On estimating the hidden periodicities in linear time series models

DOI10.1007/BF02057588zbMATH Open0652.62089MaRDI QIDQ1107250FDOQ1107250

Authors: Shuyuan He 

Publication date: 1987

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

Recommendations

• scientific article; zbMATH DE number 3876434
• Publication:4725568
• Estimation of the mixed AR and hidden periodic model
• scientific article; zbMATH DE number 958367
• Consistent estimates for hidden frequencies in a linear process

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)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• On Consistent Estimates of the Spectrum of a Stationary Time Series
• Non-linear time series regression

Cited In (16)

• Title not available (Why is that?)
• 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
• Title not available (Why is that?)
• Title not available (Why is that?)
• Consistency and asymptotic normality of the periodogram estimator of harmonic oscillation parameters
• Parameter estimation of hidden periodic model in random fields
• Estimation of the mixed AR and hidden periodic model
• Probabilistic models and investigation of hidden periodicities
• Title not available (Why is that?)
• Title not available (Why is that?)
• MULTI-FREQUENTIAL PERIODOGRAM ANALYSIS AND THE DETECTION OF PERIODIC COMPONENTS IN TIME SERIES
• The wavelet detection of hidden periodicities in time series

This page was built for publication: On estimating the hidden periodicities in linear time series models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1107250)