Statistical analysis of periodic autoregression /
Methods for estimating parameters and testing hypotheses in a periodic autoregression are investigated in the paper. The parameters of the model are supposed to be random variables with a vague prior density. The innovation process can have either constant or periodically changing variances. Theoret...
| Hlavní autor: |
Anděl, Jiří, 1939-2021
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Autor )
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| Typ dokumentu: | Článek |
| Jazyk: |
angličtina |
| ISSN: | 0373-6725 |
| Zdroj: | Aplikace matematiky: Volume 28, issue 5 (1983), page 364-385. |
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| Externí odkaz: |
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