Robust testing for stationarity of global surface temperature

DOI10.1080/02664763.2013.785497OpenAlexW2066004569MaRDI QIDQ5129025

Erhard Reschenhofer

Publication date: 26 October 2020

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2013.785497

zbMATH Keywords

global warminglinear trendfractionally integrated processstationarity testfrequency-domain test

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) Inference from stochastic processes and spectral analysis (62M15)

Related Items (1)

Detecting long-range dependence with truncated ratios of periodogram ordinates

Cites Work

• Log-periodogram regression of time series with long range dependence
• Estimating deterministic trends with an integrated or stationary noise component
• THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
• Discrimination between monotonic trends and long-range dependence
• The mean squared error of Geweke and Porter-Hudak's estimator of the memory parameter of a long-memory time series
• Fractional differencing
• AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
• ASYMPTOTICS FOR THE LOW-FREQUENCY ORDINATES OF THE PERIODOGRAM OF A LONG-MEMORY TIME SERIES
• AUTOMATIC SEMIPARAMETRIC ESTIMATION OF THE MEMORY PARAMETER OF A LONG-MEMORY TIME SERIES
• Semi-parametric modelling of temperature records
• Semiparametric estimation and testing of the trend of temperature series

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