Comparison of periodogram tests

DOI10.1080/10629360500107618MaRDI QIDQ5290900zbMATH OpenOpenAlexFDO

Authors Laura A. McSweeney

Publication date 3 May 2006

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

Full work available at URL https://doi.org/10.1080/10629360500107618

zbMATH Keywords

Monte Carlo simulationsperiodogrampowertime series

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15) Monte Carlo methods (65C05)

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Cites work

• AN ALTERNATIVE CONSISTENT PROCEDURE FOR DETECTING HIDDEN FREQUENCIES
• Consistent estimates for hidden frequencies in a linear process
• Control Charts for Detecting Cyclical Behavior
• Control Charts for the Detection of a Periodic Component
• scientific article; zbMATH DE number 842531 (Why is no real title available?)
• scientific article; zbMATH DE number 897115 (Why is no real title available?)
• scientific article; zbMATH DE number 3357844 (Why is no real title available?)
• MULTI-FREQUENTIAL PERIODOGRAM ANALYSIS AND THE DETECTION OF PERIODIC COMPONENTS IN TIME SERIES
• Testing for Periodicity in a Time Series
• Tests of periodicity with missing observations
• TESTS OF SIGNIFICANCE IN HARMONIC ANALYSIS

Cited in

(4)

• Computation of periodogram using a jackknife procedure and its applications
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• On a three-term variant of the Lomb periodogram
• Noise Resistant Control Charts for Detecting Periodicity from Correlation

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