Sufficiency and the Number of Level Crossings by a Stationary Process.
MARYLAND UNIV COLLEGE PARK DEPT OF MATHEMATICS
Pagination or Media Count:
It is shown how to derive the exact distribution of the number of axis crossings by a stationary process when the binary process obtained by clipping the original process is a pth-order Markov chain. The same method is used in deriving the asymptotic distribution of the number of upcrossings of a high level by a stationary process. Author
- Statistics and Probability