ON THE ASYMPTOTIC VARIANCE OF HIGHER-ORDER CROSSINGS WITH SPECIAL REFERENCE TO A FAST WHITE-NOISE TEST
成果类型：
Article
署名作者：
KEDEM, B; REED, G
刊物名称：
BIOMETRIKA
ISSN/ISSBN：
0006-3444
发表日期：
1986
页码：
143149
关键词：
摘要：
The rate of decrease in the variance of higher order crossings is obtained for stationary m-dependent Gaussian sequences. This result provides a quick approximation to the variance of the number of axis-crossings of m-dependent processes, and is applied in determining approximate probability limits for the higher order crossings of white noise. The limits are used in testing for white noise in stimulated and also real data examples.