Monte Carlo test for stochastic trend in linear structural models for the location-scale family.

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MetadadosDescriçãoIdioma
Autor(es): dc.creatorSilva, Ivair Ramos-
Autor(es): dc.creatorErnesto, Dulcidia Carlos Guezimane-
Autor(es): dc.creatorOliveira, Fernando Luiz Pereira de-
Autor(es): dc.creatorMarques, Reinaldo Antônio Gomes-
Autor(es): dc.creatorOliveira, Anderson Castro Soares de-
Data de aceite: dc.date.accessioned2025-08-21T15:36:59Z-
Data de disponibilização: dc.date.available2025-08-21T15:36:59Z-
Data de envio: dc.date.issued2022-03-03-
Data de envio: dc.date.issued2022-03-03-
Data de envio: dc.date.issued2020-
Fonte completa do material: dc.identifierhttp://www.repositorio.ufop.br/jspui/handle/123456789/14624-
Fonte completa do material: dc.identifierhttps://bibliotecadigital.fgv.br/ojs/index.php/bre/article/view/81082-
Fonte completa do material: dc.identifierhttps://doi.org/10.12660/bre.v40n22020.81082-
Fonte: dc.identifier.urihttp://educapes.capes.gov.br/handle/capes/1019825-
Descrição: dc.descriptionIn linear structural models for time series, a key point is the decision between modeling the trend of non-stationary processes through a deterministic or a stochastic term. The present paper introduces a Monte Carlo hypothesis test procedure to guide in such a decision. The method works for any time series distribution belonging to the location-scale family, where the analytical shape of the distribution must be defined by the user prior to apply the method. The proposed method provides an alpha-level test for any time series of length greater than 3 and it does not demand assumptions on the distribution of the trend term when it is actually stochastic.-
Formato: dc.formatapplication/pdf-
Idioma: dc.languageen-
Direitos: dc.rightsrestrito-
Palavras-chave: dc.subjectTime series-
Título: dc.titleMonte Carlo test for stochastic trend in linear structural models for the location-scale family.-
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