A Numerical Investigation of Least Squares Regression Involving Trend-Reduced Markoff Series
去趋势马尔可夫序列最小二乘回归的数值研究
Summary The variation in the standard error of the regression coefficient between two trend-reduced time series, constructed from Markoff series, is examined for various choices of the trend-reducing operator. Tables are given to facilitate computation, for the regression between trend-reduced time series which approximate to Markoff series in their local variational properties.