Detection of Periodic Autocorrelation in Time Series Data via Zero-Crossings

DOI10.1111/1467-9892.00148zbMath0956.62083OpenAlexW2011536423MaRDI QIDQ2703245

Donald E. K. Martin

Publication date: 1 March 2001

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9892.00148

zbMATH Keywords

asymptotic normalityperiodically correlatedphi-mixingelliptically symmetric

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15) Nonparametric robustness (62G35) Robustness and adaptive procedures (parametric inference) (62F35)

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