Polynomial Interpolation and Applications to Autoregressive Models

by Mateescu, George Daniel
Published in Romanian Journal of Economic Forecasting, 2008, volume 9 issue 1, 119-129

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Polynomial interpolation can be used to approximate functions and their derivatives. Some autoregressive models can be stated by using polynomial interpolation and function approximation.

Keywords: polynomial interpolation, autoregressive models

JEL Classification: C32, C53