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Level crossings and other level functionals of stationary Gaussian processes
Gaussian processes/fields Hermite polynomials level curve level functionals local time (factorial) moments
2009/5/18
This paper presents a synthesis on the mathematical work done on level crossings of stationary Gaussian processes, with some extensions. The main results [(factorial) moments, representation into the ...
Adaptive wavelet based estimator of the memory parameter for stationary Gaussian processes
Adaptive wavelet estimator memory parameter stationary Gaussian processes
2010/4/26
This work is intended as a contribution to a wavelet-based adaptive estimator of the memory parameter in the classical semi-parametric framework for Gaussian stationary processes. In particular we int...