Effect of persistence on trend detection via regression
By N. Matalas, A. Sankarasubramanian. 2003
72 citations recorded by the source corpus.
Subfields: Environmental Engineering, Global and Planetary Change
View Paper: https://www.semanticscholar.org/paper/affc3fb8b8fb26eb96de7d3c644ed317f80aa395
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Environmental Engineering
In Global and Planetary Change
- Chris G. Kilsby
- M. A. Rahman
- Yunsheng Lou
- N. Sultana
- M. Bayazit
- Bihrat Önöz
- F. Serinaldi
- Shenglian Guo
Citations in the corpus
- Analysis and prediction of rainfall trends over Bangladesh using Mann–Kendall, Spearman’s rho tests and ARIMA model (2017, background): “Matalas and Sankarasubramanian (2003) examined the relationship between the variance of the estimate of the slope of trend and the autocorrelation.”
- The importance of prewhitening in change point analysis under persistence (2016, background): “3 or analogous variance inflation factors (Matalas and Sankarasubramanian 2003), one can apply prewhitening procedures, which consist of the removal of the autocorrelation structure by fitting one of the models mentioned above and thus performing the statistical test on the (approximately) uncorrela”
- To prewhiten or not to prewhiten in trend analysis? (2007, background): “Matalas & Sankarasubramanian (2003) showed that PW greatly reduces the inflation factor of the variance of the estimate of the trend slope.”