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Estimation Of The Period Of Periodically Correlated Sequences

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  • Donald E. K. Martin
  • Benjamin Kedem

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.

Suggested Citation

  • Donald E. K. Martin & Benjamin Kedem, 1993. "Estimation Of The Period Of Periodically Correlated Sequences," Journal of Time Series Analysis, Wiley Blackwell, vol. 14(2), pages 193-205, March.
    • Handle: RePEc:bla:jtsera:v:14:y:1993:i:2:p:193-205
    DOI: 10.1111/j.1467-9892.1993.tb00137.x
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    Cited by:

    1. Soumya Das & Marc G. Genton & Yasser M. Alshehri & Georgiy L. Stenchikov, 2021. "A cyclostationary model for temporal forecasting and simulation of solar global horizontal irradiance," Environmetrics, John Wiley & Sons, Ltd., vol. 32(8), December.

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