Testing for trends in correlated data
From MaRDI portal
Publication:1304090
DOI10.1016/S0167-7152(98)00131-XzbMath0932.62105OpenAlexW2054532410MaRDI QIDQ1304090
Sastry G. Pantula, Hong-Guang Sun
Publication date: 14 March 2000
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-7152(98)00131-x
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03)
Related Items
A simple, robust and powerful test of the trend hypothesis ⋮ Estimating deterministic trends with an integrated or stationary noise component ⋮ Robust testing of time trend and mean with unknown integration order errors ⋮ Testing for monotonic trend in time series based on resampling methods ⋮ On the efficiency of regression analysis with AR(p) errors ⋮ TESTING FOR TREND ⋮ Testing for Linear Trend with Application to Relative Primary Commodity Prices ⋮ Testing for trends in correlated data
Cites Work
- Unnamed Item
- Asymptotic inference for nearly nonstationary AR(1) processes
- Estimating the autocorrelated error model with trended data
- Testing for trends in correlated data
- Towards a unified asymptotic theory for autoregression
- Consistent detection of a monotonic trend superposed on a stationary time series
- Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
- A Maximum Likelihood Procedure for Regression with Autocorrelated Errors
- TESTING FOR TREND STATIONARITY VERSUS DIFFERENCE STATIONARITY