MULTI-FREQUENTIAL PERIODOGRAM ANALYSIS AND THE DETECTION OF PERIODIC COMPONENTS IN TIME SERIES

DOI10.1081/STA-100104350zbMath1008.62673OpenAlexW1964019662MaRDI QIDQ4540643

Pierre Dutilleul

Publication date: 28 July 2002

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sta-100104350

Mathematics Subject Classification ID

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

Related Items (1)

Comparison of periodogram tests

Uses Software

• NAG
• R
• S-PLUS
• nag

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• The maximum of the periodogram
• Fitting autoregressive models for prediction
• Statistical predictor identification
• The estimation of frequency
• ESTIMATING THE NUMBER OF TERMS IN A SINUSOIDAL REGRESSION
• AN ALTERNATIVE CONSISTENT PROCEDURE FOR DETECTING HIDDEN FREQUENCIES
• THE DISTRIBUTION OF PERIODOGRAM ORDINATES
• Computer Generation of Random Variables Using the Ratio of Uniform Deviates
• Time series, point processes, and hybrids
• PEAK-INSENSITIVE NON-PARAMETRIC SPECTRUM ESTIMATION
• The mle algorithm for the matrix normal distribution
• THE RESOLUTION OF CLOSELY ADJACENT SPECTRAL LINES
• ON THE COVARIANCE OF THE PERIODOGRAM
• Seasonal Adjustment and Relations Between Variables
• An analysis of variance test for normality (complete samples)
• On the estimation of a harmonic component in a time series with stationary independent residuals
• The Differentiation of Pseudo-Inverses and Nonlinear Least Squares Problems Whose Variables Separate
• Least Squares Estimation for a Class of Non-Linear Models
• A Limit Theorem for the Periodogram
• Estimating the frequency of a periodic function
• The simultaneous estimation of a time series harmonic components and covariance structure

This page was built for publication: MULTI-FREQUENTIAL PERIODOGRAM ANALYSIS AND THE DETECTION OF PERIODIC COMPONENTS IN TIME SERIES