2 papers
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…
math.PR2010
On the multivariate upcrossings index
Clara Viseu, Luísa Pereira, Ana Paula Martins +1
The notion of multivariate upcrossings index of a stationary sequence is introduced and its main properties are derived, namely th…