Some sojourn time problems for 2-dimensional Gaussian processes

Makoto Maejima

Journal of Multivariate Analysis, 1986, vol. 18, issue 1, 52-69

Abstract: This paper treats some 2-dimensional zero-mean stationary Gaussian processes with some long-range dependence and gives the limit theorems for the time spent by those processes in some domains in R2 as an application of the non-central limit theorem.

Keywords: stationary; Gaussian; processes; long-range; dependence; sojourn; time; non-central; limit; theorem; Rosenblatt; distribution (search for similar items in EconPapers)
Date: 1986
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0047-259X(86)90058-8
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:18:y:1986:i:1:p:52-69

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Journal of Multivariate Analysis is currently edited by de Leeuw, J.

More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().