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The Role of Macroeconomic Models in Short-Term Forecasting
Structural Basis of India's Foreign Trade
Simultaneous Tests for Trend and Serial Correlations for Gaussian Markov Residuals
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.