Miescke, Klaus-J.; Pöppel, Ernst - In: Stochastic Processes and their Applications 13 (1982) 3, pp. 319-325
Suppose that for a given time series the experimenter knows that it has a certain periodic property and that he wishes to find out the length of the period. For this problem a nonparametric procedure is proposed. It consists of a new smoothing technique based on Kendall's Tau and a specific...