On the asymptotic variance of higher order crossings with special reference to a fast white noise test
高阶交叉的渐近方差及其快速白噪声检验应用
The rate of decrease in the variance of higher order crossings is obtained for stationary m-dependent Gaussian sequences. This result provides a quick approximation to the variance of the number of axis-crossings of m-dependent processes, and is applied in determining approximate probability limits for the higher order crossings of white noise. The limits are used in testing for white noise in simulated and also real data examples.