Higher-Order Crossings in Time Series Model Identification

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DOI10.2307/1269774zbMath0627.62090OpenAlexW2056055141MaRDI QIDQ3763441

Benjamin Kedem-Kimelfeld

Publication date: 1987

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

zbMATH Keywords

identification oscillation numerical examples discrimination autocorrelation diagnostic checking time series modelling probability limits differenced time series axis-crossing counts Higher-order crossings

Mathematics Subject Classification ID

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

Related Items (1)

Asymptotic theory for curve-crossing analysis

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