Beran, Jan; Näscher, Jeremy; Pietsch, Fabian; … - In: AStA Advances in Statistical Analysis 108 (2024) 4, pp. 705-731
A frequent problem in applied time series analysis is the identification of dominating periodic components. A particularly difficult task is to distinguish deterministic periodic signals from periodic long memory. In this paper, a family of test statistics based on Whittle’s Gaussian...