SIMULTANEOUS TESTS FOR TREND AND SERIAL CORRELATIONS FOR GAUSSIAN MARKOV RESIDUALS
AEROSPACE RESEARCH LABS WRIGHT-PATTERSON AFB OH
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In the paper, exact tests are proposed for testing the trend in the presence of autocorrelation and also for testing the trend and autocorrelation simultaneously in a first order Markov process. Also, the simultaneous confidence intervals associated with these tests are derived. These results are extended to a higher order Markov process.
- Statistics and Probability