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Volumn 7, Issue 2, 1997, Pages 460-493

Level crossings of absolutely continuous stationary symmetric α-stable processes

Author keywords

Level crossings; Stable processes

Indexed keywords


EID: 0031138898     PISSN: 10505164     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (8)

References (19)
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  • 2
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  • 4
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  • 5
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    • CIOCZEK-GEORGES, R. and TAQQU, M. S. (1995). Necessary conditions for the existence of conditional moments of stable random variables. Stochastic Process. Appl. 56 233-246.
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    • Cioczek-Georges, R.1    Taqqu, M.S.2
  • 7
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    • Geman, D.1    Horowitz, J.2
  • 11
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    • Level crossings of a stochastic process with absolutely continuous sample paths
    • MARCUS, M. B. (1977). Level crossings of a stochastic process with absolutely continuous sample paths. Ann. Probab. 5 52-71.
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    • Marcus, M.B.1
  • 12
    • 38249024318 scopus 로고
    • Some bounds for the expected number of level crossings of symmetric harmonizable p-stable processes
    • MARCUS, M. B. (1989). Some bounds for the expected number of level crossings of symmetric harmonizable p-stable processes. Stochastic Process. Appl. 33 217-231.
    • (1989) Stochastic Process. Appl. , vol.33 , pp. 217-231
    • Marcus, M.B.1
  • 13
    • 0003033947 scopus 로고
    • Infinitely divisible processes
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  • 15
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    • Expected number of level crossings for certain symmetric α-stable processes
    • MICHNA, Z. and RYCHLIK, I. (1992). Expected number of level crossings for certain symmetric α-stable processes. Comm. Statist. - Stochastic Models 11 1-19.
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  • 17
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    • Rosiński, J.1
  • 18
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    • On the structure of stationary stable processes
    • ROSIŃSKI, J. (1995). On the structure of stationary stable processes. Ann. Probab. 23 1163-1187.
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.