Testing linear hypotheses concerning frequencies in a time series

Daniel W. U. Ebong

doi:10.6092/issn.1973-2201/922

Testing linear hypotheses concerning frequencies in a time series

Authors

Daniel W. U. Ebong University of Port Harcourt

DOI:

https://doi.org/10.6092/issn.1973-2201/922

Abstract

Asymptotic test of general linear hypotheses concerning frequencies in trigonometric components in a time series is constructed for frequencies in the open interval (0,p). The test is based on least squares estimator of frequencies.

How to Cite

Ebong, D. W. U. (1992). Testing linear hypotheses concerning frequencies in a time series. Statistica, 52(4), 549–559. https://doi.org/10.6092/issn.1973-2201/922