RANDOM AGGREGATION OF UNIVARIATE AND MULTIVARIATE LINEAR PROCESSES (Q4299026)
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scientific article; zbMATH DE number 598012
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| English | RANDOM AGGREGATION OF UNIVARIATE AND MULTIVARIATE LINEAR PROCESSES |
scientific article; zbMATH DE number 598012 |
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RANDOM AGGREGATION OF UNIVARIATE AND MULTIVARIATE LINEAR PROCESSES (English)
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29 June 1994
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multivariate autoregressive moving-average processes
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autocovariance generating function
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zeros
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zero-mean second-order stationary process
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random aggregation
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second-order characteristics
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ARMA structure
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poles
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univariate ARMA processes
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sampling distribution
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time interval aggregation without overlapping
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0.7972180247306824
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0.7800534963607788
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0.7687227129936218
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0.7685540914535522
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