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

DOI10.1111/J.1467-9892.1990.TB00052.XzbMATH Open0714.62086OpenAlexW2002611421MaRDI QIDQ3200431FDOQ3200431

Shuyuan He, Benjamin Kedem-Kimelfeld

Publication date: 1990

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1990.tb00052.x

Recommendations

• The zero-crossing rate of pth-order autoregressive processes
• scientific article; zbMATH DE number 1159674
• The band-crossing rate of \(P\)th-order autoregressive processes
• Robustness of Zero Crossing Estimator
• On autocorrelation estimation in mixed-spectrum Gaussian processes

zbMATH Keywords

Gaussian processesrate of convergencestochastic difference equationmean square convergencecharacteristic polynomialunit rootasymptotic zero-crossing rategeneral second-order autoregressive process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15) Central limit and other weak theorems (60F05) General second-order stochastic processes (60G12)

Cites Work

• Asymptotic properties of general autoregressive models and strong consistency of least-squares estimates of their parameters
• THE ZERO-CROSSING RATE OF AUTOREGRESSIVE PROCESSES AND ITS LINK TO UNIT ROOTS
• Title not available (Why is that?)

Cited In (5)

• Asymptotic normality of sample autocovariances with an application in frequency estimation
• Convergence of the clipped sample autocorrelation and autocovariance
• A run length transformation for discriminating between auto regressive time series
• The zero-crossing rate of pth-order autoregressive processes
• THE ZERO-CROSSING RATE OF AUTOREGRESSIVE PROCESSES AND ITS LINK TO UNIT ROOTS

This page was built for publication: THE ZERO-CROSSING RATE OF AUTOREGRESSIVE PROCESSES AND ITS LINK TO UNIT ROOTS

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3200431)