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A New Approach for testing Periodicity
Linnaeus University, Faculty of Business, Economics and Design, Linnaeus School of Business and Economics. (Economics and Statistics, CAFO)
2011 (English)In: Communications in Statistics - Theory and Methods, ISSN 0361-0926, E-ISSN 1532-415X, Vol. 40, no 7, p. 1196-1217Article in journal (Refereed) Published
Abstract [en]

This paper 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.

Place, publisher, year, edition, pages
Taylor & Francis , 2011. Vol. 40, no 7, p. 1196-1217
Keyword [en]
Wavelet, Periodicity, Fractional difference Processes, Fisher's test, Periodogram
National Category
Economics
Research subject
Economy, Economics
Identifiers
URN: urn:nbn:se:vxu:diva-6783DOI: 10.1080/03610920903564743OAI: oai:DiVA.org:vxu-6783DiVA, id: diva2:287506
Available from: 2010-01-18 Created: 2010-01-18 Last updated: 2017-12-12Bibliographically approved

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Almasri, Abdullah

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