ISSN:
1572-915X
Keywords:
asymptotic variance
;
central limit theorem
;
crossings
;
estimation
;
Gaussian processes
;
Hermite polynomials
;
hydroscience
;
maxima
;
spectral moment
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Abstract Let X = (Xt, t ≥ 0) be a mean zero stationary Gaussian process with variance one, assumed to satisfy some conditions on its covariance function r. Central limit theorems and asymptotic variance formulas are provided for estimators of the square root of the second spectral moment of the process and for the number of maxima in an interval, with some applications in hydroscience. A consistent estimator of the asymptotic variance is proposed for the number of maxima.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1023/A:1009975204538
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