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Annals of Statistics
A methodology is presented for analyzing periodic autoregressions which is also applicable when inferring the second order properties of periodically correlated processes. In addition, capitalizing on the duality between periodic and multiple autoregressions, a method is set forth for analyzing the latter, which overcomes the usual requirements of a large number of both parameters and computer storage locations.doi:10.1214/aos/1176344376 fatcat:2vsbrqafybd5jbq7dxn63eiiwa