THE ZERO-CROSSING RATE OF AUTOREGRESSIVE PROCESSES AND ITS LINK TO UNIT ROOTS (Q3200431)

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THE ZERO-CROSSING RATE OF AUTOREGRESSIVE PROCESSES AND ITS LINK TO UNIT ROOTS
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    THE ZERO-CROSSING RATE OF AUTOREGRESSIVE PROCESSES AND ITS LINK TO UNIT ROOTS (English)
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    1990
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    Gaussian processes
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    mean square convergence
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    stochastic difference equation
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    asymptotic zero-crossing rate
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    general second-order autoregressive process
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    characteristic polynomial
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    unit root
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    rate of convergence
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