Testing for Deterministic Linear Trend in Time Series (Q3725399)
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scientific article; zbMATH DE number 3956281
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Testing for Deterministic Linear Trend in Time Series |
scientific article; zbMATH DE number 3956281 |
Statements
1986
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time-varying parameters
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Most powerful tests
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deterministic linear trend
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random walk
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powers
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Pitman asymptotic relative efficiencies
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Testing for Deterministic Linear Trend in Time Series (English)
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0.8219088912010193
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0.8182986378669739
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0.8048346638679504
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0.793556809425354
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0.7845026850700378
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