Asymptotic normality of high level-large time crossings of a Gaussian process

被引：0

作者：

Dalmao, Federico ^{[1
]}

Leon, Jose R. ^{[2
,3
]}

Mordecki, Ernesto ^{[4
]}

Mourareau, Stephane ^{[5
]}

机构：

[1] Univ Republ, DMEL, Salto, Uruguay

[2] Univ Republica, IMERL, Montevideo, Uruguay

[3] Univ Cent Venezuela, Escuela Matemat, Caracas, Venezuela

[4] Univ Republica, CMAT, Montevideo, Uruguay

[5] Univ Paris Est Marne la Vallee, LAMA, Champs Sur Marne, France

来源：

STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 2019年 / 129卷 / 04期

关键词：

High-level crossings; Rice formula; Mixing process; Dependent CLT; THEOREM; NUMBER; ZEROS;

D O I：

10.1016/j.spa.2018.05.003

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We prove the asymptotic normality of the standardized number of crossings of a centered stationary mixing Gaussian process when both the level and the time horizon go to infinity in such a way that the expected number of crossings also goes to infinity. (C) 2018 Elsevier B.V. All rights reserved.

引用

页码：1349 / 1370

页数：22

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