ESTIMATION OF THE PERIOD OF PERIODICALLY CORRELATED SEQUENCES
- 1 March 1993
- journal article
- Published by Wiley in Journal of Time Series Analysis
- Vol. 14 (2) , 193-205
- https://doi.org/10.1111/j.1467-9892.1993.tb00137.x
Abstract
In this paper we consider the problem of estimating the periodTof 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.Keywords
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