CONTEMPORANEOUS AGGREGATION OF TRIANGULAR ARRAY OF RANDOM-COEFFICIENT AR(1) PROCESSES
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Publication:2933188
DOI10.1111/jtsa.12045zbMath1301.62092arXiv1302.4815OpenAlexW2147466579MaRDI QIDQ2933188
Donatas Surgailis, Anne Philippe, Donata Puplinskaitė
Publication date: 10 December 2014
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1302.4815
aggregationdisaggregationlong memoryinfinitely divisible distributionpartial sums processtriangular arrayrandom-coefficient AR(1) process
Related Items (5)
Estimating Long Memory in Panel Random‐Coefficient AR(1) Data ⋮ Sample covariances of random-coefficient AR(1) panel model ⋮ Limit theorems, scaling of moments and intermittency for integrated finite variance supOU processes ⋮ Aggregation of autoregressive random fields and anisotropic long-range dependence ⋮ Scaling transition for long-range dependent Gaussian random fields
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