Point processes of exits by bivariate Gaussian processes and extremal theory for the χ2-process and its concomitants
- 1 June 1980
- journal article
- Published by Elsevier in Journal of Multivariate Analysis
- Vol. 10 (2) , 181-206
- https://doi.org/10.1016/0047-259x(80)90013-5
Abstract
No abstract availableKeywords
This publication has 8 references indexed in Scilit:
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- Asymptotic Independence of the Numbers of High and Low Level Crossings of Stationary Gaussian ProcessesThe Annals of Mathematical Statistics, 1971
- On the joint distribution of crossing of high multiple levels by a stationary gaussian processArkiv för Matematik, 1970
- On the Number of Exits Across the Boundary of a Region by a Vector Stochastic ProcessTheory of Probability and Its Applications, 1968