scientific article

zbMath0585.62152MaRDI QIDQ3709710

Jiří Anděl, A. M. Rubio, Antonio Insua

Publication date: 1985

Full work available at URL: https://eudml.org/doc/15390

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Gaussian white noisetime-varying coefficientsinnovationtesting hypothesesestimating parametersunknown meanGaussian maximum likelihood methodsPeriodic autoregressive modelsseasonal series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15)

Related Items (3)

Unnamed Item ⋮ Periodic autoregression with exogenous variables and periodic variances ⋮ On interpolation in periodic autoregressive processes

Cites Work

• On periodic and multiple autoregressions
• Statistical analysis of periodic autoregression
• Intervention Analysis with Applications to Economic and Environmental Problems
• Periodically and Almost-Periodically Correlated Random Processes with a Continuous Time Parameter
• Unnamed Item
• Unnamed Item

This page was built for publication: