Estimation and hypothesis testing for collections of autoregressive time series

DOI10.1093/biomet/71.1.85zbMath0532.62065OpenAlexW1998792485MaRDI QIDQ3314789

No author found.

Publication date: 1984

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/71.1.85

zbMATH Keywords

estimationlongitudinal datahypothesis testingnonstationarityanalysis of variancerandom effectfixed effectgrowth curvenonidentical distributionindependent first-order autoregressive time seriesnormal theory contextpanel data. Aalini, A

Mathematics Subject Classification ID

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

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