Note on the estimation of crossing intensity for Laplace moving average
Artikel i vetenskaplig tidskrift, 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

Författare

Thomas Galtier

Göteborgs universitet

Chalmers, Matematiska vetenskaper

Extremes

1386-1999 (ISSN)

Vol. 14 2 157-166

Ämneskategorier

Sannolikhetsteori och statistik

DOI

10.1007/s10687-010-0116-4

Mer information

Skapat

2017-10-08