Some consequences of temporal aggregation and systematic sampling for ARMA and ARMAX models
- 1 June 1973
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 1 (2) , 133-154
- https://doi.org/10.1016/0304-4076(73)90015-8
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- Discrete Samples and Moving Sums in Stationary Stochastic ProcessesJournal of the American Statistical Association, 1967
- On the Analysis of First Order Autoregressive Models with Incomplete DataInternational Economic Review, 1966
- Aggregation over Time in Distributed Lag ModelsInternational Economic Review, 1961
- Discrete autoregressive schemes with varying time-intervalsMetrika, 1958