Testing for cycles in multiple time series

DOI10.1111/J.1467-9892.2010.00675.XMaRDI QIDQ3103197zbMATH OpenOpenAlexFDO

Authors Werner Ploberger, Erhard Reschenhofer

Publication date 26 November 2011

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

Full work available at URL https://doi.org/10.1111/j.1467-9892.2010.00675.x

zbMATH Keywords

admissible testscontiguitynon-sinusoidalitiesspectral peaksstrict periodicities

Mathematics Subject Classification ID

Non-Markovian processes: hypothesis testing (62M07) Inference from stochastic processes and spectral analysis (62M15)

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• Wavelet spectral testing: application to nonstationary circadian rhythms
• Testing stochastic cycles in macroeconomic time series
• Testing for Common Cycles in Non-Stationary VARs with Varied Frequency Data
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• Tests for Deterministic Versus Indeterministic Cycles
• Tests for Multiple Peaks in the Spectra of Categorical Time Series
• Detecting fuzzy periodic patterns in futures spreads

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