Author： TODD OGDEN
Publisher： Taylor & Francis Ltd
ISSN： 1048-5252
Source： Journal of Nonparametric Statistics, Vol.14, Iss.4, 2002-01, pp. : 409-420
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Abstract
Many statistics techniques rely on the assumption that random variables measured over time have a common mean. In many situations, this assumption is violated, the mean of the observations drifting gradually over time. For a particular modeling situation, motivated by a psychological study of human rhythm and motor control, a testing procedure for the presence of drift is derived, along with consistent estimators for the variance components. These procedures are applied to a long-run sequence of tapping data.
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