A central limit theorem for non-instantaneous filters of a stationary Gaussian process

A central limit theorem for a class of non-instantaneous filters of a stationary Gaussian process is proved and it is applied to study the limiting distributions of the number of zero-crossings.

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Year of publication:	1987
Authors:	Ho, Hwai-Chung ; Sun, Tze-Chien
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 22.1987, 1, p. 144-155
Publisher:	Elsevier
Keywords:	central limit theorem non-instantaneous filters stationary Gaussian processes

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005199454