Estimating the number of terms in a sinusoidal regression

B. G. Quinn*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

46 Citations (Scopus)

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.

Original languageEnglish
Pages (from-to)71-75
Number of pages5
JournalJournal of Time Series Analysis
Volume10
Issue number1
DOIs
Publication statusPublished - 1989
Externally publishedYes

Keywords

  • AIC
  • martingale
  • periodicity
  • Sinusoid

Fingerprint Dive into the research topics of 'Estimating the number of terms in a sinusoidal regression'. Together they form a unique fingerprint.

Cite this