Periodic autoregression with exogenous variables and periodic variances
Anděl, Jiří
Applications of Mathematics, Tome 34 (1989), p. 387-395 / Harvested from Czech Digital Mathematics Library
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The periodic autoregressive process with non-vanishing mean and with exogenous variables is investigated in the paper. It is assumed that the model has also periodic variances. The statistical analysis is based on the Bayes approach with a vague prior density. Estimators of the parameters and asymptotic tests of hypotheses are derived.

Publié le : 1989-01-01
Classification:  62F15,  62M10 
@article{104366,
     author = {Ji\v r\'\i\ And\v el},
     title = {Periodic autoregression with exogenous variables and periodic variances},
     journal = {Applications of Mathematics},
     volume = {34},
     year = {1989},
     pages = {387-395},
     zbl = {0697.62084},
     mrnumber = {1014079},
     language = {en},
     url = {http://dml.mathdoc.fr/item/104366}
}

Anděl, Jiří. Periodic autoregression with exogenous variables and periodic variances. Applications of Mathematics, Tome 34 (1989) pp. 387-395. http://gdmltest.u-ga.fr/item/104366/

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