Multivariate analysis with a stationary time series covariance structure
- 1 January 1988
- journal article
- research article
- Published by Taylor & Francis in Communications in Statistics - Theory and Methods
- Vol. 17 (6) , 1935-1943
- https://doi.org/10.1080/03610928808829723
Abstract
When a covariance matrix has a pattern associated with a stationary time series on the errors, it is shown how certain hypothesis testing problems In multivariate analysis can be transformed into a product of two similar multivariate problems that each involve unpatterned covariance matrices.Keywords
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