Periodicity in the autocorrelation function as a mechanism for regularly occurring zero crossings or extreme values of a Gaussian process
The problem of zero crossings is of great historical prevalence and promises extensive application. The challenge is to establish precisely how the autocorrelation function or power spectrum of a one-dimensional continuous random process determines the density function of the intervals between the z...
| Main Authors: | Wilson, Lorna R. M., Hopcraft, Keith I. |
|---|---|
| Format: | Article |
| Published: |
American Physical Society
2017
|
| Online Access: | https://eprints.nottingham.ac.uk/49870/ |
Similar Items
The Influence of Autocorrelation on Extremal Properties of Gaussian Random Processes, Correlated Randomness and Stochastic Periodicity
by: Ogunshemi, Alessandro
Published: (2022)
by: Ogunshemi, Alessandro
Published: (2022)
The impact of periodicity on the zero-crossings of random functions
by: Wilson, Lorna Rachel Maven
Published: (2015)
by: Wilson, Lorna Rachel Maven
Published: (2015)
Zero-crossing intervals of Gaussian and symmetric stable processes
by: Cao, Yufei
Published: (2017)
by: Cao, Yufei
Published: (2017)
Characterising the zero-crossing statistics of non-Gaussian stable processes
by: Slater, Daniel
Published: (2019)
by: Slater, Daniel
Published: (2019)
Analysis of autocorrelation function of Boolean functions in Haar domain
by: Rafiq, Hashum M., et al.
Published: (2016)
by: Rafiq, Hashum M., et al.
Published: (2016)
Period polynomials, derivatives of L-functions, and zeros
of polynomials
by: Diamantis, Nikolaos, et al.
Published: (2018)
by: Diamantis, Nikolaos, et al.
Published: (2018)
Period polynomials, derivatives of L-functions, and zeros
of polynomials
by: Diamantis, Nikolaos, et al.
Published: (2017)
by: Diamantis, Nikolaos, et al.
Published: (2017)
Tumour volume and occurance of pulmonary metastasis in liposarcoma of the extremities
by: Zainudin, Tunku Naziha Tunku
Published: (2017)
by: Zainudin, Tunku Naziha Tunku
Published: (2017)
Robust estimation technique and robust autocorrelation diagnostic for multiple Linear Regression Model with autocorrelated errors
by: Lim, Hock Ann
Published: (2014)
by: Lim, Hock Ann
Published: (2014)
The Haar-Recursive transform and its consequence to the Walsh-paley spectrum and the autocorrelation function
by: Rafiq, Hashum M., et al.
Published: (2016)
by: Rafiq, Hashum M., et al.
Published: (2016)
Zero-dissipative explicit Runge-Kutta method for periodic initial value problems
by: Senu, Norazak, et al.
Published: (2014)
by: Senu, Norazak, et al.
Published: (2014)
Parametric estimation for randomly censored autocorrelated data.
by: Sithole, Moses M.
Published: (1997)
by: Sithole, Moses M.
Published: (1997)
Behaviour of Stock Return Autocorrelation in the GCC Stock Markets
by: Chowdhury, H., et al.
Published: (2014)
by: Chowdhury, H., et al.
Published: (2014)
The effect of high leverage points on non-autocorrelated data.
by: Midi, Habshah
by: Midi, Habshah
On the robust parameter estimation for linear model with autocorrelated errors
by: Midi, Habshah, et al.
Published: (2013)
by: Midi, Habshah, et al.
Published: (2013)
Spatial Autocorrelation and Real Estate Studies:
A Literature Review
by: Ismail, Suriatini
Published: (2006)
by: Ismail, Suriatini
Published: (2006)
An offspring of multivariate extreme value theory: the max-characteristic function
by: Falk, Michael, et al.
Published: (2017)
by: Falk, Michael, et al.
Published: (2017)
Regularity and extensions of Banach function algebras
by: Morley, Sam
Published: (2017)
by: Morley, Sam
Published: (2017)
The performance of robust two-stage estimator in nonlinear regression with autocorrelated error.
by: Riazoshams, Hossein, et al.
Published: (2010)
by: Riazoshams, Hossein, et al.
Published: (2010)
A Novel Image Edges Detection by Using Gaussian Functions
by: Khaleaf, Hussain K., et al.
Published: (2013)
by: Khaleaf, Hussain K., et al.
Published: (2013)
Mock period functions, sesquiharmonic Maass forms, and non-critical values of L-functions
by: Bringmann, Kathrin, et al.
Published: (2013)
by: Bringmann, Kathrin, et al.
Published: (2013)
Zero at the Bone
by: Whish-Wilson, David
Published: (2013)
by: Whish-Wilson, David
Published: (2013)
No-activation theorem for Gaussian nonclassical correlations by Gaussian operations
by: Mišta, Ladislav, et al.
Published: (2014)
by: Mišta, Ladislav, et al.
Published: (2014)
On the zero crossings of a generalized shot noise process
by: Howard, Roy
Published: (2011)
by: Howard, Roy
Published: (2011)
On the zero crossings of a generalized shot noise process
by: Howard, Roy
Published: (2011)
by: Howard, Roy
Published: (2011)
Periodic extreme Gibbs measures with memory length 2 of Vannimenus model
by: Akin, Hasan, et al.
Published: (2011)
by: Akin, Hasan, et al.
Published: (2011)
Zero-dissipative semi-implicit hybrid method for solving oscillatory or periodic problems
by: Jikantoro, Y. D., et al.
Published: (2015)
by: Jikantoro, Y. D., et al.
Published: (2015)
Partial regularity and t-analytic sets for Banach function algebras
by: Feinstein, Joel, et al.
Published: (2012)
by: Feinstein, Joel, et al.
Published: (2012)
Autocorrelated process control: Geometric Brownian Motion
approach versus Box-Jenkins approach
by: Salleh, R. M., et al.
Published: (2018)
by: Salleh, R. M., et al.
Published: (2018)
Baker's conjecture for functions with real zeros
by: Nicks, Daniel A., et al.
Published: (2018)
by: Nicks, Daniel A., et al.
Published: (2018)
Gaussian mixture importance sampling function for unscented SMC-PHD filter
by: Yoon, J., et al.
Published: (2013)
by: Yoon, J., et al.
Published: (2013)
An algebraic solution of maximum likelihood function in case of Gaussian mixture distribution
by: Awange, Joseph, et al.
Published: (2016)
by: Awange, Joseph, et al.
Published: (2016)
A Parallel Low Complexity Zero-Forcing Beamformer Design for Multiuser MIMO Systems Via a Regularized Dual Decomposition Method
by: Li, Bin, et al.
Published: (2015)
by: Li, Bin, et al.
Published: (2015)
Joint conditional simulation of an iron ore deposit using Minimum or Maximum Autocorrelation Factor transformation
by: Mai, N., et al.
Published: (2014)
by: Mai, N., et al.
Published: (2014)
Outlier Detections and Robust Estimation Methods for Nonlinear Regression Model Having Autocorrelated and Heteroscedastic Errors
by: Riazoshams, Hossein
Published: (2010)
by: Riazoshams, Hossein
Published: (2010)
Robust stability best subset selection for autocorrelated data based on robust location and dispersion estimator
by: Uraibi, Hassan S., et al.
Published: (2015)
by: Uraibi, Hassan S., et al.
Published: (2015)
Robust variable selection methods for large- scale data in the presence of multicollinearity, autocorrelated errors and outliers
by: Uraibi, Hassan S.
Published: (2016)
by: Uraibi, Hassan S.
Published: (2016)
Analysis of lightning occurence in Zambia
by: Nyambe, Silumelume H., et al.
Published: (2014)
by: Nyambe, Silumelume H., et al.
Published: (2014)
On Gaussian nonlinear transformations
by: Ganikhodjaev, Nasir, et al.
Published: (2015)
by: Ganikhodjaev, Nasir, et al.
Published: (2015)
Gaussian interferometric power
by: Adesso, Gerardo
Published: (2014)
by: Adesso, Gerardo
Published: (2014)
Similar Items
-
The Influence of Autocorrelation on Extremal Properties of Gaussian Random Processes, Correlated Randomness and Stochastic Periodicity
by: Ogunshemi, Alessandro
Published: (2022) -
The impact of periodicity on the zero-crossings of random functions
by: Wilson, Lorna Rachel Maven
Published: (2015) -
Zero-crossing intervals of Gaussian and symmetric stable processes
by: Cao, Yufei
Published: (2017) -
Characterising the zero-crossing statistics of non-Gaussian stable processes
by: Slater, Daniel
Published: (2019) -
Analysis of autocorrelation function of Boolean functions in Haar domain
by: Rafiq, Hashum M., et al.
Published: (2016)