CONTEMPORANEOUS AGGREGATION OF TRIANGULAR ARRAY OF RANDOM-COEFFICIENT AR(1) PROCESSES (Q2933188): Difference between revisions
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Latest revision as of 05:12, 20 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CONTEMPORANEOUS AGGREGATION OF TRIANGULAR ARRAY OF RANDOM-COEFFICIENT AR(1) PROCESSES |
scientific article |
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CONTEMPORANEOUS AGGREGATION OF TRIANGULAR ARRAY OF RANDOM-COEFFICIENT AR(1) PROCESSES (English)
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10 December 2014
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aggregation
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random-coefficient AR(1) process
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triangular array
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infinitely divisible distribution
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partial sums process
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long memory
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disaggregation
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