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

DOI10.1081/STA-100104350MaRDI QIDQ4540643zbMATH OpenOpenAlexFDO

Authors 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)

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• A Limit Theorem for the Periodogram
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• PEAK-INSENSITIVE NON-PARAMETRIC SPECTRUM ESTIMATION
• Seasonal Adjustment and Relations Between Variables
• Statistical predictor identification
• THE DISTRIBUTION OF PERIODOGRAM ORDINATES
• THE RESOLUTION OF CLOSELY ADJACENT SPECTRAL LINES
• The Differentiation of Pseudo-Inverses and Nonlinear Least Squares Problems Whose Variables Separate
• The estimation of frequency
• The maximum of the periodogram
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• The simultaneous estimation of a time series harmonic components and covariance structure
• Time series, point processes, and hybrids

Cited in

(11)

• Time series with mixed spectra
• Comparison of periodogram tests
• Periodogram Analysis of Censored Time Series from a Designed Experiment
• Time series in M dimensions: The power spectrum
• A robust periodogram for high-resolution spectral analysis
• Some methods of spectral analysis: comparison with MEM--MRA combination
• Multiple-Window Cepstrum Analysis for Estimation of Periodicity
• Stochastic significance of peaks in the least-squares spectrum
• ON THE LIMITS OF SPECTRAL METHODS FOR FREQUENCY ESTIMATION
• Empirical determination of the frequencies of an almost periodic time series
• Composite quantile periodogram for spectral analysis

Describes a project that uses

Uses Software

• R
• NAG
• S-PLUS
• nag

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