On the Sinusoidal Limit of Stationary Time Series
Kedem, Benjamin
Ann. Statist., Tome 12 (1984) no. 1, p. 665-674 / Harvested from Project Euclid
Text on Project Euclid
PDF
Alt PDF
We show that the Sinusoidal Limit Theorem of Slutsky in the Gaussian case is a consequence of the equality of certain higher order crossings.
Publié le : 1984-06-14
Classification:  Crossings,  clipping,  spectral density,  oscillation,  difference equation,  Slutsky effect,  62M10,  62M07 
@article{1176346513,
     author = {Kedem, Benjamin},
     title = {On the Sinusoidal Limit of Stationary Time Series},
     journal = {Ann. Statist.},
     volume = {12},
     number = {1},
     year = {1984},
     pages = { 665-674},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176346513}
}

Kedem, Benjamin. On the Sinusoidal Limit of Stationary Time Series. Ann. Statist., Tome 12 (1984) no. 1, pp.  665-674. http://gdmltest.u-ga.fr/item/1176346513/