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

Kunio Shimizu and Minoru Tanaka

Statistics & Probability Letters, 2003, vol. 64, issue 3, 305-310

Abstract: 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 normal distributions. Applications to the expected number of local maxima and minima and to the expected number of inflection points are given.

Keywords: Binary; and; trinary; time; series; Gaussian; process; Inflection; points; Local; maxima; and; minima; Scale; mixtures; of; normals (search for similar items in EconPapers)
Date: 2003
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Citations: View citations in EconPapers (1)

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