Tests for Deterministic Versus Indeterministic Cycles

DOI10.1111/1467-9892.00106zbMath0913.62082OpenAlexW2056984924MaRDI QIDQ4221434

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Publication date: 10 June 1999

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9892.00106

zbMATH Keywords

mixed spectrumWold decompositionlocally best invariant testline spectrumCramer-von Mises distributionstochastic cycle

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03)

Related Items (3)

Modelling phase shifts among stochastic cycles ⋮ Testing for a slowly changing level with special reference to stochastic volatility ⋮ Properties of higher order stochastic cycles

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