Slepian noise approach for Gaussian and Laplace moving average processes
Journal article, 2015
Extreme episodes
Moving average process
Level crossings
Generalized inverse gaussian distribution
Tilted Rayleigh distribution
Generalized Laplace distribution
Rice formula
Author
K. Podgorski
Lund University
Igor Rychlik
Chalmers, Mathematical Sciences, Mathematical Statistics
University of Gothenburg
Jonas Wallin
Chalmers, Mathematical Sciences, Mathematical Statistics
University of Gothenburg
Extremes
1386-1999 (ISSN) 1572915x (eISSN)
Vol. 18 4 665-695Subject Categories
Probability Theory and Statistics
DOI
10.1007/s10687-015-0227-z