On a test statistic for linear trend
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Publication:1880892
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
Gaussian processOrnstein-Uhlenbeck processextremeslinear trendchange point detection\(\chi^2\)-processtest of linear trend
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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