A test sensitive to extreme hidden periodicities

DOI10.1007/BF02427922zbMATH Open0901.62103OpenAlexW2046912872MaRDI QIDQ1127995FDOQ1127995

Authors: H. Arsham 

Publication date: 2 December 1998

Published in: Stochastic Hydrology and Hydraulics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02427922

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zbMATH Keywords

residualstime seriesperiodogramKolmogorov-Smirnov testgoodness-of-fit test for white noiseidentification of periodic components

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Probabilistic methods, stochastic differential equations (65C99)

Cites Work

• Time series: theory and methods
• Title not available (Why is that?)
• Spectral Analysis for Physical Applications
• Tests for serial correlation in regression analysis based on the periodogram of least-squares residuals
• Generalised K-S confidence regions: some exact results
• BEST INVARIANT CONFIDENCE BANDS FOR A CONTINUOUS CUMULATIVE DISTRIBUTION FUNCTION2

Cited In (5)

• Adaptive K-S tests for white noise in the frequency domain
• Title not available (Why is that?)
• On testing for the presence of hidden periodicities in time series
• The H-test probability distribution revisited: improved sensitivity
• A highly specific test for periodicity

Uses Software

• sapa

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