Statistical analysis of periodic autoregression
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Publication:3323074
DOI10.21136/am.1983.104048zbMath0537.62073OpenAlexW3048147876MaRDI QIDQ3323074
Publication date: 1983
Full work available at URL: https://eudml.org/doc/15316
innovation processreal dataperiodic autoregressionchanging variancessimulated seriesvague prior density
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15)
Related Items (6)
Unnamed Item ⋮ Forecasting seasonal time series data: a Bayesian model averaging approach ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Periodic autoregression with exogenous variables and periodic variances ⋮ On interpolation in periodic autoregressive processes
Cites Work
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- On periodic and multiple autoregressions
- Using Periodic Autoregressions for Multiple Spectral Estimation
- Intervention Analysis with Applications to Economic and Environmental Problems
- Periodically and Almost-Periodically Correlated Random Processes with a Continuous Time Parameter
- Time series with periodic structure
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