Estimation and Inference of Linear Trend Slope Ratios With an Application to Global Temperature Data

DOI10.1111/jtsa.12209zbMath1378.62082OpenAlexW2521165206MaRDI QIDQ5357986

Timothy J. Vogelsang, Nasreen Nawaz

Publication date: 18 September 2017

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/jtsa.12209

zbMATH Keywords

structural changebias correctionHAC estimatorlong run variancefixed-b asymptoticstrend stationaryamplification ratiohiatus

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric tolerance and confidence regions (62F25) Parametric hypothesis testing (62F03) Applications of statistics to environmental and related topics (62P12)

Related Items

On robust testing for trend