluation by Numerical Integration
• Mathematical Analysis of Random Noise
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