The zero-crossing rate of pth-order autoregressive processes
โ Scribed by Ximing Cheng; Yougui Wu; Jinguan Du; Huowang Liu
- Book ID
- 108549292
- Publisher
- John Wiley and Sons
- Year
- 1997
- Tongue
- English
- Weight
- 560 KB
- Volume
- 18
- Category
- Article
- ISSN
- 0143-9782
No coin nor oath required. For personal study only.
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A closed-form expression for the exponential rate of an estimator in the Gaussian AR(1) process is obtained. This shows that the exponential rates of several famous estimators are all identical. Further it is shown that mean-correction does not affect the large deviation asymptotics. (~