A new method to detect periodically correlated structure

DOI10.1007/s00180-016-0705-zzbMath1417.62264OpenAlexW2560223997MaRDI QIDQ1695432

Mohsen Maleki, Mohammad Reza Mahmoudi

Publication date: 7 February 2018

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-016-0705-z

zbMATH Keywords

spectral measuremultiple testingfinite Fourier transformperiodically correlated

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Paired and multiple comparisons; multiple testing (62J15)

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Uses Software

• fdrtool
• meboot
• partsm

Cites Work

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• A Direct Approach to False Discovery Rates
• Periodically Correlated Random Sequences
• Statistical significance for genomewide studies
• Parameter Estimation for Periodically Stationary Time Series

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