Asymptotic normality of high level-large time crossings of a Gaussian process

Federico Dalmao, José Rafael León, Ernesto Mordecki

Published 2017-06-15Version 1

We prove the asymptotic normality of the standardized number of crossings of a centered stationary mixing Gaussian process when both the level and the time horizon go to infinity in such a way that the expected number of crossings also goes to infinity.