Strictly Oscillatory Processes.
Abstract
Empirical evidence shows that the rate of zero-crossings of many stochastic processes tends to increase by repeated differencing. This motivates the definition of a class of processes whose expected oscillation increases monotonically by repeated differencing. The class of strictly stationary processes is a subclass of this class. It is shown that there is a limit to oscillation by providing that the point processes of zero-crossings obtained by repeated differencing converge. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Jan 21, 1987
- Accession Number
- ADA183775
Entities
People
- Benjamin Kedem
- Donald Martin
Organizations
- University of Maryland