Higher-Order Crossings in Time Series Model Identification

DOI10.2307/1269774zbMATH Open0627.62090OpenAlexW2056055141MaRDI QIDQ3763441FDOQ3763441

Authors: Benjamin Kedem-Kimelfeld 

Publication date: 1987

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

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• Model checks of higher order time series

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)

Cited In (5)

• On the asymptotic variance of higher order crossings with special reference to a fast white noise test
• DETECTION OF PERIODICITIES BY HIGHER-ORDER CROSSINGS
• Higher-order approximations for frequency domain time series regression
• Asymptotic theory for curve-crossing analysis
• Title not available (Why is that?)

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