Accession Number:

ADA453917

Title:

Detecting Periodic Components in a White Gaussian Time Series

Descriptive Note:

Technical rept.

Corporate Author:

RICE UNIV HOUSTON TX DEPT OF MATHEMATICAL SCIENCES

Personal Author(s):

Report Date:

1986-09-01

Pagination or Media Count:

18.0

Abstract:

A family of tests for periodic components in a white Gaussian series is proposed. The test is based on a statistic which is proportional to the ratio of the maximum periodogram to the trimmed mean of the periodograms. The asymptotic distribution of the statistic is obtained. It is shown that the test proposed and Fishers test have the same asymptotic powers at the alternative hypotheses that the series contains a single periodic component at a non-zero Fourier frequency. The tests are applied to detect the eigenfrequencies of the Earth. The proposed test detects some peaks that Fishers test fails to detect.

Subject Categories:

  • Seismology
  • Numerical Mathematics
  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE