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Autoregressive error-processes, cubic splines and tridiagonal matrices
Discussiones Mathematicae. Probability and Statistics, Tome 23 (2003) no. 2, pp. 147-165
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In the paper formulate for the inversion of some tridiagonal matrices are given. The results can be applied to the autoregressive processes.
Keywords: autoregressive processes, cubic splines interpolation, linear regression model, time series 
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Drygas, Hilmar. Autoregressive error-processes, cubic splines and tridiagonal matrices. Discussiones Mathematicae. Probability and Statistics, Tome 23 (2003) no. 2, pp. 147-165. http://geodesic.mathdoc.fr/item/DMPS_2003_23_2_a3/

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