On periodic autoregression with unknown mean
Applications of Mathematics, Tome 30 (1985) no. 2, pp. 126-139.

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If the parameters of an autoregressive model are periodic functions we get a periodic autoregression. In the paper the case is investigated when the expectation can also be a periodic function. The innovations have either constant or periodically changing variances.
DOI : 10.21136/AM.1985.104133
Classification : 62F15, 62M10, 90A20
Mots-clés : estimating parameters; testing hypotheses; Periodic autoregressive models; time-varying coefficients; Gaussian white noise; unknown mean; innovation; seasonal series; Gaussian maximum likelihood methods 
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     title = {On periodic autoregression with unknown mean},
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Anděl, Jiří; Rubio, Asunción; Insua, Antonio. On periodic autoregression with unknown mean. Applications of Mathematics, Tome 30 (1985) no. 2, pp. 126-139. doi : 10.21136/AM.1985.104133. https://geodesic-test.mathdoc.fr/articles/10.21136/AM.1985.104133/

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