Photo by jontyson from unsplash
In this article, a time series analysis of covariance model is introduced when covariates time series have lead–lag relationship with response time series. Parameter estimation and hypothesis testing for this… Click to show full abstract
In this article, a time series analysis of covariance model is introduced when covariates time series have lead–lag relationship with response time series. Parameter estimation and hypothesis testing for this model are made in spectral domain. We provide an instruction for our approach using a real Hydrological time series data set.
Keywords:
analysis covariance;
series analysis;
time;
time series
Journal Title: Statistical Inference for Stochastic Processes
Year Published: 2019
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!
Journal Title: Statistical Inference for Stochastic Processes
Year Published: 2019
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!