On backward periodic autoregressive processes

DOI10.1111/1467-9892.00059zbMath0873.62094OpenAlexW2160524369MaRDI QIDQ4351581

Hideaki Sakai, Shyuichi Ohno

Publication date: 4 November 1997

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9892.00059

zbMATH Keywords

multivariate autoregressive processbackward periodic AR processescircular Levinson algorithmscalar periodic AR process

Mathematics Subject Classification ID

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

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