On interpolation in periodic autoregressive processes

<a class="pub-badge pub-badge--doi" href="https://doi.org/10.21136/AM.1986.104225" rel="nofollow">DOI 10.21136/AM.1986.104225</a><a class="pub-badge pub-badge--grey" href="https://zbmath.org/0622.62088" rel="nofollow">zbMATH</a><a class="pub-badge pub-badge--grey" href="https://openalex.org/works/W3048175473" rel="nofollow">OpenAlex</a><a class="pub-badge pub-badge--mardi" href="https://portal.mardi4nfdi.de/wiki/Item:Q3759762" rel="nofollow">MaRDI QID Q3759762</a><a class="pub-badge pub-badge--grey" href="https://fdo.portal.mardi4nfdi.de/fdo/Q3759762" rel="nofollow">FDO</a>

Authors Jiří Anděl, A. M. Rubio

Publication date 1986

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

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)

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Cites work

• scientific article; zbMATH DE number 3938367 (Why is no real title available?)
• scientific article; zbMATH DE number 3281211 (Why is no real title available?)
• On periodic and multiple autoregressions
• Some Theorems on Matrix Differentiation with Special Reference to Kronecker Matrix Products
• Statistical analysis of periodic autoregression

Cited in

(4)

• Robust interpolation of sequences with periodically stationary multiplicative seasonal increments
• scientific article; zbMATH DE number 177337 (Why is no real title available?)
• A single-index model procedure for interpolation intervals in time series
• A note on interpolation of arima processes

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