Abstract
If the observations are dependent it is well-known that the usual one-sample tests may be invalidated. For the case where the observations come from a moving average process or from an autoregressive process, some methods are discussed to obtain tests which have at least asymptotically the prescribed level.
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References
Albers, W. (1976 a): Testing the mean of a normal population under dependence. Submitted to the Ann. of Statist.
Albers, W. (1976 b): One-sample rank tests under autoregressive dependence. To appear in the Ann. of Statist.
Anderson, T.W. (1971): The statistical analysis of time series. Wiley, New York.
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© 1978 ACADEMIA, Publishing House of the Czechoslovak Academy of Sciences, Prague
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Albers, W. (1978). One-Sample Tests for Dependent Observations. In: Transactions of the Eighth Prague Conference. Czechoslovak Academy of Sciences, vol 8A. Springer, Dordrecht. https://doi.org/10.1007/978-94-009-9857-5_7
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DOI: https://doi.org/10.1007/978-94-009-9857-5_7
Publisher Name: Springer, Dordrecht
Print ISBN: 978-94-009-9859-9
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