ESTIMATING THE NUMBER OF TERMS IN A SINUSOIDAL REGRESSION
- 1 January 1989
- journal article
- Published by Wiley in Journal of Time Series Analysis
- Vol. 10 (1) , 71-75
- https://doi.org/10.1111/j.1467-9892.1989.tb00016.x
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.Keywords
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