Tests for trend: a simulation study

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dc.contributor.authorAlmasri, Abdullah
dc.date.accessioned2024-07-12T20:55:58Z
dc.date.available2024-07-12T20:55:58Z
dc.date.issued2009en_US
dc.departmentMaltepe Üniversitesi, İnsan ve Toplum Bilimleri Fakültesien_US
dc.description.abstractIn this study we use the wavelet analysis to construct a test statistic to test for the existence of a trend in the series. We also propose a new approach for testing the presence of trend based on the periodogram of the data. Since we are also interested in the presence of a long-memory process among the data, we study the properties of our test statistics under different degrees of dependency. We compare the results when using the band periodogram test and the wavelet test with results obtained by applying the ordinary least squares (OLS) method under the same conditions.en_US
dc.identifier.citationAlmasri, A. (2009). Tests for trend: a simulation study. Maltepe Üniversitesi. s. 65.en_US
dc.identifier.endpage66en_US
dc.identifier.isbn9.78605E+12
dc.identifier.startpage65en_US
dc.identifier.urihttps://www.maltepe.edu.tr/Content/Media/CkEditor/03012019014112056-AbstractBookICMS2009Istanbul.pdf#page=76
dc.identifier.urihttps://hdl.handle.net/20.500.12415/2918
dc.institutionauthorAlmasri, Abdullah
dc.language.isoenen_US
dc.publisherMaltepe Üniversitesien_US
dc.relation.ispartofInternational Conference of Mathematical Sciencesen_US
dc.relation.publicationcategoryUluslararası Konferans Öğesi - Başka Kurum Yazarıen_US
dc.rightsCC0 1.0 Universal*
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.rights.urihttp://creativecommons.org/publicdomain/zero/1.0/*
dc.snmzKY07642
dc.titleTests for trend: a simulation studyen_US
dc.typeConference Object
dspace.entity.typePublication

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