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Estimating peaks of stationary random processes: a peaks-over-threshold approach

Estimating properties of the distribution of the peak of a stationary process from a single finite realization is a problem that arises in a variety of science and engineering applications. Further, it is often the case that the realization is of length T while the distribution of the peak is sought...

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Detalhes bibliográficos
Publicado no:Eng Struct
Main Authors: Duthinh, Dat, Pintar, Adam L., Simiu, Emil
Formato: Artigo
Idioma:Inglês
Publicado em: 2017
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC7909582/
https://ncbi.nlm.nih.gov/pubmed/33642655
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1061/AJRUA6.0000933
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