Bounds for the expected number of level crossings of certain harmonizable infinitely divisible processes

Let denote the expected number of crossings of a level , in a fixed time interval [0,1], by a large class of real valued symmetric stationary harmonizable infinitely divisible processes which includes stationary harmonizable stable processes. Equivalent upper and lower bounds are given for and a precise asymptotic limit is given for , as .

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Year of publication:	1998
Authors:	Marcus, Michael B. ; Shen, Kevin
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 76.1998, 1, p. 1-32
Publisher:	Elsevier

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008875312