Two-Way Analysis of Variance for Stationary Periodic Time Series

DOI10.2307/1403385zbMath0715.62167OpenAlexW2332798120MaRDI QIDQ3201440

Ian B. MacNeill, Brajendra Chandra Sutradhar

Publication date: 1989

Published in: International Statistical Review / Revue Internationale de Statistique (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1403385

zbMATH Keywords

normal approximationGaussian approximationrow and column effectsdependent quadratic formstwo-way correlationsdistribution of a linear combination of quadratic formsmodified F- testsmultiplicative seasonal modelsseasonal ARIMA process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Analysis of variance and covariance (ANOVA) (62J10)

Related Items (3)

Time series analysis of covariance based on linear transfer function models ⋮ Tests for the existence of group effects and interactions for two-way models with dependent errors ⋮ Least-squares estimation and ANOVA for periodic autoregressive time series

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