Pages that link to "Item:Q5467620"
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The following pages link to Temporal Aggregation of Stationary And Nonstationary Discrete‐Time Processes (Q5467620):
Displayed 15 items.
- Persistence under temporal aggregation and differencing (Q485617) (← links)
- Estimation of fractional integration under temporal aggregation (Q737901) (← links)
- Asymptotic behavior of temporal aggregates in the frequency domain (Q1695556) (← links)
- Dynamic factor analysis for short panels: estimating performance trajectories for water utilities (Q1742849) (← links)
- Inference of seasonal long-memory aggregate time series (Q1932238) (← links)
- A general property for time aggregation (Q2030709) (← links)
- From short to long memory: aggregation and estimation (Q2445699) (← links)
- A note on the autocorrelation properties of temporally aggregated Markov switching Gaussian models (Q2483447) (← links)
- On seasonal functional modeling under strong dependence, with applications to mechanically ventilated breathing activity (Q2676889) (← links)
- Temporal Aggregation of Lognormal AR processes (Q2851991) (← links)
- Empirical analysis and forecasting of volatility dynamics in high-frequency returns with time-varying components (Q3065547) (← links)
- The use of aggregate time series for testing conditional heteroscedasticity (Q5058308) (← links)
- Effect of temporal aggregation on multiple time series in the frequency domain (Q5397973) (← links)
- Temporal Aggregation of Stationary and Non‐stationary Continuous‐Time Processes (Q5467710) (← links)
- The continuous limit of weak GARCH (Q5861045) (← links)