Temporal aggregation in a periodically integrated autoregressive process (Q1129424): Difference between revisions
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Property / cites work: The Effect of Aggregation on Prediction in the Autoregressive Model / rank | |||
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Property / cites work: UNIT ROOTS IN PERIODIC AUTOREGRESSIONS / rank | |||
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Property / cites work: Co-Integration and Error Correction: Representation, Estimation, and Testing / rank | |||
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Property / cites work: A multivariate approach to modeling univariate seasonal time series / rank | |||
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Property / cites work: Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models / rank | |||
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Latest revision as of 15:50, 28 May 2024
scientific article
Language | Label | Description | Also known as |
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English | Temporal aggregation in a periodically integrated autoregressive process |
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Temporal aggregation in a periodically integrated autoregressive process (English)
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14 December 1998
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periodically integrated autoregressive process
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time series
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cointegration
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unit root
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