Effect of systematic sampling on arima models

DOI10.1080/03610928108828197MaRDI QIDQ3953045zbMATH OpenOpenAlexFDO

Authors William W. S. Wei

Publication date 1981

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610928108828197

zbMATH Keywords

homogeneous non- stationary autoregressive integrated moving average processrandom walk modelsystematic samplingtime series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites work

• scientific article; zbMATH DE number 3565994 (Why is no real title available?)
• scientific article; zbMATH DE number 3357844 (Why is no real title available?)
• Some consequences of temporal aggregation and systematic sampling for ARMA and ARMAX models

Cited in

(5)

• An eigenvalue approach to the limiting behavior of time series aggregates
• A note on the asymptotic distribution of the maxima in disaggregated time-series models.
• Continuous time ARMA processes: discrete time representation and likelihood evaluation
• Prediction of temporally aggregated systems involving both stock and flow variables
• Estimation of fractional integration under temporal aggregation

This page was built for publication: Effect of systematic sampling on arima models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3953045)