Georg Lindgren
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- 1978
-
Mark
Conditions for the convergence in distribution of stationary normal processes
(
- Contribution to journal › Article
-
Mark
Markov regime models for mixed distributions and switching regressions
(
- Contribution to journal › Article
-
Mark
Wave-length and amplitude for a stationary Gaussian process after a high maximum
(
- Contribution to journal › Article
- 1977
-
Mark
Functional limits of empirical distributions in crossing theory
(
- Contribution to journal › Article
- 1976
-
Mark
Frequency estimation from crossings of an observed mean level
(
- Contribution to journal › Article
- 1975
-
Mark
Prediction of catastrophes and high level crossings
(
- Chapter in Book/Report/Conference proceeding › Paper in conference proceeding
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Mark
Prediction from a random time point
(
- Contribution to journal › Article
-
Mark
Weak convergence of high level crossings and maxima for one or more Gaussian processes
(
- Contribution to journal › Article
- 1974
-
Mark
A note on the asymptotic independence of high level crossings for dependent Gaussian processes
(
- Contribution to journal › Article
-
Mark
Spectral moment estimation by means of level crossings
(
- Contribution to journal › Article