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Testing for trend in the presence of autoregressive error: a comment. (English) Zbl 1328.62534
Comment to [A. Roy et al., ibid. J. Am. Stat. Assoc. 99, No. 468, 1082–1091 (2004; Zbl 1055.62097)].

MSC:
62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
62F12 Asymptotic properties of parametric estimators
62M07 Non-Markovian processes: hypothesis testing
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References:
[1] Perron P., Journal of Econometrics 151 pp 56– (2009) · Zbl 1431.62410
[2] Roy A., Journal of the American Statistical Association 99 pp 1082– (2004) · Zbl 1055.62097
[3] Roy A., Journal of Business & Economic Statistics 19 pp 482– (2001) · Zbl 04569371
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