Contemporaneous aggregation of triangular array of random-coefficient AR(1) processes (Q2933188)
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scientific article; zbMATH DE number 6379167
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| English | Contemporaneous aggregation of triangular array of random-coefficient AR(1) processes |
scientific article; zbMATH DE number 6379167 |
Statements
CONTEMPORANEOUS AGGREGATION OF TRIANGULAR ARRAY OF RANDOM-COEFFICIENT AR(1) PROCESSES (English)
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10 December 2014
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aggregation
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random-coefficient AR(1) process
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triangular array
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infinitely divisible distribution
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partial sums process
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long memory
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disaggregation
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0.8526749014854431
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0.8461096882820129
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0.8434804081916809
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0.8331738710403442
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