A Method for Determining Periods in Time Series

From MaRDI portal

Revision as of 22:18, 7 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)

(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:4749051

Jump to:navigation, search

DOI10.2307/2287122zbMath0511.62100OpenAlexW4246923955MaRDI QIDQ4749051

H. Joseph Newton, Marcello Pagano

Publication date: 1983

Full work available at URL: https://doi.org/10.2307/2287122

zbMATH Keywords

consistency asymptotic normality asymptotic variances asymptotic confidence interval autoregressive spectral estimator estimating peak periods peak periods window spectral density estimators zero mean covariance stationary time series

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Inference from stochastic processes and spectral analysis (62M15) Monte Carlo methods (65C05) Estimation and detection in stochastic control theory (93E10)

Related Items (4)

DETERMINING THE BANDWIDTH OF A KERNEL SPECTRUM ESTIMATE ⋮ SOME PROPERTIES OF AUTOREGRESSIVE ESTIMATES FOR PROCESSES WITH MIXED SPECTRA ⋮ A Review of Seasonal Adjustment Diagnostics ⋮ A LIMITING PROPERTY OF SAMPLE AUTOCOVARIANCES OF PERIODICALLY CORRELATED PROCESSES WITH APPLICATION TO PERIOD DETERMINATION

This page was built for publication: A Method for Determining Periods in Time Series

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:4749051&oldid=19015506"