  This paper investigates a new methodology to search for periods in
light-curves of high-energy gamma-ray sources such as Active Galactic Nuclei
(AGNs). High-energy light curves have significant stochastic components, making
period detection somewhat challenging. In our model, periodic terms, drifts of
the light-curves and random walk with correlation between flux points due to
colored noise are taken into account independently. The parameters of the model
are obtained directly from a Markov Chain Monte-Carlo minimization. The time
periods found are compared to the output of the publicly available Agatha
program. The search method is applied to high-energy periodic AGN candidates
from the Fermi-LAT catalogue. The significance of periodic models over pure
noise models is discussed. Finally, the variability of the period and amplitude
of oscillating terms is studied on the most significant candidates.
