(in Applications)

Time Series Realizations Obtained According to An Experimental Design

A. R. Gallant, Thomas M. Gerig, J. W. Evans
Journal of the American Statistical Association, Vol. 69, No. 347. (Sep., 1974), pp. 639-645.


This article presents a data analysis approach consisting of a synthesis of experimental design methods and spectral methods of time series analysis which is appropriate in exploratory situations where the recording process generates a long sequence of correlated observations.