ESTIMATION OF THE PERIOD OF PERIODICALLY CORRELATED SEQUENCES

Donald E. K. Martin and Benjamin Kedem

Journal of Time Series Analysis, 1993, vol. 14, issue 2, 193-205

Abstract: Abstract. In this paper we consider the problem of estimating the period T of periodically correlated sequences. A method is developed which uses the periodogram of the average magnitude difference function (AMDF). It will be shown that this method alleviates problems associated with other methods.

Date: 1993
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Persistent link: https://EconPapers.repec.org/RePEc:bla:jtsera:v:14:y:1993:i:2:p:193-205

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