On interpolation in periodic autoregressive processes

DOI10.21136/AM.1986.104225zbMATH Open0622.62088OpenAlexW3048175473MaRDI QIDQ3759762FDOQ3759762

Authors: Jiří Anděl, A. M. Rubio 

Publication date: 1986

Full work available at URL: https://eudml.org/doc/15471

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zbMATH Keywords

interpolationcovariance functionseasonal time seriesperiodic autoregressive processesHilbert space projectionsmultivariate AR(1) process

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• On periodic and multiple autoregressions
• Some Theorems on Matrix Differentiation with Special Reference to Kronecker Matrix Products
• Statistical analysis of periodic autoregression
• Title not available (Why is that?)

Cited In (4)

• A single-index model procedure for interpolation intervals in time series
• A note on interpolation of arima processes
• Robust interpolation of sequences with periodically stationary multiplicative seasonal increments
• Title not available (Why is that?)

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