Least-squares estimation and ANOVA for periodic autoregressive time series

DOI10.1016/j.spl.2004.06.023zbMath1062.62202MaRDI QIDQ1771465

Xianqiang Yang

Publication date: 21 April 2005

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2004.06.023

zbMATH Keywords

Analysis of variance; Least squares estimation; Periodic autocovariances; Periodic autoregressive moving-average models; Periodically correlated time series

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62E20: Asymptotic distribution theory in statistics

62H15: Hypothesis testing in multivariate analysis

62J10: Analysis of variance and covariance (ANOVA)