Improvement of Fisher's test of periodicity

Tomáš Cipra

Aplikace matematiky (1983)

  • Volume: 28, Issue: 3, page 186-193
  • ISSN: 0862-7940

Abstract

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Fisher's test of periodicity in time series and Siegel's version of this test for compound periodicities are investigated in the paper. An improvement increasing the power of the test is suggested and demonstrated by means of numerical simulations.

How to cite

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Cipra, Tomáš. "Improvement of Fisher's test of periodicity." Aplikace matematiky 28.3 (1983): 186-193. <http://eudml.org/doc/15295>.

@article{Cipra1983,
abstract = {Fisher's test of periodicity in time series and Siegel's version of this test for compound periodicities are investigated in the paper. An improvement increasing the power of the test is suggested and demonstrated by means of numerical simulations.},
author = {Cipra, Tomáš},
journal = {Aplikace matematiky},
keywords = {improvement of Fisher test of periodicity; time series; improvement of Fisher test of periodicity; time series},
language = {eng},
number = {3},
pages = {186-193},
publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},
title = {Improvement of Fisher's test of periodicity},
url = {http://eudml.org/doc/15295},
volume = {28},
year = {1983},
}

TY - JOUR
AU - Cipra, Tomáš
TI - Improvement of Fisher's test of periodicity
JO - Aplikace matematiky
PY - 1983
PB - Institute of Mathematics, Academy of Sciences of the Czech Republic
VL - 28
IS - 3
SP - 186
EP - 193
AB - Fisher's test of periodicity in time series and Siegel's version of this test for compound periodicities are investigated in the paper. An improvement increasing the power of the test is suggested and demonstrated by means of numerical simulations.
LA - eng
KW - improvement of Fisher test of periodicity; time series; improvement of Fisher test of periodicity; time series
UR - http://eudml.org/doc/15295
ER -

References

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  1. J. Anděl, Statistical analysis of time series, SNTL, Prague, 1976 (in Czech). (1976) 
  2. R. A. Fisher, Tests of significance in harmonic analysis, Proc. Roy. Soc. A 125 (1929), 54-59. (1929) Zbl55.0950.16
  3. R. A. Fisher, 10.1111/j.1469-1809.1939.tb02211.x, Annals of Eugenics 9 (1939), 238-249. (1939) Zbl0022.37202MR0001499DOI10.1111/j.1469-1809.1939.tb02211.x
  4. R. A. Fisher, 10.1111/j.1469-1809.1940.tb02233.x, Annals of Eugenics 10 (1940), 14-17. (1940) Zbl0063.01382MR0002079DOI10.1111/j.1469-1809.1940.tb02233.x
  5. A. F. Siegel, 10.1080/01621459.1980.10477474, Journal of the American Statistical Association 75 (1980), 345-348. (1980) Zbl0462.62069DOI10.1080/01621459.1980.10477474

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