Zhao, Zhibiao; Wu, Wei Biao - In: Stochastic Processes and their Applications 117 (2007) 7, pp. 862-877
We consider asymptotic properties of curve-crossing counts of linear processes and nonlinear time series by curves. Central limit theorems are obtained for curve-crossing counts of short-range dependent processes. For the long-range dependence case, the asymptotic distributions are shown to be...