Slepian noise approach for Gaussian and Laplace moving average processes
type: Item
instance of: scholarly article
title: Slepian noise approach for Gaussian and Laplace moving average processes
zbMATH Open document ID: 1329.60097
published in: Extremes
publication date: 2015-12-08T00:00:00Z
Mathematics Subject Classification ID: 60G15
Mathematics Subject Classification ID: 60G10
Mathematics Subject Classification ID: 60G70
Mathematics Subject Classification ID: 65C40
zbMATH DE Number: 6517415
zbMATH Keywords: Gaussian moving average process
zbMATH Keywords: Laplace moving average process
zbMATH Keywords: Slepian noise
zbMATH Keywords: level crossings
zbMATH Keywords: generalized Laplace distribution
zbMATH Keywords: extreme episodes
zbMATH Keywords: tilted Rayleigh distribution
zbMATH Keywords: generalized inverse Gaussian distribution
zbMATH Keywords: Rice formula
author: Krzysztof Podgórski
author: Igor Rychlik
author: Jonas Wallin
describes a project that uses: AS 241
describes a project that uses: R
describes a project that uses: Digital Library of Mathematical Functions
MaRDI profile type: Publication
full work available at URL: s10687-015-0227-z
OpenAlex ID: W2145389543
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DOI: 10.1007/S10687-015-0227-Z
description: scientific article; zbMATH DE number 6517415