ESTIMATION OF THE PERIOD OF PERIODICALLY CORRELATED SEQUENCES

DOI10.1111/j.1467-9892.1993.tb00137.xzbMath0783.62070OpenAlexW2025333937MaRDI QIDQ4696575

Benjamin Kedem-Kimelfeld, Donald E. K. Martin

Publication date: 29 June 1993

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

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1993.tb00137.x

zbMATH Keywords

periodogramperiod estimationnonstationary time seriesaverage magnitude difference functionperiodically correlated sequences

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)

Related Items

Rates of convergence of autocorrelation estimates for periodically correlated autoregressive Hilbertian processes, QMLE for periodic time-varying asymmetric log GARCH models

Cites Work

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