Abstract
We show that the Sinusoidal Limit Theorem of Slutsky in the Gaussian case is a consequence of the equality of certain higher order crossings.
Citation
Benjamin Kedem. "On the Sinusoidal Limit of Stationary Time Series." Ann. Statist. 12 (2) 665 - 674, June, 1984. https://doi.org/10.1214/aos/1176346513
Information
Published: June, 1984
First available in Project Euclid: 12 April 2007
zbMATH: 0546.62061
MathSciNet: MR740919
Digital Object Identifier: 10.1214/aos/1176346513
Subjects:
Primary:
62M10
Secondary:
62M07
Keywords:
clipping
,
crossings
,
difference equation
,
oscillation
,
Slutsky effect
,
Spectral density
Rights: Copyright © 1984 Institute of Mathematical Statistics
