Least-squares estimation and ANOVA for periodic autoregressive time series

Q. Shao and P.P. Ni

Statistics & Probability Letters, 2004, vol. 69, issue 3, 287-297

Abstract: The periodic correlation exists throughout the whole process in a analysis of variance (ANOVA) type model where the error terms consist of a periodic autoregressive time series. This paper studies the asymptotic property of least-squares estimators and linear testable hypotheses with a modified F-test in the analysis of variance akin to periodic autoregressive series. The techniques are applied in making inference on the quarterly streamflow in Asotin, WA.

Keywords: Periodically; correlated; time; series; Periodic; autocovariances; Periodic; autoregressive; moving-average; models; Least; squares; estimation; Analysis; of; variance (search for similar items in EconPapers)
Date: 2004
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-7152(04)00178-6
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:69:y:2004:i:3:p:287-297

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().