Temporal aggregation of cyclical models with business cycle applications
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Publication:257475
DOI10.1007/s10260-011-0181-0zbMath1333.62294OpenAlexW2021364484MaRDI QIDQ257475
Giacomo Sbrana, Andrea Silvestrini
Publication date: 17 March 2016
Published in: Statistical Methods and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10260-011-0181-0
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- Aggregation and Disaggregation of Structural Time Series Models
- Structural time series models and aggregation: some analytical results
- Hyper-spherical and elliptical stochastic cycles
- The Effect of Aggregation on Prediction in the Autoregressive Model
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