Accession Number : ADA116136

Title :   A Method for Determining Periods in Time Series.

Descriptive Note : Technical rept.,

Corporate Author : TEXAS A AND M UNIV COLLEGE STATION INST OF STATISTICS

Personal Author(s) : Newton,H Joseph ; Pagano,Marcello

PDF Url : ADA116136

Report Date : Apr 1981

Pagination or Media Count : 34

Abstract : A method for estimating periods corresponding to peaks in the spectral density of univariate time series is proposed. The large sample distribution of the estimator is derived under the assumption that the observed process is from a known finite order autoregressive process. A simulation study is performed to illustrate the results and the method is applied to a series of hormone levels data. (Author)

Descriptors :   *Time series analysis, *Periodic functions, Order statistics, Sampling, Computerized simulation, Estimates, Applied mathematics, Biostatistics, Peak values, Spectrum analysis

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE