scientific article; zbMATH DE number 3938367

MaRDI QIDQ3709710zbMATH OpenFDO

Authors Jiří Anděl, A. M. Rubio, Antonio Insua

Publication date 1985

Full work available at URL https://eudml.org/doc/15390

zbMATH Keywords

estimating parametersGaussian maximum likelihood methodsGaussian white noiseinnovationPeriodic autoregressive modelsseasonal seriestesting hypothesestime-varying coefficientsunknown mean

Mathematics Subject Classification ID

Bayesian inference (62F15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites work

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• Intervention Analysis with Applications to Economic and Environmental Problems
• On periodic and multiple autoregressions
• Periodically and Almost-Periodically Correlated Random Processes with a Continuous Time Parameter
• Statistical analysis of periodic autoregression

Cited in

(13)

• Least-squares estimation and ANOVA for periodic autoregressive time series
• First-order seasonal autoregressive processes with periodically varying parameters
• Periodic autoregressive models with closed skew-normal innovations
• Exact maximum likelihood estimation for non-stationary periodic time series models
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• Statistical analysis of periodic autoregression
• Periodic autoregression with exogenous variables and periodic variances
• scientific article; zbMATH DE number 3940531 (Why is no real title available?)
• On interpolation in periodic autoregressive processes
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• On trends and constants in periodic autoregressions
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