Geodesic
On interpolation in periodic autoregressive processes
Applications of Mathematics, Tome 31 (1986) no. 6, pp. 480-485.

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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 clasical 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.
DOI : 10.21136/AM.1986.104225
Classification : 62M10, 62M20
Keywords: covariance function; multivariate AR(1) process; Hilbert space projections; periodic autoregressive processes; seasonal time series; interpolation 
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     title = {On interpolation in periodic autoregressive processes},
     journal = {Applications of Mathematics},
     pages = {480--485},
     publisher = {mathdoc},
     volume = {31},
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     zbl = {0622.62088},
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     url = {http://geodesic.mathdoc.fr/articles/10.21136/AM.1986.104225/}
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Anděl, Jiří; Rubio, Asunción. On interpolation in periodic autoregressive processes. Applications of Mathematics, Tome 31 (1986) no. 6, pp. 480-485. doi : 10.21136/AM.1986.104225. http://geodesic.mathdoc.fr/articles/10.21136/AM.1986.104225/

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