In this 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.
MLA
Krishnaiah, P. R., and V. K. Murthy. “Simultaneous Tests for Trend and Serial Correlations for Gaussian Markov Residuals.” Econometrica, vol. 34, .no 2, Econometric Society, 1966, pp. 472-480, https://www.jstor.org/stable/1909945
Chicago
Krishnaiah, P. R., and V. K. Murthy. “Simultaneous Tests for Trend and Serial Correlations for Gaussian Markov Residuals.” Econometrica, 34, .no 2, (Econometric Society: 1966), 472-480. https://www.jstor.org/stable/1909945
APA
Krishnaiah, P. R., & Murthy, V. K. (1966). Simultaneous Tests for Trend and Serial Correlations for Gaussian Markov Residuals. Econometrica, 34(2), 472-480. https://www.jstor.org/stable/1909945
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