Performance and Robustness Analysis of Sequential Hypotheses Testing for Time Series with Trend

Austrian Journal of Statistics

article

Alexey Kharin¹  Ton That Tu² 

[1] Belarusian State Universitiy;Belarusian State Universitiy, Da Nang University of Education

关键词: sequential test;    time series with trend;    error probabilities;    expected sample sizes;    asymptotic expansions.;   

DOI  :  10.17713/ajs.v46i3-4.668

学科分类：医学（综合）

来源: Austrian Statistical Society

【 摘 要 】

The problem of sequential testing of simple hypotheses for time series with a trend is considered. Analytic expressions and asymptotic expansions for error probabilities and expected numbers of observations are obtained. Robustness analysis is performed. Numerical results are given.

【 授权许可】

CC BY