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A TAU-LIKE TEST FOR TREND IN THE PRESENCE OF MULTIPLE CENSORING POINTS

✍ Scribed by James P. Hughes; Steven P. Millard


Book ID
111427174
Publisher
American Water Resources Association
Year
1988
Tongue
English
Weight
168 KB
Volume
24
Category
Article
ISSN
1093-474X

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πŸ“œ SIMILAR VOLUMES


Testing for (common) stochastic trends i
✍ Fabio Busetti πŸ“‚ Article πŸ“… 2002 πŸ› John Wiley and Sons 🌐 English βš– 199 KB πŸ‘ 2 views

## Abstract This paper considers the problem of testing for the presence of stochastic trends in multivariate time series with structural breaks. The breakpoints are assumed to be known. The testing framework is the multivariate locally best invariant test and the common trend test of Nyblom and Ha