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

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