On estimating the hidden periodicities in linear time series models

DOI10.1007/BF02057588zbMath0652.62089MaRDI QIDQ1107250

Shu-yuan He

Publication date: 1987

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

zbMATH Keywords

asymptotic normalityperiodogramspectral densityconsistent estimatorsstrongly consistentlinear time series modelsstationary random sequencehidden periodicities

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

Related Items (3)

The wavelet detection of hidden periodicities in time series ⋮ Estimation of the mixed AR and hidden periodic model ⋮ Parameter estimation of hidden periodic model in random fields

Cites Work

• On Consistent Estimates of the Spectrum of a Stationary Time Series
• Non-linear time series regression
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