Higher-Order Crossings in Time Series Model Identification

DOI10.2307/1269774MaRDI QIDQ3763441zbMATHOpenAlexFDO

Authors Benjamin Kedem-Kimelfeld

Publication date 1987

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

zbMATH Keywords

identificationautocorrelationnumerical examplesoscillationdiscriminationdiagnostic checkingtime series modellingprobability limitsdifferenced time seriesaxis-crossing countsHigher-order crossings

Mathematics Subject Classification ID

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

Recommendations

• scientific article; zbMATH DE number 724468
• ORDER IDENTIFICATION IN MISSPECIFIED AUTOREGRESSIVE TIME SERIES MODELS
• DETECTION OF PERIODICITIES BY HIGHER-ORDER CROSSINGS
• 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)

• Asymptotic theory for curve-crossing analysis
• scientific article; zbMATH DE number 724468 (Why is no real title available?)
• DETECTION OF PERIODICITIES BY HIGHER-ORDER CROSSINGS
• 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

This page was built for publication: Higher-Order Crossings in Time Series Model Identification

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3763441)