For stationary AR(1) segments of length 2, 3 and 4, the variance of the number of sign changes is computed exactly; the independent interval approximation matches exactly for n=2,3 but deviates slightly for n=4, especially for negative correlation.
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Number of Sign Changes: Segment of AR(1)
For stationary AR(1) segments of length 2, 3 and 4, the variance of the number of sign changes is computed exactly; the independent interval approximation matches exactly for n=2,3 but deviates slightly for n=4, especially for negative correlation.