Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter (Q1020898): Difference between revisions

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+Some consequences of temporal aggregation and systematic sampling for ARMA and ARMAX models
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+Effects of the Hodrick-Prescott filter on trend and difference stationary time series
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+Encompassing univariate models in multivariate time series. A case study
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+Exact formulas for the Hodrick-Prescott filter
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+Improved frequency selective filters
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+Asymptotic behaviour of temporal aggregates of time series
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+TEMPORAL AGGREGATION IN THE ARIMA PROCESS
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