Repository logo
 
Publication

Testing the significance of the linear regression coefficients: exploring some estimators for the autocorrelation function

2011Conference object Restricted access
Simple item page
dc.contributor.authorRamos, Maria do Rosário
dc.contributor.authorCosta, Marco
dc.date.accessioned2023-08-02T14:36:31Z
dc.date.available2023-08-02T14:36:31Z
dc.date.issued2011
dc.description.abstractThis work addresses the problem of testing the significance of the slope of a linear trend with and without an eventual seasonal effect. It is assumed that the error term follows an AR(1), and that the autoregressive parameter is unknown. The autoregressive parameter is obtained through some competing estimators, namely, a parametric version, a modified Kendall’s correlation coefficient, and another non-parametric counter part developed earlier in the context of the state space models. The accuracy of the estimation of this parameter is also analyzed. The performance of the tests is done taking the three estimators simultaneously and is compared through a Monte Carlo simulation study under different assumptions. The study is extended in order to compare the slopes of two or more periods in the same time series.pt_PT
dc.description.versioninfo:eu-repo/semantics/publishedVersionpt_PT
dc.identifier.citationRamos, M. R., Costa, M. (2011). Testing the Significance of the Linear Regression Coefficients: Exploring Some Estimators for the Autocorrelation Function. AIP Conference Proceedings https://doi.org/10.1063/1.3637927pt_PT
dc.identifier.doi10.1063/1.3637927pt_PT
dc.identifier.urihttp://hdl.handle.net/10400.2/14720
dc.language.isoengpt_PT
dc.peerreviewedyespt_PT
dc.publisherAIP Publishingpt_PT
dc.subjectTrend testspt_PT
dc.subjectOrdinary least squarespt_PT
dc.subjectAutocorrelationpt_PT
dc.subjectDistribution-free estimatorspt_PT
dc.titleTesting the significance of the linear regression coefficients: exploring some estimators for the autocorrelation functionpt_PT
dc.typeconference object
dspace.entity.typePublication
oaire.citation.conferencePlaceHalkidiki, Greecept_PT
oaire.citation.endPage1564pt_PT
oaire.citation.startPage1561pt_PT
oaire.citation.titleICNAAM 2011. AIP Conference Proceedings, International Conference of Numerical Analysis and Applied Mathematicspt_PT
person.familyNameRamos
person.givenNameMaria do Rosário
person.identifier206757
person.identifier.ciencia-id3A1F-E648-078D
person.identifier.orcid0000-0001-9114-0807
person.identifier.ridP-4530-2015
person.identifier.scopus-author-id54403639500
rcaap.rightsrestrictedAccesspt_PT
rcaap.typeconferenceObjectpt_PT
relation.isAuthorOfPublicationc6cdb7b7-607d-4775-947f-d153ff6dded2
relation.isAuthorOfPublication.latestForDiscoveryc6cdb7b7-607d-4775-947f-d153ff6dded2

Files

Original bundle
Now showing 1 - 1 of 1
No Thumbnail Available
Name:
Ramos_Costa_(ICNAAM 2011) exploring estimators correlation functions.pdf
Size:
508.84 KB
Format:
Adobe Portable Document Format
Download
License bundle
Now showing 1 - 1 of 1
No Thumbnail Available
Name:
license.txt
Size:
1.97 KB
Format:
Item-specific license agreed upon to submission
Description:
Download

Collections

Matemática e Estatística | Comunicações em congressos, conferências e seminários / Communications in congresses, conferences