On a test statistic for linear trend

DOI10.1023/B:EXTR.0000031181.16968.17zbMath1050.62085OpenAlexW2147991319MaRDI QIDQ1880892

J. M. P. Albin, Daniela Jarušková

Publication date: 24 September 2004

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/b:extr.0000031181.16968.17

zbMATH Keywords

Gaussian processOrnstein-Uhlenbeck processextremeslinear trendchange point detection\(\chi^2\)-processtest of linear trend

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32) Markov processes: estimation; hidden Markov models (62M05)

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