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ESTIMATION OF THE PERIOD OF PERIODICALLY CORRELATED SEQUENCES
Author(s) -
Martin Donald E. K.,
Kedem Benjamin
Publication year - 1993
Publication title -
journal of time series analysis
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.576
H-Index - 54
eISSN - 1467-9892
pISSN - 0143-9782
DOI - 10.1111/j.1467-9892.1993.tb00137.x
Subject(s) - mathematics , periodogram , period (music) , statistics , estimation , function (biology) , econometrics , period length , algorithm , discrete mathematics , evolutionary biology , economics , physics , management , acoustics , biology
. 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.