Robert D. Pierce
1 Papers
7 Citations
Robert D. Pierce is an academic researcher. The author has contributed to research in topics: Extreme value theory & Gaussian. The author has an hindex of 1, co-authored 1 publications.
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Papers
Extreme value estimates for arbitrary bandwidth Gaussian processes using the analytic envelope
TL;DR: A procedure is presented for the estimation of extreme values of stationary Gaussian random processes with arbitrary bandwidths based on the analytic envelope defined by the Hilbert Transform; this envelope is Rayleigh distributed regardless of bandwidth.
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