JSM 2004 - Toronto

Abstract #300828

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Activity Number: 231
Type: Contributed
Date/Time: Tuesday, August 10, 2004 : 10:30 AM to 12:20 PM
Sponsor: Section on Statistics and the Environment
Abstract - #300828
Title: Least Squares Estimation and ANOVA for Periodic Autoregressive Time Series
Author(s): Qin Shao*+
Companies: University of Toledo
Address: , , OH, 43606,
Keywords: periodically correlated time ; least squares estimation ; analysis of variance
Abstract:

The periodic correlation exists throughout the whole process in a 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.

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