Sökning: onr:"swepub:oai:lup.lub.lu.se:2f9fd7e7-a040-4f72-8f63-9a8642d2fa3b" >
A note on the asymp...
A note on the asymptotic independence of high level crossings for dependent Gaussian processes
-
- Lindgren, Georg (författare)
- Lund University,Lunds universitet,Spatio-Temporal Stochastic Modelling Group,Forskargrupper vid Lunds universitet,Matematisk statistik,Matematikcentrum,Institutioner vid LTH,Lunds Tekniska Högskola,Lund University Research Groups,Mathematical Statistics,Centre for Mathematical Sciences,Departments at LTH,Faculty of Engineering, LTH
-
(creator_code:org_t)
- Institute of Mathematical Statistics, 1974
- 1974
- Engelska.
-
Ingår i: Annals of Probability. - : Institute of Mathematical Statistics. - 0091-1798. ; 2:3, s. 535-539
- Relaterad länk:
-
http://dx.doi.org/10...
-
visa fler...
-
https://doi.org/10.1...
-
https://lup.lub.lu.s...
-
https://doi.org/10.1...
-
visa färre...
Abstract
Ämnesord
Stäng
- It is shown that the numbers of high level crossings by p dependent stationary Gaussian processes have asymptotically independent Poisson distributions if the observation interval and the height of the level increase in a coordinated way. The processes may be highly correlated, even linearly dependent.
Ämnesord
- NATURVETENSKAP -- Matematik -- Sannolikhetsteori och statistik (hsv//swe)
- NATURAL SCIENCES -- Mathematics -- Probability Theory and Statistics (hsv//eng)
Nyckelord
- cross-correlation function
- stationary Gaussian processes
- level crossings
Publikations- och innehållstyp
- art (ämneskategori)
- ref (ämneskategori)
Hitta via bibliotek
Till lärosätets databas