Tests for compound periodicities and estimating a non linear function

DOI10.1080/03610926.2015.1069354MaRDI QIDQ4976245zbMATH OpenOpenAlexFDO

Authors Yukio Yanagisawa

Publication date 27 July 2017

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

Full work available at URL https://doi.org/10.1080/03610926.2015.1069354

zbMATH Keywords

Fisher's test for periodicityharmonic regression analysisNair's statisticSiegel's test for compound periodicitiesuniformly most powerful test

Mathematics Subject Classification ID

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

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Cites work

• Generalization for the distribution of hartley’S and nair’sFmaxstatistics
• scientific article; zbMATH DE number 3357844 (Why is no real title available?)
• THE SAMPLING DISTRIBUTION OF SOME STATISTICS OBTAINED FROM NON‐LINEAR EQUATIONS

Cited in

(7)

• scientific article; zbMATH DE number 3839184 (Why is no real title available?)
• Investigation of periodicity for dependent observations
• Period search using the DMRT method: The properties of the test function
• Testing for Periodicity in a Time Series
• scientific article; zbMATH DE number 958380 (Why is no real title available?)
• Testing for the equivalence of several sets of time series and its multiple comparison procedure
• Testing for periodic integration

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