On interpolation in periodic autoregressive processes

DOI10.21136/am.1986.104225zbMath0622.62088OpenAlexW3048175473MaRDI QIDQ3759762

A. M. Rubio, Jiří Anděl

Publication date: 1986

Full work available at URL: https://eudml.org/doc/15471

zbMATH Keywords

interpolationcovariance functionseasonal time seriesperiodic autoregressive processesHilbert space projectionsmultivariate AR(1) process

Mathematics Subject Classification ID

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

Cites Work

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• On periodic and multiple autoregressions
• Statistical analysis of periodic autoregression
• Some Theorems on Matrix Differentiation with Special Reference to Kronecker Matrix Products

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