scientific article; zbMATH DE number 4082792

zbMATH Open0662.62097MaRDI QIDQ3811571FDOQ3811571

Authors: Jiří Anděl 

Publication date: 1988

Title of this publication is not available (Why is that?)

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zbMATH Keywords

exogenous variablesposterior densitytests of hypothesesperiodic autoregressive processvague prior densitynon-vanishing mean

Mathematics Subject Classification ID

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

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• Spurious periodic autoregressions
• Statistical analysis of periodic autoregression
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• Estimation and identification of periodic autoregressive models with one exogenous variable
• On interpolation in periodic autoregressive processes

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