Milliken and Johnson (1984) present an example of an unbalanced mixed model. Three machines, which are considered as a fixed effect, and six employees, which are considered a random effect, are ...

An important part of the identification and diagnostic checking of space-time ARMA models is the evaluation of the significance of the autocorrelations of the observations and residuals, respectively.

Under an appropriate regular variation condition, the affinely normalized partial sums of a sequence of independent and identically distributed random variables converges weakly to a non-Gaussian ...

The autocovariance function of the random variable Y t is defined as The spectral density function of a white noise is a constant. The spectral density function of the AR(1) process is given by Refer ...