| Title | Functional limits of empirical distributions in crossing theory |
| Authors | Georg Lindgren |
| Alternative Location | http://ida.lub.lu.se/cgi-bi..., Restricted Access |
| Publication | Stochastic Processes and their Applications |
| Year | 1977 |
| Volume | 5 |
| Issue | 2 |
| Pages | 143 - 149 |
| Document type | Article |
| Status | Published |
| Quality controlled | Yes |
| Language | eng |
| Publisher | North-Holland |
| Abstract English | We present a functional limit theorem for the empirical level-crossing behaviour of a stationary Gaussian process. This leads to the well-known Slepian model process for a Gaussian process after an upcrossing of a prescribed level as a weak limit in C-space for an empirically defined finite set of functions.We also stress the importance of choosing a suitable topology by giving some natural examples of continuous and non-continuous functionals. |
| Keywords | functional limit theorem, empirical process, stationary normal process, level crossing, |
| ISBN/ISSN/Other | ISSN: 03044149 |
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