Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes (Q2434752)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes |
scientific article |
Statements
Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes (English)
0 references
7 February 2014
0 references
aggregation
0 references
random-coefficient AR(1) process
0 references
long memory
0 references
intermediate scaling
0 references
asymptotic self-similarity
0 references
Poisson stochastic integral
0 references
0 references
0 references
0 references
0 references
0.96550417
0 references
0.9385434
0 references
0.9192467
0 references
0.90388054
0 references
0.90129673
0 references
0.8996334
0 references
0.89532435
0 references
