Estimation of the Parameters in Stationary Autoregressive Processes after Hard Limiting

DOI10.2307/2287403zbMath0442.62073OpenAlexW4233985274MaRDI QIDQ3885021

Benjamin Kedem-Kimelfeld

Publication date: 1980

Full work available at URL: https://doi.org/10.2307/2287403

zbMATH Keywords

runsclippingbinary processhard limitingaxis crossingsnormal autoregressive processesstationary Gaussian autoregressive process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09)

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Estimation of autocorrelation in a binary time series ⋮ Clipped AR(p) with unknown threshold ⋮ Count Time Series: A Methodological Review ⋮ Latent Gaussian Count Time Series ⋮ The table auto-regressive moving-average model for (categorical) stationary series: statistical properties (causality; from the all random to the conditional random) ⋮ Estimation of Parameters of a Clipped MA(1) Process ⋮ Clustering time series with clipped data ⋮ An asymptotic conditional test of independence in Bernoulli sequences using the number of runs given the number of successes ⋮ Non-parametric analysis of serial dependence in time series using ordinal patterns ⋮ On autocorrelation estimation in mixed-spectrum Gaussian processes

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