Point processes of exits by bivariate Gaussian processes and extremal theory for the χ2-process and its concomitants
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability
Reference13 articles.
1. Weak convergence results for extremal processes generated by dependent random variables;Adler;Ann. Probability,1978
2. On the number of exits across the boundary of a region by a vector stochastic process;Belyaev;Theor. Probability Appl.,1968
3. Asymptotic independence of the number of high and low level crossings of stationary Gaussian processes;Berman;Ann. Math. Statist.,1971
4. Two-dimensional random fields;Bickel,1973
5. The upcrossings rate of a class of stochastic processes;Hasofer,1976
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