Publication:3709710
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zbMath0585.62152MaRDI QIDQ3709710
Jiří Anděl, A. M. Rubio, Antonio Insua
Publication date: 1985
Full work available at URL: https://eudml.org/doc/15390
Gaussian white noise; time-varying coefficients; innovation; testing hypotheses; estimating parameters; unknown mean; Gaussian maximum likelihood methods; Periodic autoregressive models; seasonal series
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62F15: Bayesian inference
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