Essec\Faculty\Model\Contribution {#2216
#_index: "academ_contributions"
#_id: "9806"
#_source: array:26 [
"id" => "9806"
"slug" => "hermite-polynomial-expansion-for-non-smooth-functionals-of-stationary-gaussian-processes-crossings-and-extremes"
"yearMonth" => "1997-03"
"year" => "1997"
"title" => "Hermite polynomial expansion for non-smooth functionals of stationary Gaussian processes: crossings and extremes"
"description" => "KRATZ, M. et LEON, J. (1997). Hermite polynomial expansion for non-smooth functionals of stationary Gaussian processes: crossings and extremes. <i>Stochastic Processes and their Applications</i>, 66(2), pp. 237-252."
"authors" => array:2 [
0 => array:3 [
"name" => "KRATZ Marie"
"bid" => "B00072305"
"slug" => "kratz-marie"
]
1 => array:1 [
"name" => "LEON José"
]
]
"ouvrage" => ""
"keywords" => array:5 [
0 => "AMS classification"
1 => "Gaussian processes"
2 => "Crossings"
3 => "Extremes"
4 => "Hermite polynomial expansion"
]
"updatedAt" => "2021-07-13 14:31:20"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => "237-252"
"volume" => "66"
"number" => "2"
]
"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" => "We propose a new method to get the Hermite polynomial expansion of crossings of any level by a stationary Gaussian process, as well as the one of the number of maxima in an interval, under some assumptions on the spectral moments of the process."
"en" => "We propose a new method to get the Hermite polynomial expansion of crossings of any level by a stationary Gaussian process, as well as the one of the number of maxima in an interval, under some assumptions on the spectral moments of the process."
]
"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" => "Hermite polynomial expansion for non-smooth functionals of stationary Gaussian processes: crossings and extremes"
"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">1997</span>"
"keywordList" => "<a href="#">AMS classification</a>, <a href="#">Gaussian processes</a>, <a href="#">Crossings</a>, <a href="#">Extremes</a>, <a href="#">Hermite polynomial expansion</a>"
"docPreview" => "<b>Hermite polynomial expansion for non-smooth functionals of stationary Gaussian processes: crossings and extremes</b><br><span>1997-03 | Journal articles </span>"
"docType" => "research"
"publicationLink" => "<a href="#" target="_blank">Hermite polynomial expansion for non-smooth functionals of stationary Gaussian processes: crossings and extremes</a>"
]
+lang: "en"
+"_type": "_doc"
+"_score": 8.697312
+"parent": null
}