HAC robust trend comparisons among climate series with possible level shifts

DOI10.1002/env.2294zbMath1525.62182MaRDI QIDQ6139093

Timothy J. Vogelsang, Unnamed Author

Publication date: 18 December 2023

Published in: Environmetrics (Search for Journal in Brave)

zbMATH Keywords

climate modelsautocorrelationtrend estimationmean shiftHAC methods

Mathematics Subject Classification ID

Applications of statistics to environmental and related topics (62P12)

Cites Work

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• Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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• A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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• Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
• Simple Robust Testing of Hypotheses in Nonlinear Models
• Simple Robust Testing of Regression Hypotheses
• BLOCK BOOTSTRAP HAC ROBUST TESTS: THE SOPHISTICATION OF THE NAIVE BOOTSTRAP
• Optimal Bandwidth Selection in Heteroskedasticity–Autocorrelation Robust Testing
• Heteroskedasticity-Autocorrelation Robust Standard Errors Using The Bartlett Kernel Without Truncation
• Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis

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