Testing for Deterministic Linear Trend in Time Series
针对时间序列中确定性线性趋势与带漂移随机游走趋势的假设检验问题，推导了最有效检验，并与LaMotte和McWhorter的检验进行了精确势和Pitman渐近相对效率比较。
Abstract Most powerful tests are derived for the hypothesis that deterministic linear trend occurs in time series against the alternative that trend consists of random walk subject to drift. Comparisons of these tests and of the tests suggested by LaMotte and McWhorter (1978) are made in terms of exact powers and Pitman asymptotic relative efficiencies.