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Trend analysis: binary-valued and point cases

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Abstract

A sequence of occurrence times of floods may be considered to be part of a realization of a binary-valued time series or of a stochastic point process. In this paper a criterion for detecting the presence of a monotonic trend in the rate of the process is considered. The criterion is based on linear functions of the data with the coefficients chosen to emphasize a monotonic rate. In the case that the process is stationary and mixing, the null distribution of the test statistic is approximately standard normal.

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Brillinger, D.R. Trend analysis: binary-valued and point cases. Stochastic Hydrol Hydraul 9, 207–213 (1995). https://doi.org/10.1007/BF01581719

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