| Title | A note on the asymptotic independence of high level crossings for dependent Gaussian processes |
| Authors | Georg Lindgren |
| Alternative Location | http://dx.doi.org/10.1214/a..., Restricted Access |
| Publication | The Annals of Probability |
| Year | 1974 |
| Volume | 2 |
| Issue | 3 |
| Pages | 535 - 539 |
| Document type | Article |
| Status | Published |
| Quality controlled | Yes |
| Language | eng |
| Publisher | Institute of Mathematical Statistics |
| Abstract English | It is shown that the numbers of high level crossings by p dependent stationary Gaussian processes have asymptotically independent Poisson distributions if the observation interval and the height of the level increase in a coordinated way. The processes may be highly correlated, even linearly dependent. |
| Keywords | cross-correlation function, stationary Gaussian processes, level crossings, |
| ISBN/ISSN/Other | ISSN: 00911798 |
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