Testing for monotonic trend in time series based on resampling methods

DOI10.1080/00949655.2019.1602774OpenAlexW2938790833WikidataQ128115379 ScholiaQ128115379MaRDI QIDQ5107433

Wayne A. Woodward, Hon Keung Tony Ng, XiaoJie Zhu

Publication date: 27 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2019.1602774

zbMATH Keywords

bootstrappowersimulationsmonotone trendsignificance level

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Bootstrap, jackknife and other resampling methods (62F40) Time series analysis of dynamical systems (37M10)

Uses Software

• bootstrap

Cites Work

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• Estimating the autocorrelated error model with trended data
• Testing for trends in correlated data
• Consistent detection of a monotonic trend superposed on a stationary time series
• A parametric test for trend based on moving order statistics
• A nonparametric test for trend based on initial ranks
• Application of Least Squares Regression to Relationships Containing Auto- Correlated Error Terms
• Nonparametric Tests Against Trend

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