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

Hwai-Chung Ho and Tze-Chien Sun

Journal of Multivariate Analysis, 1987, vol. 22, issue 1, 144-155

Abstract: 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.

Keywords: central; limit; theorem; non-instantaneous; filters; stationary; Gaussian; processes (search for similar items in EconPapers)
Date: 1987
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Citations: View citations in EconPapers (10)

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