On testing for the presence of hidden periodicities in time series

zbMATH Open1327.62084MaRDI QIDQ891961

Khadidja Bensouici, Zaher Mohdeb

Publication date: 18 November 2015

Published in: Afrika Statistika (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.as/1447439363

zbMATH Keywords

linear processperiodogramKolmogorov-Smirnov test

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Stationary stochastic processes (60G10) Asymptotic properties of parametric tests (62F05)

Related Items (3)

A Sequential and Iterative Testing Procedure to Identify the Nature of a Time Series Generating Process ⋮ Global and local spectral-based tests for periodicities ⋮ Probabilistic models and investigation of hidden periodicities

This page was built for publication: On testing for the presence of hidden periodicities in time series

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q891961)