A New Approach for Testing Periodicity
Abdullah Mahmoud Almasri · Communication in Statistics- Theory and Methods · 2011
This article describes testing for periodicity in the presence of FD processes. We propose two approaches for testing the periodicity based on Fisher's test. The first one is performed using the periodogram which has been divided into different parts. The second one is based on the discrete wavelet transform. Properties of the tests are illustrated by means of Monte Carlo simulations.