On estimating the hidden periodicities in linear time series models
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Publication:1107250
DOI10.1007/BF02057588zbMath0652.62089MaRDI QIDQ1107250
Publication date: 1987
Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)
asymptotic normality; periodogram; spectral density; consistent estimators; strongly consistent; linear time series models; stationary random sequence; hidden periodicities
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62M15: Inference from stochastic processes and spectral analysis
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Parameter estimation of hidden periodic model in random fields, The wavelet detection of hidden periodicities in time series, Estimation of the mixed AR and hidden periodic model
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