TEMPORAL AGGREGATION IN THE ARIMA PROCESS (Q4721462): 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: Some consequences of temporal aggregation and systematic sampling for ARMA and ARMAX models / rank | |||
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Property / cites work: Asymptotic behaviour of temporal aggregates of time series / rank | |||
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Property / cites work: Effect of temporal aggregation on the dynamic relationship of two time series variables / rank | |||
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Revision as of 18:04, 17 June 2024
scientific article; zbMATH DE number 3994833
Language | Label | Description | Also known as |
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English | TEMPORAL AGGREGATION IN THE ARIMA PROCESS |
scientific article; zbMATH DE number 3994833 |
Statements
TEMPORAL AGGREGATION IN THE ARIMA PROCESS (English)
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1986
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autoregressive integrated moving average
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change of model form
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temporal aggregation
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IMA
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ARIMA
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