Dalla, Violetta; Hidalgo, Javier - Suntory and Toyota International Centres for Economics … - 2005
The paper proposes a simple test for the hypothesis of strong cycles and as a by-product a test for weak dependence for linear processes. We show that the limit distribution of the test is the maximum of a (semi)Gaussian process G(t), t ? [0; 1]. Because the covariance structure of G(t) is a...