On interpolation in periodic autoregressive processes
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Publication:3759762
DOI10.21136/am.1986.104225zbMath0622.62088MaRDI QIDQ3759762
Publication date: 1986
Full work available at URL: https://eudml.org/doc/15471
interpolation; covariance function; seasonal time series; periodic autoregressive processes; Hilbert space projections; multivariate AR(1) process
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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