Improvement of Fisher's test of periodicity
Applications of Mathematics, Tome 28 (1983) no. 3, pp. 186-193
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Fisher's test of periodicity in time series and Siegel's version of this test for compound periodicities are investigated in the paper. An improvement increasing the power of the test is suggested and demonstrated by means of numerical simulations.
DOI :
10.21136/AM.1983.104025
Classification :
62F03, 62M10, 65C05
Keywords: improvement of Fisher test of periodicity; time series
Keywords: improvement of Fisher test of periodicity; time series
@article{10_21136_AM_1983_104025, author = {Cipra, Tom\'a\v{s}}, title = {Improvement of {Fisher's} test of periodicity}, journal = {Applications of Mathematics}, pages = {186--193}, publisher = {mathdoc}, volume = {28}, number = {3}, year = {1983}, doi = {10.21136/AM.1983.104025}, zbl = {0528.62075}, language = {en}, url = {http://geodesic.mathdoc.fr/articles/10.21136/AM.1983.104025/} }
TY - JOUR AU - Cipra, Tomáš TI - Improvement of Fisher's test of periodicity JO - Applications of Mathematics PY - 1983 SP - 186 EP - 193 VL - 28 IS - 3 PB - mathdoc UR - http://geodesic.mathdoc.fr/articles/10.21136/AM.1983.104025/ DO - 10.21136/AM.1983.104025 LA - en ID - 10_21136_AM_1983_104025 ER -
Cipra, Tomáš. Improvement of Fisher's test of periodicity. Applications of Mathematics, Tome 28 (1983) no. 3, pp. 186-193. doi: 10.21136/AM.1983.104025
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