A nonparametric procedure to detect periods in time series

DOI10.1016/0304-4149(82)90018-7zbMath0493.62078OpenAlexW1997236025WikidataQ126297161 ScholiaQ126297161MaRDI QIDQ1168679

Ernst Poeppel, Klaus J. Miescke

Publication date: 1982

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(82)90018-7

zbMATH Keywords

time seriessmoothing techniquesrank methodsKendall taudetection of periods

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Nonparametric estimation (62G05)

Cites Work

• A NEW MEASURE OF RANK CORRELATION
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