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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| English | Temporal Aggregation of Stationary and Non‐stationary Continuous‐Time Processes |
scientific article; zbMATH DE number 5026233 |
Statements
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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0.871410071849823
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0.763828456401825
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0.7475741505622864
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0.7392727136611938
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0.7326217293739319
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