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

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)

Recommendations

• Adaptive K-S tests for white noise in the frequency domain
• On testing for the presence of hidden periodicities in time series
• scientific article; zbMATH DE number 4096644
• scientific article; zbMATH DE number 3839184
• Generalization of the Kolmogorov--Smirnov test

Cites work

• scientific article; zbMATH DE number 897115 (Why is no real title available?)
• BEST INVARIANT CONFIDENCE BANDS FOR A CONTINUOUS CUMULATIVE DISTRIBUTION FUNCTION2
• Generalised K-S confidence regions: some exact results
• Spectral Analysis for Physical Applications
• Tests for serial correlation in regression analysis based on the periodogram of least-squares residuals
• Time series: theory and methods

Cited in

(5)

• The H-test probability distribution revisited: improved sensitivity
• Adaptive K-S tests for white noise in the frequency domain
• scientific article; zbMATH DE number 4096644 (Why is no real title available?)
• A highly specific test for periodicity
• On testing for the presence of hidden periodicities in time series

Describes a project that uses

Uses Software

• sapa

This page was built for publication: A test sensitive to extreme hidden periodicities

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1127995)