Testing for a jump in the periodogram

DOI10.1080/00949659708811784zbMath1063.62579OpenAlexW1974216607MaRDI QIDQ4347031

Richard Glendinning

Publication date: 18 September 1997

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949659708811784

zbMATH Keywords

robust estimationexceedancedetecting periodic componentsnon-Fourier frequenciesrelative maxima

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

Cites Work

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• Testing for Periodicity in a Time Series
• DETECTING SINUSOIDS IN NON-GAUSSIAN NOISE
• TESTING FOR WHITE NOISE AGAINST MULTIMODAL SPECTRAL ALTERNATIVES
• PEAK-INSENSITIVE NON-PARAMETRIC SPECTRUM ESTIMATION
• THE RESOLUTION OF CLOSELY ADJACENT SPECTRAL LINES

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