• 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