Robustness of Zero Crossing Estimator

DOI10.1111/JTSA.12463MaRDI QIDQ5237532zbMATH OpenOpenAlexWikidataFDO

Authors Yuichi Goto, Masanobu Taniguchi

Publication date 18 October 2019

Published in Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/jtsa.12463

zbMATH Keywords

asymptotic distributionoutlierquasi-maximum likelihood estimatorspectral densitystationary processzero crossing

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(10)

• On autocorrelation estimation in mixed-spectrum Gaussian processes
• Robust tests for time series comparison based on Laplace periodograms
• Detection of periodic autocorrelation in time series data via zero-crossings
• Resampling methods for time series level crossings
• THE ZERO-CROSSING RATE OF AUTOREGRESSIVE PROCESSES AND ITS LINK TO UNIT ROOTS
• Robust estimation without positive real condition
• The band-crossing rate of Pth-order autoregressive processes
• Sinusoidal frequency estimation via sparse zero crossings
• Nonparametric detection of known and random signals based on zero-crossings
• A condition for null robustness

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