Testing for Deterministic Linear Trend in Time Series
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Publication:3725399
DOI10.2307/2289247zbMath0594.62103OpenAlexW4251340181MaRDI QIDQ3725399
Publication date: 1986
Full work available at URL: https://doi.org/10.2307/2289247
time-varying parametersrandom walkpowersPitman asymptotic relative efficienciesdeterministic linear trendMost powerful tests
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)
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