The Asymptotic Variance of Higher Order Crossings.

Abstract

The rate of decrease in the variance of higher order crossings is obtained for stationary Gaussian m-dependent sequences. This result provides a fast approximation to the variance of the number of axis crossings of oscillatory processes. In some sense, the authors fill in a gap not answered by the Higher Order Crossings Theorem regarding the monotonicity of higher order crossings. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Aug 01, 1982
Accession Number
ADA127459

Entities

People

  • Benjamin Kedem
  • George Reed

Organizations

  • University of Maryland

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Air Force
  • Birds
  • Difference Equations
  • Equations
  • Gaussian Processes
  • Information Science
  • Insensitive Explosives
  • Maryland
  • Mathematics
  • Probability
  • Scientific Research
  • Sequences
  • Stationary
  • Stationary Processes
  • Stochastic Processes
  • Universities
  • White Noise

Readers

  • Approximation Theory.
  • Statistical inference.