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	The wavelet detection of hidden periodicities in time series
	Li, YA ; Xie, ZJ
	1997
关键词	hidden periodic model periodogram wavelets
英文摘要	A wavelet method is applied to the detection of the hidden periodicities of a hidden periodic model in time series. By checking the empirical wavelet coefficients of the periodogram, which have significantly large absolute values across fine scale levels, the number of the hidden periodicities in the model is identified. Estimators of the hidden periodicities are given, and shown to be strongly consistent. (C) 1997 Elsevier Science B.V.; Statistics & Probability; SCI(E); 9; ARTICLE; 1; 9-23; 35
语种	英语
出处	SCI
出版者	statistics probability letters
内容类型	其他
源URL	[http://hdl.handle.net/20.500.11897/257939]
专题	数学科学学院
推荐引用方式 GB/T 7714	Li, YA,Xie, ZJ. The wavelet detection of hidden periodicities in time series. 1997-01-01.

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