Skip Navigation

Biometrika 1984 71(1):85-90; doi:10.1093/biomet/71.1.85
© 1984 by Biometrika Trust
This Article
Right arrow Full Text (PDF)
Right arrow Alert me when this article is cited
Right arrow Alert me if a correction is posted
Services
Right arrow Email this article to a friend
Right arrow Similar articles in this journal
Right arrow Alert me to new issues of the journal
Right arrow Add to My Personal Archive
Right arrow Download to citation manager
Right arrowRequest Permissions
Google Scholar
Right arrow Articles by AZZALINI, A.
Right arrow Search for Related Content
Social Bookmarking
Add to CiteULike   Add to Connotea   Add to Del.icio.us  
What's this?

Estimation and hypothesis testing for collections of autoregressive time series

A. AZZALINI

Istituto di Statistica, Università di Padova Padova, Italy

The analysis of a number of independent first-order autoregressive time series is considered in a normal theory context. A model is studied which allows for nonstation-ary and nonidentical distribution of the series caused by both fixed effect and random effect components.

Key Words: Analysis of variance • Autoregressive time series • Growth curve • Longitudinal data • Nonstationarity • Panel data


Add to CiteULike CiteULike   Add to Connotea Connotea   Add to Del.icio.us Del.icio.us    What's this?


This article has been cited by other articles:


Home page
 JOURNAL OF EDUCATIONAL AND BEHAVIORAL STATISTICSHome page
L. K. Edwards
Fitting a Serial Correlation Pattern to Repeated Observations
Journal of Educational and Behavioral Statistics, January 1, 1991; 16(1): 53 - 76.
[Abstract] [PDF]


Disclaimer:
Please note that abstracts for content published before 1996 were created through digital scanning and may therefore not exactly replicate the text of the original print issues. All efforts have been made to ensure accuracy, but the Publisher will not be held responsible for any remaining inaccuracies. If you require any further clarification, please contact our Customer Services Department.