Central limit theorems for the number of maxima and an estimator of the second spectral moment of a stationary Gaussian process, with application in hydroscience - Archive ouverte HAL
Article Dans Une Revue Extremes Année : 2000

Central limit theorems for the number of maxima and an estimator of the second spectral moment of a stationary Gaussian process, with application in hydroscience

Résumé

Let X be a mean zero stationary Gaussian process with variance one, assumed to satisfy some conditions on its covariance function r. Central limit theorems and asymptotic variance formulas are provided for estimators of the square root of the second spectral moment of the process and for the number of maxima in an interval, with some applications in hydroscience. A consistent estimator of the asymptotic variance is proposed for the number of maxima.
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Dates et versions

hal-00171275 , version 1 (12-09-2007)

Identifiants

  • HAL Id : hal-00171275 , version 1

Citer

Marie Kratz, J. R. Leon (ucv Caracas). Central limit theorems for the number of maxima and an estimator of the second spectral moment of a stationary Gaussian process, with application in hydroscience. Extremes, 2000, 3, pp.57-86. ⟨hal-00171275⟩
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