On estimating the hidden periodicities in linear time series models

DOI10.1007/BF02057588MaRDI QIDQ1107250zbMATH OpenFDO

Authors Shuyuan He

Publication date 1987

Published in Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

zbMATH Keywords

asymptotic normalityspectral densityperiodogramconsistent estimatorsstrongly consistentlinear time series modelsstationary random sequencehidden periodicities

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

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Cites work

• scientific article; zbMATH DE number 3131469 (Why is no real title available?)
• scientific article; zbMATH DE number 3854249 (Why is no real title available?)
• Non-linear time series regression
• On Consistent Estimates of the Spectrum of a Stationary Time Series

Cited in

(16)

• scientific article; zbMATH DE number 3999073 (Why is no real title available?)
• Стохастичні моделі прихованих періодичностей та ефективні методи їх виявлення
• Parameter Estimation for Periodically Stationary Time Series
• Detecting hidden periodicities for models with cyclical errors
• Detection of hidden periodicities in models with discrete time and long range dependent random noise
• Consistent estimates for hidden frequencies in a linear process
• scientific article; zbMATH DE number 4098575 (Why is no real title available?)
• scientific article; zbMATH DE number 2062050 (Why is no real title available?)
• Parameter estimation of hidden periodic model in random fields
• Consistency and asymptotic normality of the periodogram estimator of harmonic oscillation parameters
• Estimation of the mixed AR and hidden periodic model
• Probabilistic models and investigation of hidden periodicities
• scientific article; zbMATH DE number 3990725 (Why is no real title available?)
• scientific article; zbMATH DE number 3876434 (Why is no real title available?)
• MULTI-FREQUENTIAL PERIODOGRAM ANALYSIS AND THE DETECTION OF PERIODIC COMPONENTS IN TIME SERIES
• The wavelet detection of hidden periodicities in time series

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