Kedem, Benjamin; Slud, Eric Time series discrimination by higher order crossings. (English) Zbl 0515.62084 Ann. Stat. 10, 786-794 (1982). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 9 Documents MSC: 62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH) 62M07 Non-Markovian processes: hypothesis testing 62H30 Classification and discrimination; cluster analysis (statistical aspects) 65C05 Monte Carlo methods 60G17 Sample path properties Keywords:gamma approximation; tail probabilities; stationary time series; goodness of fit; discrimination; higher-order crossings; level crossings; clipped signal; central limit theorem; mixing × Cite Format Result Cite Review PDF Full Text: DOI