| Title:
|
Siegel's test for periodic components in multiple time series and its application in engineering practice (English) |
| Author:
|
Jarušková, Daniela |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
24 |
| Issue:
|
2 |
| Year:
|
1988 |
| Pages:
|
130-138 |
| . |
| Category:
|
math |
| . |
| MSC:
|
62H15 |
| MSC:
|
62M10 |
| MSC:
|
62M15 |
| idZBL:
|
Zbl 0657.62110 |
| idMR:
|
MR942380 |
| . |
| Date available:
|
2009-09-24T18:05:19Z |
| Last updated:
|
2012-06-05 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/125130 |
| . |
| Reference:
|
[1] J. Anděl: Statistická analýza časových řad.(Statistical Analysis of Time Series.) SNTL, Prague 1976. |
| Reference:
|
[2] T. Cipra: Improvement of Fisher's test of periodicity.Aplikace matematiky 28 (1983), 3, 186-193. Zbl 0528.62075 |
| Reference:
|
[3] R. A. Fisher: Tests of significance in harmonic analysis.Proc. Roy. Soc. A 125 (1929), 54-59. |
| Reference:
|
[4] I. B. Mac Neil: Test for periodic components in multiple time series.Biometrika 61 (1974), 1, 57-70. MR 0378317 |
| Reference:
|
[5] M. B. Priestley: Spectral Analysis and Time Series.Academic Press, New York 1981. Zbl 0537.62075 |
| Reference:
|
[6] A. F. Siegel: Random arcs on the circle.J. Appl. Probab. 15 (1978), 774-789. Zbl 0386.60013, MR 0511056 |
| Reference:
|
[7] A. F. Siegel: Testing of periodicity in a time seties.J. Amer. Statist. Assoc. 75 (1980), 345 to 348. |
| . |
