Robust trend inference with series variance estimator and testing-optimal smoothing parameter (Q738032)
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scientific article; zbMATH DE number 6616782
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| English | Robust trend inference with series variance estimator and testing-optimal smoothing parameter |
scientific article; zbMATH DE number 6616782 |
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Robust trend inference with series variance estimator and testing-optimal smoothing parameter (English)
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12 August 2016
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asymptotic expansion
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\(F\)-distribution
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Hotelling's \(T^{2}\) distribution
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long run variance
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robust standard error
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series method
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testing-optimal smoothing parameter choice
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trend inference
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type I and type II errors
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0.8019911050796509
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0.7837772369384766
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0.781398355960846
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0.7788435220718384
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