TY - JOUR AU - Kharin, Alexey AU - Tu, Ton That PY - 2017/04/12 Y2 - 2024/03/29 TI - Performance and Robustness Analysis of Sequential Hypotheses Testing for Time Series with Trend JF - Austrian Journal of Statistics JA - AJS VL - 46 IS - 3-4 SE - Special Issue CDAM conference DO - 10.17713/ajs.v46i3-4.668 UR - https://ajs.or.at/index.php/ajs/article/view/vol46-3-4-3 SP - 23-36 AB - 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. ER -