Testing for trends in correlated data

DOI10.1016/S0167-7152(98)00131-XzbMath0932.62105OpenAlexW2054532410MaRDI QIDQ1304090

Sastry G. Pantula, Hong-Guang 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

bootstraptime seriespowermaximum likelihood

Mathematics Subject Classification ID

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

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A simple, robust and powerful test of the trend hypothesis ⋮ Estimating deterministic trends with an integrated or stationary noise component ⋮ Robust testing of time trend and mean with unknown integration order errors ⋮ Testing for monotonic trend in time series based on resampling methods ⋮ On the efficiency of regression analysis with AR(p) errors ⋮ TESTING FOR TREND ⋮ Testing for Linear Trend with Application to Relative Primary Commodity Prices ⋮ Testing for trends in correlated data

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