Comparison of periodogram tests

Autor:	Laura A. McSweeney
Rok vydání:	2006
Předmět:	Statistics and Probability Welch's method Applied Mathematics Monte Carlo method Power (physics) Ordinate Modeling and Simulation Statistics Periodogram Statistics Probability and Uncertainty Time series Algorithm Statistic Mathematics Statistical hypothesis testing
Zdroj:	Journal of Statistical Computation and Simulation. 76:357-369
ISSN:	1563-5163 0094-9655
DOI:	10.1080/10629360500107618
Popis:	The periodogram ordinate is a common statistic used for the detection of sinusoidal behavior in time series data. Different statistical tests based on the periodogram ordinates have been proposed, and in this paper, Monte Carlo simulations are used to compare the power of three of these periodogram tests in their ability to detect periodic behavior under various conditions like simple or multiple cycles as well as for different frequency bases. Analyses of real world data will illustrate the strengths and weaknesses of the tests.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::baa94e2fb025dfc8d673a315f9435dd0 https://doi.org/10.1080/10629360500107618 Zobrazit plný text záznamu