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Some bounds for the expected number of level crossings of symmetric harmonizable p-stable processes

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  • Marcus, Michael B.

Abstract

Some bounds for the expected number of crossings of a level by a real valued symmetric harmonizable p-stable process defined on the interval [0, T] are obtained. Most of the results are analogous to the well known results for stationary Gaussian processes.

Suggested Citation

  • Marcus, Michael B., 1989. "Some bounds for the expected number of level crossings of symmetric harmonizable p-stable processes," Stochastic Processes and their Applications, Elsevier, vol. 33(2), pages 217-231, December.
    • Handle: RePEc:eee:spapps:v:33:y:1989:i:2:p:217-231
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    Cited by:

    1. Albin, J. M. P., 2000. "Extremes and upcrossing intensities for P-differentiable stationary processes," Stochastic Processes and their Applications, Elsevier, vol. 87(2), pages 199-234, June.
    2. Marcus, Michael B. & Shen, Kevin, 1998. "Bounds for the expected number of level crossings of certain harmonizable infinitely divisible processes," Stochastic Processes and their Applications, Elsevier, vol. 76(1), pages 1-32, August.
    3. Hsing, Tailen, 1995. "Limit theorems for stable processes with application to spectral density estimation," Stochastic Processes and their Applications, Elsevier, vol. 57(1), pages 39-71, May.

    More about this item

    Keywords

    level crossing stable processes;

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