Description Usage Arguments Value Author(s)
Counting the number of Crossing of a process
1  | 
thed | 
 the threshold value  | 
epsilon | 
 half length of the interval of the threshold, that is (thed-epsilon,thed+epsilon)  | 
path | 
 a vector of a stochastic process over a discrete grid  | 
crossing: the number of crossing for a interval of the threshold
Mingwei Tang
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