A Method for Determining Periods in Time Series.

Abstract

A method for estimating periods corresponding to peaks in the spectral density of univariate time series is proposed. The large sample distribution of the estimator is derived under the assumption that the observed process is from a known finite order autoregressive process. A simulation study is performed to illustrate the results and the method is applied to a series of hormone levels data. (Author)

Open PDF

Document Details

Document Type
Technical Report
Publication Date
Apr 01, 1981
Accession Number
ADA116136

Entities

People

  • H. Joseph Newton
  • Marcello Pagano

Organizations

  • Texas A&M University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Algorithms
  • Data Analysis
  • Data Mining
  • Data Science
  • Estimators
  • Frequency
  • Information Science
  • Intervals
  • Military Research
  • Monte Carlo Method
  • Multivariate Analysis
  • New York
  • Public Health
  • Simulations
  • Statistical Algorithms
  • Statistics
  • Universities

Fields of Study

  • Mathematics

Readers

  • Statistical inference.