Testing for autocorreiation in nested analysis of variance

DOI10.1080/03610919108812961zbMath0850.62219OpenAlexW2042418985MaRDI QIDQ4019254

Mark S. McNulty, William Eisele

Publication date: 16 January 1993

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610919108812961

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Design of statistical experiments (62K99) Parametric hypothesis testing (62F03) Analysis of variance and covariance (ANOVA) (62J10)

Cites Work

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