2 papers
math.ST2024
Permutation Testing for Monotone Trend
Joseph P. Romano, Marius A. Tirlea
In this paper, we consider the fundamental problem of testing for monotone trend in a time series. While the term "trend" is commonly used and has an intuitive meaning, it is first…
math.ST2024
Least Squares-Based Permutation Tests in Time Series
Joseph P. Romano, Marius A. Tirlea
This paper studies permutation tests for regression parameters in a time series setting, where the time series is assumed stationary but may exhibit an arbitrary (but weak) depende…