Some bounds for the expected number of level crossings of symmetric harmonizable p-stable processes

Some bounds for the expected number of crossings of a level by a real valued symmetric harmonizable p-stable process defined on the interval [0, T] are obtained. Most of the results are analogous to the well known results for stationary Gaussian processes.

MoreLess

Year of publication:	1989
Authors:	Marcus, Michael B.
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 33.1989, 2, p. 217-231
Publisher:	Elsevier
Subject:	level crossing stable processes

More details

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

Persistent link: https://www.econbiz.de/10008874957