Time series analysis of covariance based on linear transfer function models

被引：0
|
作者：
M. Azimmohseni
M. Khalafi
M. Kordkatuli
机构：
[1] Golestan University,Department of Statistics, Faculty of Science
来源：
Statistical Inference for Stochastic Processes | 2019年 / 22卷
关键词：
Discrete Fourier transform; Frequency response function; Prewhitening; Spectral representation; Transfer function model; Primary: 62M10; Secondary: 62M15;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
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.
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页码：1 / 16
页数：15
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