Evaluation of Linear Trend Tests Using Resampling Techniques

DOI10.1080/03610910701858371MaRDI QIDQ3625316zbMATH OpenOpenAlexFDO

Authors Thanasis Vafeiadis, Efthymia Bora-Senta, Dimitris Kugiumtzis

Publication date 12 May 2009

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610910701858371

zbMATH Keywords

bootstraplinear trend testssurrogate datatime series

Mathematics Subject Classification ID

Nonparametric statistical resampling methods (62G09) Nonparametric hypothesis testing (62G10) Order statistics; empirical distribution functions (62G30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12) Monte Carlo methods (65C05)

Recommendations

• Testing for trends in correlated data
• A simple, robust and powerful test of the trend hypothesis
• Testing for Deterministic Linear Trend in Time Series
• On Tests of Trend in a Weakly Stationary Time Series
• Testing for Trend in the Presence of Autoregressive Error

Cites work

• Bootstraps for time series
• scientific article; zbMATH DE number 3551712 (Why is no real title available?)
• scientific article; zbMATH DE number 3049708 (Why is no real title available?)
• Nonparametric Tests Against Trend
• On the Estimation of Regression Coefficients in the Case of an Autocorrelated Disturbance
• Testing for Linear Trend with Application to Relative Primary Commodity Prices
• Testing for Trend in the Presence of Autoregressive Error
• The impact of bootstrap methods on time series analysis

Cited in

(2)

• scientific article; zbMATH DE number 2177326 (Why is no real title available?)
• Estimation and inference of linear trend slope ratios with an application to global temperature data

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