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

DOI10.1214/AOS/1176348271MaRDI QIDQ806878zbMATH OpenOpenAlexFDO

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

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)

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Cited in

(1)

• On smoothness measurement for weakly stationary processes

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