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Currently displaying 1 – 2 of 2

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On periodic autoregression with unknown mean

Jiří Anděl; Asunción Rubio; Antonio Insua — 1985

Aplikace matematiky

If the parameters of an autoregressive model are periodic functions we get a periodic autoregression. In the paper the case is investigated when the expectation can also be a periodic function. The innovations have either constant or periodically changing variances.

Estimating the dimension of a linear model

Jiří Anděl; Manuel Garrido Perez; Antonio Insua Negrao — 1981

Kybernetika

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