Testing for monotonic trend in time series based on resampling methods

DOI10.1080/00949655.2019.1602774MaRDI QIDQ5107433zbMATH OpenOpenAlexWikidataFDO

Authors Xiaojie Zhu, Hon Keung Tony Ng, Wayne A. Woodward

Publication date 27 April 2020

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949655.2019.1602774

zbMATH Keywords

bootstrapmonotone trendpowersignificance levelsimulations

Mathematics Subject Classification ID

Time series analysis of dynamical systems (37M10) Bootstrap, jackknife and other resampling methods (62F40) Hypothesis testing in multivariate analysis (62H15)

Cites work

• A nonparametric test for trend based on initial ranks
• A parametric test for trend based on moving order statistics
• Application of Least Squares Regression to Relationships Containing Auto- Correlated Error Terms
• Consistent detection of a monotonic trend superposed on a stationary time series
• Estimating the autocorrelated error model with trended data
• scientific article; zbMATH DE number 3113192 (Why is no real title available?)
• scientific article; zbMATH DE number 708500 (Why is no real title available?)
• Nonparametric Tests Against Trend
• Testing for trends in correlated data

Describes a project that uses

Uses Software

• bootstrap

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