๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

On estimating the hidden periodicities in linear time series models

โœ Scribed by Shuyuan He

Book ID
112680891
Publisher
Institute of Applied Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
Year
1987
Tongue
English
Weight
606 KB
Volume
3
Category
Article
ISSN
0168-9673

No coin nor oath required. For personal study only.

๐Ÿ“œ SIMILAR VOLUMES

The wavelet detection of hidden periodic
The wavelet detection of hidden periodicities in time series
โœ Yuan Li; Zhongjie Xie ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 495 KB

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