Siegel's test for periodic components in multiple time series and its application in engineering practice

Daniela Jarušková

Kybernetika (1988)

  • Volume: 24, Issue: 2, page 130-138
  • ISSN: 0023-5954

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Jarušková, Daniela. "Siegel's test for periodic components in multiple time series and its application in engineering practice." Kybernetika 24.2 (1988): 130-138. <http://eudml.org/doc/28285>.

@article{Jarušková1988,
author = {Jarušková, Daniela},
journal = {Kybernetika},
keywords = {Tests of periodicity; multivariate time series; tables of critical values},
language = {eng},
number = {2},
pages = {130-138},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Siegel's test for periodic components in multiple time series and its application in engineering practice},
url = {http://eudml.org/doc/28285},
volume = {24},
year = {1988},
}

TY - JOUR
AU - Jarušková, Daniela
TI - Siegel's test for periodic components in multiple time series and its application in engineering practice
JO - Kybernetika
PY - 1988
PB - Institute of Information Theory and Automation AS CR
VL - 24
IS - 2
SP - 130
EP - 138
LA - eng
KW - Tests of periodicity; multivariate time series; tables of critical values
UR - http://eudml.org/doc/28285
ER -

References

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  1. J. Anděl, Statistická analýza časových řad, (Statistical Analysis of Time Series.) SNTL, Prague 1976. (1976) 
  2. T. Cipra, Improvement of Fisher's test of periodicity, Aplikace matematiky 28 (1983), 3, 186-193. (1983) Zbl0528.62075
  3. R. A. Fisher, Tests of significance in harmonic analysis, Proc. Roy. Soc. A 125 (1929), 54-59. (1929) 
  4. I. B. Mac Neil, Test for periodic components in multiple time series, Biometrika 61 (1974), 1, 57-70. (1974) MR0378317
  5. M. B. Priestley, Spectral Analysis and Time Series, Academic Press, New York 1981. (1981) Zbl0537.62075
  6. A. F. Siegel, Random arcs on the circle, J. Appl. Probab. 15 (1978), 774-789. (1978) Zbl0386.60013MR0511056
  7. A. F. Siegel, Testing of periodicity in a time seties, J. Amer. Statist. Assoc. 75 (1980), 345 to 348. (1980) 

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