Global and local spectral-based tests for periodicities

DOI10.1093/BIOMET/ASP079zbMATH Open1183.62156OpenAlexW2060385840MaRDI QIDQ5305484FDOQ5305484

Authors: Lai Wei, Peter F. Craigmile 

Publication date: 22 March 2010

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/asp079

Recommendations

• Testing for periodicity in functional time series
• Testing temporal constancy of the spectral structure of a time series
• On testing for the presence of hidden periodicities in time series
• Global testing against sparse alternatives in time-frequency analysis
• Testing the difference between spectral densities of two independent periodically correlated (cyclostationary) time series models
• Tests for detecting hidden periodicities in functional time series
• A frequency domain test for detecting nonstationary time series
• scientific article; zbMATH DE number 4145195
• Periodic Wavelet Transforms and Periodicity Detection

zbMATH Keywords

taperingpower calculationharmonic processhearing testnonbehavioural hearing test

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05) Inference from stochastic processes and spectral analysis (62M15)

Cited In (2)

• Spectral-based non-central F mixed effect models, with application to otoacoustic emissions
• Global testing against sparse alternatives in time-frequency analysis

This page was built for publication: Global and local spectral-based tests for periodicities

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5305484)