Analysis of Stationary Processes With Mixed Spectra--II

We investigate the asymptotic power functions of three types of tests for detecting the presence of harmonic components superimposed on a non-uniform spectral density function. These power functions are tabulated for a range of values of the signal to noise ratio of the process, and each test is app...

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Bibliographic Details
Published in:Journal of the Royal Statistical Society. Series B, Methodological Methodological, 1962-07, Vol.24 (2), p.511-529
Main Author: Priestley, M. B.
Format: Article
Language:English
Subjects:
Critical values
Degrees of freedom
Power functions
Series convergence
Significance level
Sin
Spectral energy distribution
Spectral mixture analysis
Stationary processes
Weighting functions
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Summary:We investigate the asymptotic power functions of three types of tests for detecting the presence of harmonic components superimposed on a non-uniform spectral density function. These power functions are tabulated for a range of values of the signal to noise ratio of the process, and each test is applied to several artificial series of the "mixed" type with known structure.
ISSN:0035-9246
1369-7412
2517-6161
1467-9868
DOI:10.1111/j.2517-6161.1962.tb00477.x