Monotone gain, first-order autocorrelation and zero-crossing rate

DOI10.1214/AOS/1176348271zbMATH Open0729.62090OpenAlexW2001386564MaRDI QIDQ806878FDOQ806878

Authors: Benjamin Kedem-Kimelfeld, Ta-Hsin Li 

Publication date: 1991

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

Full work available at URL: https://doi.org/10.1214/aos/1176348271

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zbMATH Keywords

spectrumexponential smoothingfirst- order autocorrelationGaussian assumptionlinear filter with monotone gainsinusoidweakly stationary time serieszero-crossing rate

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)

Cited In (1)

• On smoothness measurement for weakly stationary processes

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