MULTI-FREQUENTIAL PERIODOGRAM ANALYSIS AND THE DETECTION OF PERIODIC COMPONENTS IN TIME SERIES

DOI10.1081/STA-100104350zbMATH Open1008.62673OpenAlexW1964019662MaRDI QIDQ4540643FDOQ4540643

Pierre Dutilleul

Publication date: 28 July 2002

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sta-100104350

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

Cites Work

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Cited In (5)

• Stochastic significance of peaks in the least-squares spectrum
• ON THE LIMITS OF SPECTRAL METHODS FOR FREQUENCY ESTIMATION
• Periodogram Analysis of Censored Time Series from a Designed Experiment
• Comparison of periodogram tests
• Multiple-Window Cepstrum Analysis for Estimation of Periodicity

Uses Software

• R
• NAG
• S-PLUS
• nag

   Recommendations

• A robust periodogram for high-resolution spectral analysis 👍 👎
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• On estimating the hidden periodicities in linear time series models 👍 👎

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