A Method for Determining Periods in Time Series
研究了自回归和窗口谱密度估计量中峰值对应的周期，证明了它们在特定条件下是真实谱密度峰值周期的一致且渐近正态估计量，并给出了渐近方差和置信区间，适用于激素数据分析。
Abstract The periods corresponding to peaks in the autoregressive and window spectral density estimators are shown to be consistent and asymptotically normal estimators of peak periods in the true spectral density under assumptions of known autoregressive order and under slight modifications of the assumptions often made to show the asymptotic normality of window estimators, respectively. The asymptotic variances are obtained, and the use of the theory is illustrated by obtaining an asymptotic confidence interval for a peak period using a set of hormone data.