A Comparison of Three-Level Orthogonal Arrays in the Presence of Different Correlation Structures in Observations

DOI10.1080/03610918.2011.650258zbMath1347.62159OpenAlexW2015654341MaRDI QIDQ4921579

P. Angelopoulos, Emmanouil Androulakis, Christos Koukouvinos

Publication date: 13 May 2013

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

Full work available at URL: https://doi.org/10.1080/03610918.2011.650258

zbMATH Keywords

orthogonal arraysoptimal designsfirst-order autoregressive disturbancescorrelation in observationschange of variance functionsfirst-order moving average disturbances

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Optimal statistical designs (62K05) Response surface designs (62K20)

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