摘要
Statistics composed of clipped binary sequences are not sensitive to the existence of outliers.We estimate the autocorrelation and autocovariance functions of a linear Gaussian stationary sequence by the clipped binary series, and show the law of the iterated logarithm and the central limit theorem for these statistics.
Statistics composed of clipped binary sequences are not sensitive to the existence of outliers.We estimate the autocorrelation and autocovariance functions of a linear Gaussian stationary sequence by the clipped binary series, and show the law of the iterated logarithm and the central limit theorem for these statistics.
