THE NUMBER OF PEAKS IN A STATIONARY SAMPLE AND ORTHANT PROBABILITIES

DOI10.1111/J.1467-9892.1994.TB00201.XMaRDI QIDQ4319839zbMATH OpenOpenAlexFDO

Authors Eugene Seneta, Simon F. Ku

Publication date 1 March 1995

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

Full work available at URL https://doi.org/10.1111/j.1467-9892.1994.tb00201.x

zbMATH Keywords

accuracyAR(4)ARMA(p,q)asymptotic normalityclosed-form calculation of orthant probabilitiesgeometrically strong mixingMA(1)number of peaksPlackett's reduction formulapowerstationary alternativesstationary Gaussian autoregressive moving- average (ARMA) processzero mean quadrivariate normal

Mathematics Subject Classification ID

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

Recommendations

• On estimation of peakedness-ordered distributions
• scientific article; zbMATH DE number 3911540
• On multiple-level excursions by stationary processes with deterministic peaks
• scientific article; zbMATH DE number 4111829
• Extremes of order statistics of stationary processes
• A theoretical exposition of stationary processes sampling
• On asymptotic distribution of maxima of complete and incomplete samples from stationary sequences

Cites work

• A REDUCTION FORMULA FOR NORMAL MULTIVARIATE INTEGRALS
• Asymptotic Relative Efficiencies of Distribution-Free Tests of Randomness Against Normal Alternatives
• Estimating Serial Correlation by Visual Inspection of Diagnostic Plots
• Evaluation of the normal distribution function
• scientific article; zbMATH DE number 3577176 (Why is no real title available?)
• scientific article; zbMATH DE number 194919 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• scientific article; zbMATH DE number 3349105 (Why is no real title available?)
• Mixing properties of ARMA processes
• On the Power Function of Tests of Randomness Based on Runs up and Down
• The Efficiencies of Tests of Randomness Against Normal Regression
• The Orthant Probabilities of Four Gaussian Variates
• The variance of Spearman's rho in normal samples

Cited in

(2)

• Tests based on sample partial autocorrelations
• On the connection between orthant probabilities and the first passage time problem

This page was built for publication: THE NUMBER OF PEAKS IN A STATIONARY SAMPLE AND ORTHANT PROBABILITIES

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4319839)