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A nonparametric procedure to detect periods in time series

✍ Scribed by Klaus-J. Miescke; Ernst Pöppel


Book ID
107950127
Publisher
Elsevier Science
Year
1982
Tongue
English
Weight
791 KB
Volume
13
Category
Article
ISSN
0304-4149

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A wavelet method is applied to the detection of the hidden periodicities of a hidden periodic model in time series. By checking the empirical wavelet coefficients of the periodogram, which have significantly large absolute values across fine scale levels, the number of the hidden periodicities in th