On periodic and multiple autoregressions
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Publication:1251881
DOI10.1214/aos/1176344376zbMath0392.62073OpenAlexW2002221359MaRDI QIDQ1251881
Publication date: 1978
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176344376
Inference from stochastic processes and prediction (62M20) Multivariate analysis (62H99) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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