Tests for Trend: A Simulation Study

DOI10.1080/03610910903528327MaRDI QIDQ3577182zbMATH OpenOpenAlexFDO

Authors Abdullah Almasri

Publication date 5 August 2010

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

Full work available at URL https://doi.org/10.1080/03610910903528327

zbMATH Keywords

band periodogramdiscrete wavelet transformfractional difference processes

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

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Cites work

• A theory for multiresolution signal decomposition: the wavelet representation
• AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
• Discrimination between monotonic trends and long-range dependence
• Fractional differencing
• scientific article; zbMATH DE number 3854249 (Why is no real title available?)
• scientific article; zbMATH DE number 1470722 (Why is no real title available?)
• scientific article; zbMATH DE number 847242 (Why is no real title available?)
• Linear Trend with Fractionally Integrated Errors
• On estimation of a regression model with long-memory stationary errors
• Some uses if cumulants in wavelet analysis
• Spectral Analysis for Physical Applications
• Ten Lectures on Wavelets

Cited in

(5)

• A test for the distributional comparison of simulated and historical data
• Wavelet-domain test for long-range dependence in the presence of a trend
• Testing for climate warming in Sweden during 1850–1999, using wavelets analysis
• Data-Driven Tests for Trend
• ATesting for the Onset of Trend, Using Wavelets

Describes a project that uses

Uses Software

• longmemo

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