MONOTONE GAIN, 1ST-ORDER AUTOCORRELATION AND ZERO-CROSSING RATE
成果类型：
Article
署名作者：
KEDEM, B; LI, TH
刊物名称：
ANNALS OF STATISTICS
ISSN/ISSBN：
0090-5364
DOI：
10.1214/aos/1176348271
发表日期：
1991
页码：
1672-1676
关键词：
摘要：
The effect of a linear filter with monotone gain on the first-order autocorrelation of a weakly stationary time series is discussed. When the gain is monotone increasing, the first-order autocorrelation cannot increase. Otherwise, when the gain is monotone decreasing, the correlation cannot decrease. Further, when the gain is strictly monotone, the first-order autocorrelation is unchanged if and only if the process is a pure sinusoid with probability 1. Under the Gaussian assumption, the zero-crossing rate moves oppositely from the first-order autocorrelation.