Testing for trends in correlated data

DOI10.1016/S0167-7152(98)00131-XMaRDI QIDQ1304090zbMATH OpenOpenAlexFDO

Authors Sastry G. Pantula, HongGuang Sun

Publication date 14 March 2000

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0167-7152(98)00131-x

zbMATH Keywords

bootstrapmaximum likelihoodpowertime series

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites work

• scientific article; zbMATH DE number 897115 (Why is no real title available?)
• A Maximum Likelihood Procedure for Regression with Autocorrelated Errors
• Asymptotic inference for nearly nonstationary AR(1) processes
• Consistent detection of a monotonic trend superposed on a stationary time series
• Estimating the autocorrelated error model with trended data
• Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
• TESTING FOR TREND STATIONARITY VERSUS DIFFERENCE STATIONARITY
• Testing for trends in correlated data
• Towards a unified asymptotic theory for autoregression

Cited in

(13)

• Testing for Linear Trend with Application to Relative Primary Commodity Prices
• Testing for Trend in the Presence of Autoregressive Error
• Data-Driven Tests for Trend
• Evaluation of Linear Trend Tests Using Resampling Techniques
• A simple, robust and powerful test of the trend hypothesis
• Testing for monotonic trend in time series based on resampling methods
• Serially correlated differences in the paired comparison of time series
• On the efficiency of regression analysis with AR(p) errors
• Testing for trends in correlated data
• Estimating deterministic trends with an integrated or stationary noise component
• Robust testing of time trend and mean with unknown integration order errors
• TESTING FOR TREND
• To be or not to be valid in testing the significance of the slope in simple quantitative linear models with autocorrelated errors

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