Temporal Aggregation of Stationary and Non‐stationary Continuous‐Time Processes (Q5467710)

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scientific article; zbMATH DE number 5026233
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Temporal Aggregation of Stationary and Non‐stationary Continuous‐Time Processes
scientific article; zbMATH DE number 5026233

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    Temporal Aggregation of Stationary and Non‐stationary Continuous‐Time Processes (English)
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    24 May 2006
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    spectral density
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    forecasting
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    asymptotic distribution
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    continuous time auto-regressive fractionally integrated moving-overage process
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    CARFIMA
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