Anděl, Jiří; Rubio, Asunción On interpolation in periodic autoregressive processes. (English) Zbl 0622.62088 Apl. Mat. 31, 480-485 (1986). 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. MSC: 62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH) Keywords:covariance function; multivariate AR(1) process; Hilbert space projections; periodic autoregressive processes; seasonal time series; interpolation PDF BibTeX XML Cite \textit{J. Anděl} and \textit{A. Rubio}, Apl. Mat. 31, 480--485 (1986; Zbl 0622.62088) Full Text: EuDML References: [1] J. Anděl: On interpolation of multiple autoregressive processes. Contributions to Statistics (Jaroslav Hájek Memorial Volume), 13-17, Academia, Prague 1979. [2] J. Anděl: Statistical analysis of periodic autoregression. Apl. mat. 28 (1983), 364-385. · Zbl 0537.62073 [3] J. Anděl A. Rubio A. Insua: On periodic autoregression with unknown mean. Apl. mat. 30 (1985), 126-139. · Zbl 0585.62152 [4] D. G. Luenberger: Optimization by Vector Space Methods. Wiley, New York 1969. · Zbl 0176.12701 [5] H. Neudecker: Some theorems on matrix differentiation with special reference to Kronecker matrix products. J. Amer. Statist. Assoc. 64 (1969), 953 - 963. · Zbl 0179.33102 [6] M. Pagano: On periodic and multiple autoregression. Ann. Statist. 6 (1978), 1310-1317. · Zbl 0392.62073 This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. It attempts to reflect the references listed in the original paper as accurately as possible without claiming the completeness or perfect precision of the matching.