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On testing for the presence of hidden periodicities in time series


Khadidja Bensouici
Zaher Mohdeb

Abstract

We study the problem of test based on the periodogram, which can be used to test the null hypothesis H0 that the series is composed of specied linear process against the alternative hypothesis H1 that there is an additional deterministic periodic component.

Keywords: Linear process; Periodogram; Kolmogorov-Smirnov test.


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print ISSN: 2316-090X