International audienceWe evidence experimentally the statistical properties of frequency shifted feedback (FSF) lasers through measurements of the homodyne beat signal and interferometric autocorrelation of a dye FSF laser at the output of a Michelson interferometer. The FSF laser is found to show thermal fluctuations and photon bunching. Moreover whereas the degree of first-order coherence vanishes beyond the coherence length of the FSF source, the degree of second-order coherence exhibits periodic revivals far beyond the coherence length, with a period equal to the cavity roundtrip time. Our observations are in good agreement with the theoretical treatment of Yatsenko et al. [L.P. Yatsenko, B.W. Shore, K. Bergmann, Opt. Comm. 236 (2004) 183] and validate the description of the output field of a FSF laser by a broadband cyclostationary thermal field