Tests of periodicity with missing observations

DOI10.1080/02331889108802306MaRDI QIDQ4322950zbMATH OpenOpenAlexFDO

Authors Tomáš Cipra

Publication date 29 March 1995

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331889108802306

zbMATH Keywords

Bernoulli modelFisher's testperiodogramrandomly missing observationsregularly missing observationstesting of periodicitytime series

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

Recommendations

• Periodogram analysis with missing observations
• On testing for the presence of hidden periodicities in time series
• Testing for Periodicity in a Time Series
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• Investigation of periodicity for dependent observations

Cites work

• A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
• Autocorrelation estimation of time series with randomly missing observations
• Consistent estimates for hidden frequencies in a linear process
• Fitting autoregression with regularly missed observations
• scientific article; zbMATH DE number 3854249 (Why is no real title available?)
• On Strong Mixing Conditions for Stationary Gaussian Processes
• Parametric estimators for stationary time series with missing observations
• Spectral Analysis with Randomly Missed Observations: The Binomial Case
• Spectral Analysis with Regularly Missed Observations
• Spectrum estimation with missing observations

Cited in

(3)

• scientific article; zbMATH DE number 3885161 (Why is no real title available?)
• Comparison of periodogram tests
• scientific article; zbMATH DE number 958367 (Why is no real title available?)

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