Higher-Order Crossings in Time Series Model Identification

DOI10.2307/1269774MaRDI QIDQ3763441zbMATH OpenOpenAlexFDO

Authors Benjamin Kedem-Kimelfeld

Publication date 1987

Full work available at URL https://doi.org/10.2307/1269774

zbMATH Keywords

autocorrelationaxis-crossing countsdiagnostic checkingdifferenced time seriesdiscriminationHigher-order crossingsidentificationnumerical examplesoscillationprobability limitstime series modelling

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Recommendations

• scientific article; zbMATH DE number 724468
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• On the asymptotic variance of higher order crossings with special reference to a fast white noise test
• Model checks of higher order time series

Cited in

(5)

• Higher-order approximations for frequency domain time series regression
• On the asymptotic variance of higher order crossings with special reference to a fast white noise test
• DETECTION OF PERIODICITIES BY HIGHER-ORDER CROSSINGS
• scientific article; zbMATH DE number 724468 (Why is no real title available?)
• Asymptotic theory for curve-crossing analysis

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