Simple Search

Query:

Enter a query and click »Search«...

Format:

Display: entries per page entries

Zbl 0528.62075
Cipra, Tomáš
Improvement of Fisher's test of periodicity. (English)
[J] Apl. Mat. 28, No. 3, 186-193 (1983). ISSN 0373-6725

Summary: {\it R. A. Fisher}'s test of periodicity in time series [Proc. R. Soc. Lond., Ser. A 125, 54--59 (1929; JFM 55.0950.16)] and {\it A. F. Siegel}'s version of this test for compound periodicities [J. Am. Stat. Assoc. 75, 345--348 (1980; Zbl 0462.62069)] are investigated in the paper. An improvement increasing the power of the test is suggested and demonstrated by means of numerical simulations.

Display scanned Zentralblatt-MATH page with this review.

MSC 2000:: *62M10 Time series, etc. (statistics)
62F03 Parametric hypothesis testing
65C05 Monte Carlo methods

Keywords: improvement of Fisher test of periodicity; time series

Citations: JFM 55.0950.16; Zbl 0462.62069

Comment on this Item PDF MathML XML ASCII DVI PS BibTeX Online Ordering Article Article

	Scientific prize winners of the ICM 2010
	Overhang
	Lie groups, physics and geometry. An introduction for physicists, engineers and chemists.

Simple Search

Zentralblatt MATH Berlin [Germany]