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Volumn 18, Issue 4, 1997, Pages 355-374

The zero-crossing rate of pth-order autoregressive processes

Author keywords

Asymptotic correlation function; Asymptotic stationary process; Clipped series; Zero crossing rate

Indexed keywords


EID: 0005860459     PISSN: 01439782     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9892.00055     Document Type: Article
Times cited : (5)

References (10)
  • 4
    • 84981374710 scopus 로고
    • The zero-crossing rate of autoregressive processes and its link to unit roots
    • _ and _ (1990) The zero-crossing rate of autoregressive processes and its link to unit roots. J. Time Ser. Anal. 11 (3), 201-13.
    • (1990) J. Time Ser. Anal. , vol.11 , Issue.3 , pp. 201-213
  • 5
    • 42549171482 scopus 로고
    • On the average number of real roots of a random algebraic equation
    • KAC, M. (1943) On the average number of real roots of a random algebraic equation. Bull. Am. Math. Soc. 49, 314-20.
    • (1943) Bull. Am. Math. Soc. , vol.49 , pp. 314-320
    • Kac, M.1
  • 8
    • 0003011399 scopus 로고
    • Asymptotic properties of general autoregressive models and strong consistency of least squares estimates of their parameters
    • LAI, T. L. and WEI, C. Z. (1983) Asymptotic properties of general autoregressive models and strong consistency of least squares estimates of their parameters. J. Multivariate Anal. 13, 1-23.
    • (1983) J. Multivariate Anal. , vol.13 , pp. 1-23
    • Lai, T.L.1    Wei, C.Z.2
  • 9
    • 0346897342 scopus 로고    scopus 로고
    • QMS Co., Micro TSP (6.5), USA
    • QMS Co., Micro TSP (6.5), USA.
  • 10
    • 0011109660 scopus 로고
    • The expected number of zeroes of a stationary Gaussian process
    • YILVISAKER, D. N. (1965) The expected number of zeroes of a stationary Gaussian process. Ann. Math. Stat. 36 (3) 1043-46.
    • (1965) Ann. Math. Stat. , vol.36 , Issue.3 , pp. 1043-1046
    • Yilvisaker, D.N.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.