Estimating the number of terms in a sinusoidal regression

B. G. Quinn

doi:10.1111/j.1467-9892.1989.tb00016.x

Estimating the number of terms in a sinusoidal regression

B. G. Quinn^*

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

52 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 language	English
Pages (from-to)	71-75
Number of pages	5
Journal	Journal of Time Series Analysis
Volume	10
Issue number	1
DOIs	https://doi.org/10.1111/j.1467-9892.1989.tb00016.x
Publication status	Published - 1989
Externally published	Yes

Keywords

AIC
martingale
periodicity
Sinusoid

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10.1111/j.1467-9892.1989.tb00016.x

Cite this

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title = "Estimating the number of terms in a sinusoidal regression",

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.",

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year = "1989",

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AB - 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.

KW - AIC

KW - martingale

KW - periodicity

KW - Sinusoid

UR - https://www.scopus.com/pages/publications/84981466317

U2 - 10.1111/j.1467-9892.1989.tb00016.x

DO - 10.1111/j.1467-9892.1989.tb00016.x

M3 - Article

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SN - 0143-9782

VL - 10

SP - 71

EP - 75

JO - Journal of Time Series Analysis

JF - Journal of Time Series Analysis

IS - 1

ER -

Estimating the number of terms in a sinusoidal regression

Abstract

Keywords

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