Least-squares estimation and ANOVA for periodic autoregressive time series
type: Item
instance of: scholarly article
title: Least-squares estimation and ANOVA for periodic autoregressive time series
zbMATH Open document ID: 1062.62202
author: Xianqiang Yang
published in: Statistics \& Probability Letters
publication date: 2005-04-21T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62J10
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62H15
zbMATH DE Number: 2160023
zbMATH Keywords: Periodically correlated time series
zbMATH Keywords: Periodic autocovariances
zbMATH Keywords: Periodic autoregressive moving-average models
zbMATH Keywords: Least squares estimation
zbMATH Keywords: Analysis of variance
MaRDI profile type: Publication
full work available at URL: j.spl.2004.06.023
OpenAlex ID: W2092460344
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cites work: Two-Way Analysis of Variance for Stationary Periodic Time Series
cites work: A simple test for stable seasonality
DOI: 10.1016/J.SPL.2004.06.023
description: scientific article; zbMATH DE number 2160023