Some consequences of temporal aggregation and systematic sampling for ARMA and ARMAX models
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Publication:2563108
DOI10.1016/0304-4076(73)90015-8zbMath0268.90016OpenAlexW2012533076MaRDI QIDQ2563108
Publication date: 1973
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(73)90015-8
Related Items (32)
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Cites Work
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- Discrete autoregressive schemes with varying time-intervals
- The LIML and Related Estimators of an Equation with Moving Average Disturbances
- Aggregation over Time in Distributed Lag Models
- On the Analysis of First Order Autoregressive Models with Incomplete Data
- Discrete Approximations to Continuous Time Distributed Lags in Econometrics
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