SIMULTANEOUS TESTS FOR TREND AND SERIAL CORRELATIONS FOR GAUSSIAN MARKOV RESIDUALS,

Abstract

In this report, 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 h-th order Markov process. (Author)

Document Details

Document Type
Technical Report
Publication Date
Oct 01, 1964
Accession Number
AD0609654

Entities

People

  • Paruchuri R. Krishnaiah
  • V. K. Murthy

Organizations

  • Air Force Research Laboratory

Tags

Communities of Interest

  • Air Platforms

DTIC Thesaurus Topics

  • Aircrafts
  • Autocorrelation
  • Cooperation
  • Correlation Techniques
  • Data Science
  • Information Science
  • Intervals
  • Markov Processes
  • Mathematics
  • Residuals

Fields of Study

  • Mathematics

Readers

  • Mathematical Modeling and Probability Theory.
  • Regression Analysis.