Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes (Q2434752): Difference between revisions

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Latest revision as of 08:49, 7 July 2024

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Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes
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    Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes (English)
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    7 February 2014
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    aggregation
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    random-coefficient AR(1) process
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    long memory
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    intermediate scaling
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    asymptotic self-similarity
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    Poisson stochastic integral
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