10.1016/0304-4149(86)90103-1

Sojourn in an elliptical domain

Abstract

AbstractWe extend results of Maejima (1984) concerning the time that a two-dimensional stationary Gaussian process spends in an elliptical domain. Here: (a) the process may be cross-correlated while the domain is elliptical; (b) the cross-correlations do not vanish asymptotically; (c) a functional limit theorem is obtained

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Last time updated on 6/5/2019

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