Two-Way Analysis of Variance for Stationary Periodic Time Series
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Publication:3201440
DOI10.2307/1403385zbMath0715.62167MaRDI 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
normal approximation; Gaussian approximation; row and column effects; dependent quadratic forms; two-way correlations; distribution of a linear combination of quadratic forms; modified F- tests; multiplicative seasonal models; seasonal ARIMA process
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62J10: Analysis of variance and covariance (ANOVA)
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