Title of article :
Hermite polynomial expansion for non-smooth functionals of stationary Gaussian processes: Crossings and extremes
Author/Authors :
Kratz، نويسنده , , Marie F. and Leَn، نويسنده , , JoséR.، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1997
Pages :
16
From page :
237
To page :
252
Abstract :
We propose a new method to get the Hermite polynomial expansion of crossings of any level by a stationary Gaussian process, as well as the one of the number of maxima in an interval, under some assumptions on the spectral moments of the process.
Keywords :
Gaussian processes , extremes , Hermite polynomial expansion , Crossings
Journal title :
Stochastic Processes and their Applications
Serial Year :
1997
Journal title :
Stochastic Processes and their Applications
Record number :
1576021
Link To Document :
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