Pages that link to "Item:Q2198127"

The following pages link to Forecasting aggregated vector ARMA processes (Q2198127):

Displaying 16 items.

• Temporal aggregation of multivariate GARCH processes (Q290974) (← links)
• Macroeconomics and the reality of mixed frequency data (Q726586) (← links)
• Estimation of fractional integration under temporal aggregation (Q737901) (← links)
• Aggregation and systematic sampling of periodic ARMA processes (Q1023773) (← links)
• Aggregation of space-time processes. (Q1421310) (← links)
• Temporal disaggregation of stationary bivariate time series (Q1595148) (← links)
• Asymptotic distributions for quasi-efficient estimators in echelon VARMA models (Q1623428) (← links)
• Asymptotic behavior of temporal aggregates in the frequency domain (Q1695556) (← links)
• Two stage least squares estimation in structural cointegration models (Q1962770) (← links)
• Temporal aggregation and systematic sampling for INGARCH processes (Q2123259) (← links)
• Aggregation in large dynamic panels (Q2511786) (← links)
• Prediction of temporally aggregated systems involving both stock and flow variables (Q4203682) (← links)
• Exact Discrete Representations of Linear Continuous Time Models with Mixed Frequency Data (Q4973951) (← links)
• The use of aggregate time series for testing conditional heteroscedasticity (Q5058308) (← links)
• Multistep ahead forecasting of vector time series (Q5864446) (← links)
• Testing for Granger causality with mixed frequency data (Q5964759) (← links)