# Investigation of periodicity for dependent observations

Aplikace matematiky (1984)

- Volume: 29, Issue: 2, page 134-142
- ISSN: 0862-7940

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topCipra, Tomáš. "Investigation of periodicity for dependent observations." Aplikace matematiky 29.2 (1984): 134-142. <http://eudml.org/doc/15340>.

@article{Cipra1984,

abstract = {It is proved that Hannan's procedure for statistical test of periodicity in the case of time series with dependent observations can be combined with Siegel's improvement of the classical Fischer's test of periodicity. Simulations performed in the paper show that this combination can increase the power of Hannan's test when at least two periodicities are present in the time series with dependent observations.},

author = {Cipra, Tomáš},

journal = {Aplikace matematiky},

keywords = {test for periodicity; time series; dependent observations; test for periodicity; time series; dependent observations},

language = {eng},

number = {2},

pages = {134-142},

publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},

title = {Investigation of periodicity for dependent observations},

url = {http://eudml.org/doc/15340},

volume = {29},

year = {1984},

}

TY - JOUR

AU - Cipra, Tomáš

TI - Investigation of periodicity for dependent observations

JO - Aplikace matematiky

PY - 1984

PB - Institute of Mathematics, Academy of Sciences of the Czech Republic

VL - 29

IS - 2

SP - 134

EP - 142

AB - It is proved that Hannan's procedure for statistical test of periodicity in the case of time series with dependent observations can be combined with Siegel's improvement of the classical Fischer's test of periodicity. Simulations performed in the paper show that this combination can increase the power of Hannan's test when at least two periodicities are present in the time series with dependent observations.

LA - eng

KW - test for periodicity; time series; dependent observations; test for periodicity; time series; dependent observations

UR - http://eudml.org/doc/15340

ER -

## References

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