The wavelet detection of hidden periodicities in time series | |
Li, YA ; Xie, ZJ | |
1997 | |
关键词 | hidden periodic model periodogram wavelets |
英文摘要 | 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 the model is identified. Estimators of the hidden periodicities are given, and shown to be strongly consistent. (C) 1997 Elsevier Science B.V.; Statistics & Probability; SCI(E); 9; ARTICLE; 1; 9-23; 35 |
语种 | 英语 |
出处 | SCI |
出版者 | statistics probability letters |
内容类型 | 其他 |
源URL | [http://hdl.handle.net/20.500.11897/257939] |
专题 | 数学科学学院 |
推荐引用方式 GB/T 7714 | Li, YA,Xie, ZJ. The wavelet detection of hidden periodicities in time series. 1997-01-01. |
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