Statistical analysis of periodic autoregression

DOI10.21136/AM.1983.104048MaRDI QIDQ3323074zbMATH OpenOpenAlexFDO

Authors Jiří Anděl

Publication date 1983

Full work available at URL https://eudml.org/doc/15316

zbMATH Keywords

changing variancesinnovation processperiodic autoregressionreal datasimulated seriesvague prior density

Mathematics Subject Classification ID

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

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Cites work

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• Intervention Analysis with Applications to Economic and Environmental Problems
• On periodic and multiple autoregressions
• Periodically and Almost-Periodically Correlated Random Processes with a Continuous Time Parameter
• Time series with periodic structure
• Using Periodic Autoregressions for Multiple Spectral Estimation

Cited in

(19)

• Estimation of the mixed AR and hidden periodic model
• Forecasting seasonal time series data: a Bayesian model averaging approach
• Least-squares estimation and ANOVA for periodic autoregressive time series
• On periodic autoregressive processes estimation
• Periodic autoregressive model identification using genetic algorithms
• Autoregression analysis and its application in autoregression models
• PARSIMONIOUS PERIODIC TIME SERIES MODELING
• Periodic autoregression with exogenous variables and periodic variances
• scientific article; zbMATH DE number 3938367 (Why is no real title available?)
• Bayesian autoregressive spectral analysis
• scientific article; zbMATH DE number 3940531 (Why is no real title available?)
• scientific article; zbMATH DE number 3976109 (Why is no real title available?)
• On interpolation in periodic autoregressive processes
• scientific article; zbMATH DE number 4032862 (Why is no real title available?)
• scientific article; zbMATH DE number 4082792 (Why is no real title available?)
• A bayesian approach for testing periodicity of dichotomous observations
• scientific article; zbMATH DE number 3992726 (Why is no real title available?)
• scientific article; zbMATH DE number 958367 (Why is no real title available?)
• Spurious periodic autoregressions

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