SIMULTANEOUS TESTS FOR TREND AND SERIAL CORRELATIONS FOR GAUSSIAN MARKOV RESIDUALS

Abstract

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.

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Document Details

Document Type
Technical Report
Publication Date
Oct 01, 1966
Accession Number
AD0647701

Entities

People

  • Paruchuri R. Krishnaiah
  • V. K. Murthy

Organizations

  • Air Force Research Laboratory

Tags

Communities of Interest

  • Air Platforms
  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Air Force
  • Applied Mathematics
  • Autocorrelation
  • Data Science
  • Equations
  • Gaussian Processes
  • Hypotheses
  • Information Science
  • Intervals
  • Markov Processes
  • Mathematics
  • Random Variables
  • Residuals
  • Stationary
  • Stationary Processes
  • Stochastic Processes

Fields of Study

  • Mathematics

Readers

  • Aerospace Test and Evaluation
  • Approximation Theory.
  • Mathematical Modeling and Probability Theory.