Performance and Robustness Analysis of Sequential Hypotheses Testing for Time Series with Trend


  • Alexey Kharin Belarusian State Universitiy
  • Ton That Tu Belarusian State Universitiy, Da Nang University of Education



The problem of sequential testing of simple hypotheses for time series with a trend is considered. Analytic expressions and asymptotic expansions for error probabilities and expected numbers of observations are obtained. Robustness analysis is performed. Numerical results are given.


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How to Cite

Kharin, A., & Tu, T. T. (2017). Performance and Robustness Analysis of Sequential Hypotheses Testing for Time Series with Trend. Austrian Journal of Statistics, 46(3-4), 23-36.