Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes (Q2434752)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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