Time series discrimination by higher order crossings

DOI10.1214/aos/1176345871zbMath0515.62084OpenAlexW1987700346MaRDI QIDQ1052025

Eric V. Slud, Benjamin Kedem-Kimelfeld

Publication date: 1982

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176345871

zbMATH Keywords

central limit theoremmixingtail probabilitieslevel crossingsdiscriminationstationary time seriesgoodness of fitclipped signalgamma approximationhigher-order crossings

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Monte Carlo methods (65C05) Sample path properties (60G17) Non-Markovian processes: hypothesis testing (62M07)

Related Items (8)

BAYESIAN CLASSIFICATION OF ARMA SOURCES WITH UNKNOWN ORDER ⋮ Detecting changes in signals and systems - a survey ⋮ DETECTION OF PERIODICITIES BY HIGHER-ORDER CROSSINGS ⋮ Clipped Gaussian processes are never M-step Markov ⋮ Discriminant analysis based on binary time series ⋮ Bayesian classification with multivariate autoregressive sources that might have different orders ⋮ The classification problem with autoregressive process ⋮ On autocorrelation estimation in mixed-spectrum Gaussian processes

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