Temporal Aggregation of Stationary And Nonstationary Discrete‐Time Processes (Q5467620)
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scientific article; zbMATH DE number 5026146
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Temporal Aggregation of Stationary And Nonstationary Discrete‐Time Processes |
scientific article; zbMATH DE number 5026146 |
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Temporal Aggregation of Stationary And Nonstationary Discrete‐Time Processes (English)
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24 May 2006
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ARFIMA models
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asymptotic efficiency of prediction
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autocorrelation
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long memory
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spectral density
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