ARMA Covariance Structures with Time Heteroscedasticity for Repeated Measures Experiments
重复测量实验中允许时间异方差的 ARMA 协方差结构
Rochon and Helms (1989) presented a model for analyzing repeated measures experiments. The general linear model was used to assess the influence of covariate information, and ARMA time series models were put forward to characterize the covariance matrix among the repeated measures. Practical experience has suggested, however, that the ARMA assumption of constant variances and autocovariances over time is too restrictive for many applications. For example, observations may be…