Open Access
June 2015 On testing for the presence of hidden periodicities in time series
Khadidja Bensouici, Zaher Mohdeb
Afr. Stat. 10(1): 729-.737 (June 2015).


We study the problem of test based on the periodogram, which can be used to test the null hypothesis $H_0$ that the series is composed of specified linear process against the alternative hypothesis $H_1$ that there is an additional deterministic periodic component.

Nous étudions le problème de test basé sur le périodogramme, pour construire le test de l'hypothèse nulle $H_0$ que le modèle est composé d'un processus linéaire donné contre l'hypothèse alternative $H_1$ que le modèle contient en plus une composante périodique déterministe.


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Khadidja Bensouici. Zaher Mohdeb. "On testing for the presence of hidden periodicities in time series." Afr. Stat. 10 (1) 729 - .737, June 2015.


Published: June 2015
First available in Project Euclid: 13 November 2015

zbMATH: 1327.62084
MathSciNet: MR3422845

Primary: 62F03 , 62F05
Secondary: 60G10

Keywords: Kolmogorov-Smirnov test , linear process , periodogram

Rights: Copyright © 2015 The Statistics and Probability African Society

Vol.10 • No. 1 • June 2015
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