Temporal aggregation in a periodically integrated autoregressive process (Q1129424)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Temporal aggregation in a periodically integrated autoregressive process |
scientific article |
Statements
Temporal aggregation in a periodically integrated autoregressive process (English)
0 references
14 December 1998
0 references
periodically integrated autoregressive process
0 references
time series
0 references
cointegration
0 references
unit root
0 references