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1 paper

math.ST2025

Detecting Periodicity of a General Stationary Time Series via AR(2)-Model Fitting

Jens-Peter Kreiss, Panagiotis Maouris, Efstathios Paparoditis

Estimating the periodicity of a stationary time series via fitting a second order stationary autoregressive (AR(2)) model has been initiated by the seminal paper of Yule(1927).. We…