Testing parametric assumptions of trends of a nonstationary time series
The paper considers testing whether the mean trend of a nonstationary time series is of certain parametric forms. A central limit theorem for the integrated squared error is derived, and a hypothesis-testing procedure is proposed. The method is illustrated in a simulation study, and is applied to assess the mean pattern of lifetime-maximum wind speeds of global tropical cyclones from 1981 to 2006. We also revisit the trend pattern in the central England temperature series. Copyright 2011, Oxford University Press.
Year of publication: |
2011
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Authors: | Zhang, Ting ; Wu, Wei Biao |
Published in: |
Biometrika. - Biometrika Trust, ISSN 0006-3444. - Vol. 98.2011, 3, p. 599-614
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Publisher: |
Biometrika Trust |
Saved in:
Online Resource
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