Clipped Gaussian processes are never M-step Markov

DOI10.1016/0047-259X(89)90072-9zbMath0674.60038MaRDI QIDQ1121593

Eric V. Slud

Publication date: 1989

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

Gaussian processstationaryMarkov sequenceclipped process

Mathematics Subject Classification ID

Gaussian processes (60G15) Characterization and structure theory of statistical distributions (62E10)

Related Items (1)

Clipped Gaussian processes are never M-step Markov

Cites Work

• Time series discrimination by higher order crossings
• Clipped Gaussian processes are never M-step Markov
• On goodness of fit of time series models: An application of higher order crossings
• Sufficiency and the number of level crossings by a stationary process
• A REDUCTION FORMULA FOR NORMAL MULTIVARIATE INTEGRALS
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