Pagano, Marcello On periodic and multiple autoregressions. (English) Zbl 0392.62073 Ann. Stat. 6, 1310-1317 (1978). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 3 ReviewsCited in 79 Documents MSC: 62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH) 62M20 Inference from stochastic processes and prediction 62H99 Multivariate analysis Keywords:Second Order Properties; Periodic Autoregressions; Orthogonal Parametrization; Multiple Autoregressions PDF BibTeX XML Cite \textit{M. Pagano}, Ann. Stat. 6, 1310--1317 (1978; Zbl 0392.62073) Full Text: DOI