Essec\Faculty\Model\Contribution {#2216
#_index: "academ_contributions"
#_id: "9871"
#_source: array:26 [
"id" => "9871"
"slug" => "central-limit-theorems-for-the-number-of-maxima-and-some-estimator-of-the-second-spectral-moment-of-a-stationary-gaussian-process-applications-in-hydroscience"
"yearMonth" => "2000-03"
"year" => "2000"
"title" => "Central limit theorems for the number of maxima and some estimator of the second spectral moment of a stationary Gaussian process. Applications in hydroscience"
"description" => "KRATZ, M. et LEON, J. (2000). Central limit theorems for the number of maxima and some estimator of the second spectral moment of a stationary Gaussian process. Applications in hydroscience. <i>Extremes</i>, 3(1), pp. 57-86."
"authors" => array:2 [
0 => array:3 [
"name" => "KRATZ Marie"
"bid" => "B00072305"
"slug" => "kratz-marie"
]
1 => array:1 [
"name" => "LEON José"
]
]
"ouvrage" => ""
"keywords" => array:9 [
0 => "AMS classification -asymptotic variance"
1 => "central limit theorem"
2 => "crossings"
3 => "estimation"
4 => "Gaussian processes"
5 => "Hermite polynomials"
6 => "hydroscience"
7 => "maxima"
8 => "spectral moment"
]
"updatedAt" => "2021-07-13 14:31:22"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => "57-86"
"volume" => "3"
"number" => "1"
]
"type" => array:2 [
"fr" => "Articles"
"en" => "Journal articles"
]
"support_type" => array:2 [
"fr" => "Revue scientifique"
"en" => "Scientific journal"
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => "Let X = (Xt, t 0) 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."
"en" => "Let X = (Xt, t 0) 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."
]
"authors_fields" => array:2 [
"fr" => "Systèmes d'Information, Data Analytics et Opérations"
"en" => "Information Systems, Data Analytics and Operations"
]
"indexedAt" => "2024-12-03T17:21:44.000Z"
"docTitle" => "Central limit theorems for the number of maxima and some estimator of the second spectral moment of a stationary Gaussian process. Applications in hydroscience"
"docSurtitle" => "Journal articles"
"authorNames" => "<a href="/cv/kratz-marie">KRATZ Marie</a>, LEON José"
"docDescription" => "<span class="document-property-authors">KRATZ Marie, LEON José</span><br><span class="document-property-authors_fields">Information Systems, Data Analytics and Operations</span> | <span class="document-property-year">2000</span>"
"keywordList" => "<a href="#">AMS classification -asymptotic variance</a>, <a href="#">central limit theorem</a>, <a href="#">crossings</a>, <a href="#">estimation</a>, <a href="#">Gaussian processes</a>, <a href="#">Hermite polynomials</a>, <a href="#">hydroscience</a>, <a href="#">maxima</a>, <a href="#">spectral moment</a>"
"docPreview" => "<b>Central limit theorems for the number of maxima and some estimator of the second spectral moment of a stationary Gaussian process. Applications in hydroscience</b><br><span>2000-03 | Journal articles </span>"
"docType" => "research"
"publicationLink" => "<a href="#" target="_blank">Central limit theorems for the number of maxima and some estimator of the second spectral moment of a stationary Gaussian process. Applications in hydroscience</a>"
]
+lang: "en"
+"_type": "_doc"
+"_score": 8.697312
+"parent": null
}