Note on the estimation of crossing intensity for Laplace moving average
Journal article, 2011
In this note upcrossing intensity of a level u by a non-Gaussian process-the Laplace Moving Average (LMA)-is estimated by means of a saddle point approximation of Rice's formula. A LMA-process is defined by power spectral density, skewness and kurtosis parameters. The method is illustrated by measurements of sea surface elevation and stresses in a vessel.
Rice's formula
Non-Gaussian seas
Saddle point approximation
Kurtosis
Skewness
level-crossings
upcrossing intensity
Non-Gaussian process
Mean
Laplace moving average
Author
Thomas Galtier
University of Gothenburg
Chalmers, Mathematical Sciences
Extremes
1386-1999 (ISSN) 1572915x (eISSN)
Vol. 14 2 157-166Subject Categories
Probability Theory and Statistics
DOI
10.1007/s10687-010-0116-4