On Tests of Trend in a Weakly Stationary Time Series

DOI10.1080/01966324.1996.10737416zbMath0883.62105OpenAlexW2021977896MaRDI QIDQ4353739

Vidya S. Taneja

Publication date: 26 March 1998

Published in: American Journal of Mathematical and Management Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01966324.1996.10737416

zbMATH Keywords

trendquadratic formsweak stationaritypower functions

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Hypothesis testing in multivariate analysis (62H15)

Related Items (1)

Change-point problems: bibliography and review

Cites Work

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• Limits for the characteristic roots of a matrix
• A test for a change in a parameter occurring at an unknown point
• Tests for Regression Coefficients When Errors are Correlated
• Parameter changes in a regression model with autocorrelated errors
• Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time
• Distribution of Definite and of Indefinite Quadratic Forms from a Non- Central Normal Distribution
• The characteristic roots of a matrix

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