Tests for Deterministic Versus Indeterministic Cycles

DOI10.1111/1467-9892.00106MaRDI QIDQ4221434zbMATH OpenOpenAlexFDO

Authors

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

Cramer-von Mises distributionline spectrumlocally best invariant testmixed spectrumstochastic cycleWold decomposition

Mathematics Subject Classification ID

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

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Cited in

(11)

• Detecting finite bandwidth periodic signals in stationary noise using the signal coherence spectrum
• Testing for a slowly changing level with special reference to stochastic volatility
• Statistical tests for deterministic effects in broad band time series
• Possible determinism and the real world data
• Testing for cycles in multiple time series
• Modelling phase shifts among stochastic cycles
• Testing for harmonic regressors
• scientific article; zbMATH DE number 3874446 (Why is no real title available?)
• Properties of higher order stochastic cycles
• Three tests for the existence of cycles in time series
• Hyper-spherical and elliptical stochastic cycles

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