On interpolation in periodic autoregressive processes. (English) Zbl 0622.62088

The periodic autoregressive processes are useful in statistical analysis of seasonal time series. Some procedures (e.g. extrapolation) are quite analogous to those in the classical autoregressive models. The problem of interpolation needs, however, some special methods. They are demonstrated in the paper on the case of the process of the second order with the period of length 2.


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