2 papers
math.PR2015
Methods for estimating the upcrossings index: improvements ans comparison
Ana Paula Martins, João Renato Sebastião
The upcrossings index a measure of the degree of local dependence in the upcrossings of a high level by a stationary process, plays, together with the extremal ind…
math.ST2012
Estimating the Upcrossings Index
João Renato Sebastião, Ana Paula Martins, Helena Ferreira +1
For stationary sequences, under general local and asymptotic dependence restrictions, any limiting point process for time normalized upcrossings of high levels is a compound Poisso…