Evaluation of Linear Trend Tests Using Resampling Techniques

DOI10.1080/03610910701858371zbMath1160.62036OpenAlexW1966462232MaRDI QIDQ3625316

Dimitris Kugiumtzis, Thanasis Vafeiadis, Efthymia Bora-Senta

Publication date: 12 May 2009

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

Full work available at URL: https://doi.org/10.1080/03610910701858371

zbMATH Keywords

bootstrapsurrogate datatime serieslinear trend tests

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12) Order statistics; empirical distribution functions (62G30) Nonparametric statistical resampling methods (62G09) Monte Carlo methods (65C05)

Cites Work

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• Bootstraps for time series
• Testing for Linear Trend with Application to Relative Primary Commodity Prices
• Testing for Trend in the Presence of Autoregressive Error
• On the Estimation of Regression Coefficients in the Case of an Autocorrelated Disturbance
• Nonparametric Tests Against Trend
• The impact of bootstrap methods on time series analysis

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