Testing for periodicity in a time series

Journal of the American Statistical Association

Volumn 75, Issue 370, 1980, Pages 345-348

  Siegel, Andrew F ^a  

^a PRINCETON UNIVERSITY   (United States)

Author keywords

Fisher s test; Geometrical probability; Monte Carlo; Periodogram; Random coverage; Random spacings

Indexed keywords

EID: 84950639612     PISSN: 01621459     EISSN: 1537274X     Source Type: Journal    
DOI: 10.1080/01621459.1980.10477474     Document Type: Article

References (10)

1. Anderson, T.W. (1971), The Statistical Analysis of Time Series, New York: John Wiley & Sons.
2. Bloomfield, P. (1976), Fourier Analysis of Time Series: An Introduction, New York: John Wiley & Sons.
3. Feller W. (1971), An Introduction to Probability Theory and Its Applications (Vol. 2) (2nd ed.), New York: John Wiley & Sons.
4. Fisher, R.A. (1929), “Tests of Significance in Harmonic Analysis,” Proceedings of the Royal Society, Ser. A, 125, 54–59.
5. —— (1939), “The Sampling Distribution of Some Statistics Obtained From Non-Linear Equations,” Annals of Eugenics, 9, 238–249.
6. —— (1940), “On the Similarity of the Distributions Found for the Test of Significance in Harmonic Analysis, and in Stevens’s Problem in Geometrical Probability,” Annals of Eugenics, 10, 14–17.
7. Siegel, A.F. (1978), “Random Arcs on the Circle,” Journal of Applied Probability, 15, 774–789.
8. —— (1979a), “Asymptotic Coverage Distributions on the Circle,” Annals of Probability, 7, 651–661.
9. —— (1979b), “The Noncentral Chi-Squared Distribution With Zero Degrees of Freedom and Testing for Uniformity,” Biometrika, 66, 381–386.
10. Stevens, W.L. (1939), “Solution to a Geometrical Problem in Probability,” Annals of Eugenics, 9, 315–320.