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- W2010702129 abstract "The problem of testing for periodicities in multiple time series is considered. The test statistic proposed is based on the Euclidean norm of the matrix of periodograms. We first obtain the exact distribution of our test statistic under the hypothesis that observations are taken from an n-vector time series consisting of independent series of independent normal variables. We extend the theory to normal linear series with a specified spectral density matrix and then show that a suitable estimate can be used to replace this matrix in our test statistic. These results are asymplotic in nature. Extreme value theorems are stated for the case of normal variates and it is shown that the distributions for nonnormal series can be approximated adequately by those for normal series." @default.
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- W2010702129 date "1974-01-01" @default.
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- W2010702129 title "Tests for periodic components in multiple time series" @default.
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- W2010702129 doi "https://doi.org/10.1093/biomet/61.1.57" @default.
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