TEMPORAL AGGREGATION IN THE ARIMA PROCESS (Q4721462)

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scientific article; zbMATH DE number 3994833
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TEMPORAL AGGREGATION IN THE ARIMA PROCESS
scientific article; zbMATH DE number 3994833

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    TEMPORAL AGGREGATION IN THE ARIMA PROCESS (English)
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    1986
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    autoregressive integrated moving average
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    change of model form
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    temporal aggregation
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    IMA
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    ARIMA
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