Detecting Periodic Components in a White Gaussian Time Series

Abstract

A family of tests for periodic components in a white Gaussian series is proposed. The test is based on a statistic which is proportional to the ratio of the maximum periodogram to the trimmed mean of the periodograms. The asymptotic distribution of the statistic is obtained. It is shown that the test proposed and Fisher's test have the same asymptotic powers at the alternative hypotheses that the series contains a single periodic component at a non-zero Fourier frequency. The tests are applied to detect the eigenfrequencies of the Earth. The proposed test detects some peaks that Fisher's test fails to detect.

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Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1986
Accession Number
ADA453917

Entities

People

  • Shean-tsong Chiu

Organizations

  • Rice University

Tags

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  • Applied Mathematics
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Fields of Study

  • Mathematics

Readers

  • Plasma Physics / Magnetohydrodynamics
  • Statistical inference.