Testing for trends in the presence of autoregressive error
Year of publication: |
2004
|
---|---|
Authors: | Roy, Anindya ; Falk, Barry ; Fuller, Wayne A. |
Published in: |
Journal of the American Statistical Association : JASA. - Philadelphia, Pa. : Taylor & Francis Group, ISSN 0162-1459, ZDB-ID 207602-0. - Vol. 99.2004, 468, p. 1082-1091
|
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Statistischer Test | Statistical test |
-
Testing for Long Memory in Volatility
Hurvich, Clifford M., (2008)
-
A Small Sample Study of Goodness-of-Fit Tests for Time Series Models
Chen, Willa W., (2008)
-
A Generalized Portmanteau Goodness-of-Fit Test for Time Series Models
Chen, Willa W., (2008)
- More ...
-
Testing for Trend in the Presence of Autoregressive Error
Roy, Anindya, (2004)
-
Theory and Methods - Testing for Trend in the Presence of Autoregressive Error
Roy, Anindya, (2004)
-
Efficiency Tradeoffs in Estimating the Linear Trend Plus Noise Model
Falk, Barry, (2006)
- More ...