Periodic autoregression with exogenous variables and periodic variances (Q3474000)

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Periodic autoregression with exogenous variables and periodic variances
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    1989
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    parameter estimation
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    periodic autoregressive process
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    non-vanishing mean
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    exogenous variables
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    periodic variances
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    vague prior density
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    asymptotic tests
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    Periodic autoregression with exogenous variables and periodic variances (English)
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