Detection of periodic autocorrelation in time series data via zero-crossings

Journal of Time Series Analysis

Volumn 20, Issue 4, 1999, Pages 435-452

  Martin, Donald E K ^a  

^a HOWARD UNIVERSITY   (United States)

Author keywords

Asymptotic normality; Elliptically symmetric; Gaussian; Periodically correlated; mixing

Indexed keywords

EID: 0040313455     PISSN: 01439782     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9892.00148     Document Type: Article

References (21)

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