A note on the autocorrelation properties of temporally aggregated Markov switching Gaussian models (Q2483447)
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scientific article; zbMATH DE number 5268505
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| English | A note on the autocorrelation properties of temporally aggregated Markov switching Gaussian models |
scientific article; zbMATH DE number 5268505 |
Statements
A note on the autocorrelation properties of temporally aggregated Markov switching Gaussian models (English)
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28 April 2008
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ARMA model
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autocorrelation function
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data disaggregation
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Markov switching model
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temporal aggregation
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0.8228433132171631
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0.776996374130249
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0.7687489986419678
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0.7653875350952148
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0.7610986828804016
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