{"paper":{"title":"Number of Sign Changes: Segment of AR(1)","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["math.ST","stat.TH"],"primary_cat":"math.HO","authors_text":"Steven Finch","submitted_at":"2019-09-05T17:53:31Z","abstract_excerpt":"Let $X_{t}$ denote a stationary first-order autoregressive process. Consider $n$ contiguous observations (in time $t$) of the series (e.g., $X_{1}, ..., X_{n}$). Let its mean be zero and its lag-one serial correlation be $\\rho$, which satisfies $|\\rho| < 1$. Rice (1945) proved that $(n-1) \\arccos(\\rho)/\\pi$ is the expected number of sign changes. A corresponding formula for higher-order moments was proposed by Nyberg, Lizana & Ambj\\\"ornsson (2018), based on an independent interval approximation. We focus on the variance only, for small $n$, and see a promising fit between theory and model."},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1909.02556","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"integrity":{"clean":true,"summary":{"advisory":0,"critical":0,"by_detector":{},"informational":0},"endpoint":"/pith/1909.02556/integrity.json","findings":[],"available":true,"detectors_run":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938"},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}