Periodically correlated modeling by means of the periodograms asymptotic distributions

DOI10.1007/s00362-016-0748-9zbMath1416.62518MaRDI QIDQ1685304

Peng Zhang

Publication date: 13 December 2017

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-016-0748-9

zbMATH Keywords

periodogram; multiple testing; periodically correlated time series; periodograms asymptotic distributions

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62M15: Inference from stochastic processes and spectral analysis

62J15: Paired and multiple comparisons; multiple testing

Uses Software

• fdrtool