First-order seasonal autoregressive processes with periodically varying parameters
type: Item
instance of: scholarly article
title: First-order seasonal autoregressive processes with periodically varying parameters
zbMATH Open document ID: 1041.62071
author: Q. Shao
author: I. V. Basawa
author: Robert Lund
published in: Statistics \& Probability Letters
publication date: 2004-08-06T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62F10
zbMATH DE Number: 2083549
zbMATH Keywords: Autoregression
zbMATH Keywords: Least-squares estimation
zbMATH Keywords: Limit distributions
zbMATH Keywords: Periodic time series
zbMATH Keywords: Seasonality
MaRDI profile type: Publication
full work available at URL: j.spl.2004.02.001
OpenAlex ID: W2096735969
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DOI: 10.1016/J.SPL.2004.02.001
description: scientific article; zbMATH DE number 2083549