ESTIMATING THE NUMBER OF TERMS IN A SINUSOIDAL REGRESSION

B. G. Quinn

Journal of Time Series Analysis, 1989, vol. 10, issue 1, 71-75

Abstract: Abstract. A procedure based on the automatic information criterion procedure of Akaike is presented for estimating the number of sinusoidal terms present in a time series. The procedure is shown to produce a strongly consistent estimator.

Date: 1989
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