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Jarušková, Daniela
Siegel's test for periodic components in multiple time series and its application in engineering practice. (English). Kybernetika, vol. 24 (1988), issue 2, pp. 130-138
MSC: 62H15, 62M10, 62M15 | MR 942380 | Zbl 0657.62110
References:
[1] J. Anděl: Statistická analýza časových řad. (Statistical Analysis of Time Series.) SNTL, Prague 1976.
[2] T. Cipra: Improvement of Fisher's test of periodicity. Aplikace matematiky 28 (1983), 3, 186-193. Zbl 0528.62075
[3] R. A. Fisher: Tests of significance in harmonic analysis. Proc. Roy. Soc. A 125 (1929), 54-59.
[4] I. B. Mac Neil: Test for periodic components in multiple time series. Biometrika 61 (1974), 1, 57-70. MR 0378317
[5] M. B. Priestley: Spectral Analysis and Time Series. Academic Press, New York 1981. Zbl 0537.62075
[6] A. F. Siegel: Random arcs on the circle. J. Appl. Probab. 15 (1978), 774-789. MR 0511056 | Zbl 0386.60013
[7] A. F. Siegel: Testing of periodicity in a time seties. J. Amer. Statist. Assoc. 75 (1980), 345 to 348.
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