TEMPORAL AGGREGATION IN THE ARIMA PROCESS
- 1 July 1986
- journal article
- Published by Wiley in Journal of Time Series Analysis
- Vol. 7 (4) , 279-292
- https://doi.org/10.1111/j.1467-9892.1986.tb00495.x
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
- Effect of temporal aggregation on the dynamic relationship of two time series variablesBiometrika, 1976
- Some consequences of temporal aggregation and systematic sampling for ARMA and ARMAX modelsJournal of Econometrics, 1973
- Asymptotic behaviour of temporal aggregates of time seriesBiometrika, 1972
- The Effect of Aggregation on Prediction in the Autoregressive ModelJournal of the American Statistical Association, 1972
- Discrete Samples and Moving Sums in Stationary Stochastic ProcessesJournal of the American Statistical Association, 1967