On the asymptotic variance of higher order crossings with special reference to a fast white noise test
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Publication:3713441
DOI10.1093/biomet/73.1.143zbMath0587.62163MaRDI QIDQ3713441
G. M. Reed, Benjamin Kedem-Kimelfeld
Publication date: 1986
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/73.1.143
correlation; rate of decrease; testing for white noise; approximate probability limits; asymptotic variance of higher order crossings; stationary m-dependent Gaussian sequences
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
60G15: Gaussian processes
60G10: Stationary stochastic processes
62M07: Non-Markovian processes: hypothesis testing
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