Testing for Trend in the Presence of Autoregressive Error

DOI10.1198/016214504000000520zbMath1055.62097MaRDI QIDQ4651037

Wayne A. Fuller, Anindya Roy, Barry L. Falk

Publication date: 21 February 2005

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1198/016214504000000520

zbMATH Keywords

test statistic; Gauss-Newton; pivotal quantity; feasible generalized least squares

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

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