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Consistent detection of a monotonic trend superposed on a stationary time series

✍ Scribed by BRILLINGER, DAVID R.


Book ID
121712788
Publisher
Oxford University Press
Year
1989
Tongue
English
Weight
352 KB
Volume
76
Category
Article
ISSN
0006-3444

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Detection of a trend superposed on a ser
✍ Janusz W. KrzyΕ›cin πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 849 KB

It is known that trend estimates in serially correlated time series cannot be obtained using an ordinary least squares fit and that the precision of a trend estimate depends critically on the magnitude of the serial correlation in the data used. In this paper a model is developed to estimate simulta