On the sinusoidal limit of stationary time series

DOI10.1214/AOS/1176346513MaRDI QIDQ797947zbMATH OpenOpenAlexFDO

Authors Benjamin Kedem-Kimelfeld

Publication date 1984

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176346513

zbMATH Keywords

spectral densitydifference equationsoscillationclippingSlutsky effectGaussian casehigher order crossingssinusoidal limit theory of Slutsky

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07) Strong limit theorems (60F15)

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Cited in

(2)

• DETECTION OF PERIODICITIES BY HIGHER-ORDER CROSSINGS
• Asymptotic theory for curve-crossing analysis

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