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Detecting Periodic Components in a White Gaussian Time Series
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 ...
Weighted Least Squares Estimators on the Frequency Domain for the Parameters of a Time Series
A procedure for estimating the parameters of a time series is proposed. The estimate minimizes a criterion function which is the weighted sum of squares of the distances between the periodograms and the spectrum of the ...