To prewhiten or not to prewhiten in trend analysis?
By M. Bayazit, Bihrat Önöz. 2007
319 citations recorded by the source corpus.
Subfields: Finance, Management Science and Operations Research, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/123615d9d81ce64912f7796115b31060bc30e7a7
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Citations in the corpus
- An improved version of innovative trend analyses (2018, background): “However, the process is found controversial by different researchers due to removal of some portion of the trend (Yue et al. 2002; Yue and Wang 2002; Bayazit and Önöz 2007).”
- Temporal-Spatial Variation of Drought Indicated by SPI and SPEI in Ningxia Hui Autonomous Region, China (2015, methodology): “Therefore, prewhitening should be applied to autocorrelated series before performing the M–K test to eliminate the influence of serial autocorrelation on the trend detection of data series [84].”
- Re-evaluation of the Power of the Mann-Kendall Test for Detecting Monotonic Trends in Hydrometeorological Time Series (2020, background): “…of the null hypothesis of no trend (Cox and Stuart, 1955), which has long been discussed and welldocumented (Kulkarni and Von Storch, 1995; Von Storch and Navarra, 1995; Hamed and Ramachandra Rao, 1998; Yue and Wang, 2002; Yue et al., 2002a, 2003; Bayazit and Önöz, 2007; Bayazit, 2015).”
- Block bootstrap for Mann–Kendall trend test of serially dependent data (2012, background): “26, 3552–3560 (2012) Bayazit and Önöz (2007) discussed the effect of PW on the power of the MK test.”