Leung, Pui-Lam; Wong, Wing-Keung - In: Mathematics and Computers in Simulation (MATCOM) 77 (2008) 1, pp. 1-8
The technique of ANOVA has been widely used in economics and finance where the observations are usually time-dependent but the model itself is treated as independent in time. In this paper, we extend an ANOVA model by relaxing the assumption of independence in time. We further relax the...
