Expected number of level-crossings for a strictly stationary ellipsoidal process

被引：1
|
作者：
Shimizu, K
Tanaka, M
机构：
[1] Keio Univ, Fac Sci & Technol, Dept Math, Kohoku Ku, Yokohama, Kanagawa 2238522, Japan
[2] Senshu Univ, Sch Network & Informat, Dept Network & Informat, Kawasaki, Kanagawa 2148580, Japan
来源：
STATISTICS & PROBABILITY LETTERS | 2003年 / 64卷 / 03期
关键词：
binary and trinary time series; Gaussian process; inflection points; local maxima and minima; scale mixtures of normals;
D O I：
10.1016/S0167-7152(03)00175-5
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：
The paper provides the expected numbers of one- and two-step level-crossings for trinary series in a strictly stationary ellipsoidal process whose finite-dimensional distributions are scale mixtures of nomial distributions. Applications to the expected number of local maxima and minima and to the expected number of inflection points are given. (C) 2003 Elsevier B.V. All rights reserved.
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页码：305 / 310
页数：6
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