Statistical analysis of periodic autoregression

DOI10.21136/am.1983.104048zbMath0537.62073OpenAlexW3048147876MaRDI QIDQ3323074

Jiří Anděl

Publication date: 1983

Full work available at URL: https://eudml.org/doc/15316

zbMATH Keywords

innovation processreal dataperiodic autoregressionchanging variancessimulated seriesvague prior density

Mathematics Subject Classification ID

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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