The exact distribution of extremes of a non-gaussian process

L. Valadares Tavares

Stochastic Processes and their Applications, 1977, vol. 5, issue 2, 151-156

Abstract: The exact distribution of extremes of a non-gaussian stationary discrete process is obtained and their crossing intervals are studied in terms of the autocorrelation coefficients for any level of crossing. This process is an important model for some physical magnitudes.

Keywords: extreme; distribution; downcrossing; and; upcrossing; intervals; non-Gaussian; process; type; 1; extremes; distribution (search for similar items in EconPapers)
Date: 1977
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