Discrete and continuous expectation formulae for level-crossings, upcrossings and excursions of ellipsoidal processes
The paper provides the expected level-crossing count, the expected level-crossing rate, the expected number of upcrossings and the expected length of excursions above a fixed level in a strictly stationary ellipsoidal process whose finite dimensional distributions are scale mixtures of normal distributions.
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Volume (Year): 52 (2001)
Issue (Month): 3 (April)
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