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Dokumenttyp:
Zeitschriftenaufsatz 
Autor(en):
Klüppelberg, C., and Rasmussen, M.G. 
Titel:
Outcrossings of safe regions by generalized hyperbolic processes 
Abstract:
We present a simple Gaussian mixture model in space and time with generalized hyperbolic marginals. Starting with Rice’s celebrated formula for level upcrossings and outcrossings of safe regions we investigate the consequences of the mean–variance mixture model on such quantities. We obtain explicit formulas and also present some explicit examples and limit results. 
Stichworte:
crossings; extremal theory; generalized hyperbolic process; reliability 
Zeitschriftentitel:
Statistics & Probability Letters 
Jahr:
2013 
Band / Volume:
83 
Heft / Issue:
10 
Seitenangaben Beitrag:
2197 - 2204 
Reviewed:
ja 
Sprache:
en 
Status:
Verlagsversion / published 
TUM Einrichtung:
Lehrstuhl für Mathematische Statistik 
Format:
Text